xyqzki的专栏

During my senior year, at a university that promised to teach me things, I found myself staring at financial statements wondering to myself “what is it the Quants see that I don’t?” and so began my jo

QUANTCONNECT https://lean.quantconnect.com/docs#topic13.html

http://www.quants.hk/category/amibroker-%E6%95%99%E5%AD%B8/ http://www.elitetrader.com/et/index.php?threads/amibroker-or-r-or-python.254851/ Interactive Broker Tutorial http://holowczak.com/ib-tws

Example code with given Fourier series order K<R> #for daily time series forecasting and plot the forecasting result, ref : http://robjhyndman.com/hyndsight/longseasonality/n <- 2000 m <- 200y <- ts(rn