b*********r 发帖数: 9 | 1 Hi, 这里有两个 trading strategies: trend following and contrarian trading
strategies, 但不是很清楚 它们的算法(特别是第二个 contrarian trading) 和 如何
用
matlab 实现, 希望有高手不吝赐教, 先谢谢了^^ | N******r 发帖数: 642 | 2 Hi, 这里还有一个 trading strategy: Universal Portfolio, 但不是很清楚 它的算
法 和 如何用 matlab 实现, 希望有高手不吝赐教, 先谢谢了^^ | m********0 发帖数: 2717 | 3 你说的都是一大类,
具体一点,code很容易写。
去1688看看,上面很多达人做ATM。
【在 b*********r 的大作中提到】 : Hi, 这里有两个 trading strategies: trend following and contrarian trading : strategies, 但不是很清楚 它们的算法(特别是第二个 contrarian trading) 和 如何 : 用 : matlab 实现, 希望有高手不吝赐教, 先谢谢了^^
| s***t 发帖数: 49 | 4 敢问 1688 是?
【在 m********0 的大作中提到】 : 你说的都是一大类, : 具体一点,code很容易写。 : 去1688看看,上面很多达人做ATM。
| b*********r 发帖数: 9 | 5 弱弱问一句啊, 1688是什么网站呢?
这儿是作业:
here includes some daily data from the region (historical prices for
Dubai, Saudi and Egypt indices).(--PS:6-year Dubai; 10-year Saudi; 3-year
daily Egypt;)
you are required to implement two strategies (one trend following and one
contrarian) and compute respectively their statistics (Excel/VBA/matlab
should be fine).
This will test your creativity, statistical knowledge and programming
skills.
【在 m********0 的大作中提到】 : 你说的都是一大类, : 具体一点,code很容易写。 : 去1688看看,上面很多达人做ATM。
| m********0 发帖数: 2717 | 6 华人的炒股论坛有不少。
trader1688还可以
有几个人还是有水平的。
相比之下,elitetrader 我反而觉得一般。
【在 s***t 的大作中提到】 : 敢问 1688 是?
| m********0 发帖数: 2717 | 7 if only 3 symbols(indices)
using excel should be 3 minutes' work.
【在 b*********r 的大作中提到】 : 弱弱问一句啊, 1688是什么网站呢? : 这儿是作业: : here includes some daily data from the region (historical prices for : Dubai, Saudi and Egypt indices).(--PS:6-year Dubai; 10-year Saudi; 3-year : daily Egypt;) : you are required to implement two strategies (one trend following and one : contrarian) and compute respectively their statistics (Excel/VBA/matlab : should be fine). : This will test your creativity, statistical knowledge and programming : skills.
| t********a 发帖数: 810 | 8 这问题问得太搞笑了...
Hi, 这里还有一个 trading strategy: Money Making (it makes money), 但不是很清
楚 它的算法 和 如何用 matlab 实现, 希望有高手不吝赐教, 小女子先谢谢了
还有为什么所有大老爷们一有问题就用小女孩马甲? 太WS了吧. | z****g 发帖数: 1978 | | b********y 发帖数: 63 | 10 If performance is not an issue, then the job is easy.
1) trend following,
if price hit 5-day high, long
if price hit 5-day low, short
set a x% moving stop
2) contrarian trading:
if price hit 5-day high, short
if price hit 5-day low, long
set a x% moving stop
3) money making
From the above two, whichever makes money | m********0 发帖数: 2717 | 11 strategy itself does not contain loss/gain stop.
the original strategy does not use x% to generate exit signal.
【在 b********y 的大作中提到】 : If performance is not an issue, then the job is easy. : 1) trend following, : if price hit 5-day high, long : if price hit 5-day low, short : set a x% moving stop : 2) contrarian trading: : if price hit 5-day high, short : if price hit 5-day low, long : set a x% moving stop : 3) money making
| b*********r 发帖数: 9 | 12 Thank you so much for your constructive suggestion!
Best regards!
【在 b********y 的大作中提到】 : If performance is not an issue, then the job is easy. : 1) trend following, : if price hit 5-day high, long : if price hit 5-day low, short : set a x% moving stop : 2) contrarian trading: : if price hit 5-day high, short : if price hit 5-day low, long : set a x% moving stop : 3) money making
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