原创 量化投資 — 移動平均及雙均線策略

SMA — 移動平均及雙均線模型 0. 引庫 %matplotlib inline import matplotlib.pyplot as plt import seaborn plt.style.use('seaborn')

原创 期權 Pair trading 策略

Pair trading 策略 - 期權 0. 引庫 import pandas as pd import numpy as np import tushare as ts import seaborn from matplotl

原创 ETF50 & ETF500 Pair trading 策略

Pair trading 策略 ETF50 & ETF500 小demo import pandas as pd import numpy as np import tushare as ts import seaborn fro

原创 量化投資 — 簡單動量策略(Momentum Strategy)

動量策略 - Momentum Strategy 0. 引庫 import numpy as np import pandas as pd import tushare as ts import matplotlib.pyplot

原创 量化投資 — 配對交易策略 (Pair Trading)

配對交易策略 Pair Trading 0. 引庫 import pandas as pd import numpy as np import tushare as ts import seaborn from matplotlib

原创 量化投資 — 簡單均值迴歸策略(Mean Reverting Strategy)

均值迴歸_Mean Reverting Strategy 0. 引庫 %matplotlib inline import matplotlib.pyplot as plt import seaborn plt.style.use('s

原创 量化投資 — 簡單動量策略

動量策略 - Momentum Strategy 0. 引庫 import numpy as np import pandas as pd import tushare as ts import matplotlib.pyplot a