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期货研究
云金杞
量化研究员\CTA量化基金经理,金融硕士,CIIA,CFP,FRM,CFA,擅长使用python进行数据分析和建模,熟练使用backtrader、tbquant等量化平台。
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python-33品种随机游走检验
# -*- coding: utf-8 -*- """ Created on Thu Jun 22 17:03:16 2017 @author: yunjinqi E-mail:yunjinqi@qq.com Differentiate yourself in the world from anyone else. """ import pandas as pd import num原创 2017-06-23 15:15:23 · 1726 阅读 · 0 评论 -
python-检验33品种数据是否是正态分布
# -*- coding: utf-8 -*- """ Created on Thu Jun 22 17:03:16 2017 @author: yunjinqi E-mail:yunjinqi@qq.com Differentiate yourself in the world from anyone else. """ import pandas as pd import num原创 2017-06-23 15:50:52 · 4968 阅读 · 0 评论 -
python-优矿-hurst指数与期货33品种的预测
#编写hurst指数 from numpy import std, subtract, polyfit, sqrt, log import numpy as np import pandas as pd from matplotlib import pyplot as plt from datetime import timedelta from statsmodels import regres原创 2017-07-19 19:06:24 · 3511 阅读 · 3 评论