分类
最基本的外汇交易策略

量化交易员通过技术指标的分析

As long as the total market capitalization is close to GDP, it is basically the top.
And 量化交易员通过技术指标的分析 From another perspective look,the total market capitalization is impossible always far below GDP.

量化交易员通过技术指标的分析

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专业量化交易人士如何看待传统技术分析

2018-05-01

专业量化交易人士如何看待传统技术分析

在高频交易领域,技术分析的用处应该不大。Irene Aldridge的《High-Frequency Trading》中提到过两篇论文,指出技术分析可以帮助推测限价指令簿(Limit Order Book)。

还有一点就是技术指标量化后的参数调整,调整好了,基本上都能找到在回测上稳赚不赔的策略,但是一旦市场状态转化发生(Regime Switch),出了回测,一实盘模拟基本就废了。高频还可以通过data mining出个最优参数,中低频还是不要想了。

1. Screenshots

1.1 China stock fundamentals analysis

Enter the stocks you are interested in to see the relationship between their net profit and the stock price, maybe you will not think that the "fundamental" useless?
For example: Vanke's profit has been growing rapidly, but cabbage price pressure for several years, so 'barbarians' came.
And you could calculate the entire market stocks using 量化交易员通过技术指标的分析 fooltrader, and automatically notify you, in fact, is not that difficult.

1.2 USA stock fundamentals analysis

Take a look at the performance of US stocks how? The operation is uniform.

1.3 Back test

You could write the Strategy using event-driven or time walk way, and view and analyze the performance in uniform way.
See the design doc

Running strategy can 量化交易员通过技术指标的分析 view the results in real time, and make further assessment

1.4 General trend dashboard

1.5 gdp and market value comparison

As long as the total market capitalization is close to GDP, it is basically the top.
And From another perspective look,the total market capitalization is impossible always far below GDP.

1.6 量化交易员通过技术指标的分析 GEM(similar to nasdaq) PE analysis

17.94% of the time in 20-40, 50.7% of the time in the 40-70, 26.67% of the time in the 70-100, 4.69% of the time in 100 or more.
So thinking about gemp PE about 40 or so "Valuation" high and bearish it, doomed to not enjoy the 2015-year GEM bull market

1.7 Global market PE comparison

GEM>small board>shenzhen>S & P>SSE?Maybe need a little imagination, the style is also convertible?
Well, the average PE of S & P has also exceeded 120, which is still slightly lower than that of our big GEM.
Now,the PE of the SSE is actually lower than that of the S & P, so?

2. Introduction

fooltrader is a Quantitative Trading System designed with big data technology to capture, clean, structure, calculate, display, backtesting and trading.
Its goal is to provide a unified framework for conducting research, backtesting, forecasting, and trading on * entire markets * (equities, futures, bonds, foreign exchange, digital currencies, macroeconomics, etc.)
Suitable for: Quantitative traders, financial professionals, people who are interested in economic data, programmers, people who like freedom and exploration

3. Architecture diagram

fooltrader is a well-structured modular system that you can use at different levels, as well as extend, transform, or replace the modules inside.

4. use step by step

The hierarchy of usage is one-to-one with the modules in the architecture diagram.
You can stop at any step, expand or replace with your own familiar system.
Of course, I still hope that you will run all the way, because the technical selection of each module here has been carefully considered, and the system is in active developing.

4.1 Environment preparation

OS:Ubuntu 16.04.3 LTS 量化交易员通过技术指标的分析
In principle, the system-specific components are cross-platform, but I only test on ubuntu and mac
Memory:>16G
Disk:The 量化交易员通过技术指标的分析 bigger the better
clone or fork the code

量化交易员通过技术指标的分析

量化投资与算法交易(一)

来源:网络综合 146 2022-05-28

量化投资与算法交易(一)

我们从算法的角度来讲, 比如机器学习, 那么必然给定输入数据给出的无外乎是回归或者分类, 在量化投资中, 我们仍然看这些显然是有点苍白的, 还需要涉及到行业背景, 历史上, 很多公司(上海, 杭州)都对行业知识做了专家系统,或者对历史10年的数据做了训练, 试图搞定所谓的行业背景, 结果当然不容乐观。所以,回归和分类不是量化交易的本质。加上行业知识才是系统的量化投资。