stbl
====
MATLAB library for working with alpha stable distributions
For documentation see http://math.bu.edu/people/mveillet/html/alphastablepub.html
基于MATLAB开发的量化回测系统源码+GUI界面+详细文档+全部资料（高分项目）.zip
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基于MATLAB开发的量化回测系统源码+GUI界面+详细文档+全部资料（高分项目）.zip （70个子文件） 
BacktestFramework-ByLemonChe-master 回测系统 股票交易模块 
CalAvailableCashForStock_EuqalToInitCash.m 235B StockTradeModule.m 499B CalTradeLotsForStock_StockEqual.m 703B CalAvailableCashForStock_EuqalToInitCash_Adj.m 610B CalTradeLotsForStock_IndustryEqual.m 2KB BacktestStart.m 1KB 对冲交易模块 DynamicHedgeToTotalPosition.m 2KB RegressBtwSingleStockAndSingleIndex.m 3KB DynamicHedgeToSinglePosition.m 5KB DynamicHedgeModule.m 3KB HedgeWithFixedProportion.m 294B HedgeModule.m 2KB RegressBtwSingleStockAndMultiIndex.m 3KB 工具函数 GenerateTradeTable.m 2KB GenerateTradeDays.m 661B ParamsTemplet.m 2KB 持仓分析模块 Model_Performance.m 1KB Display DisplayNetValue.m 375B PreformanceFunc GetTotalReturnRatio.m 175B GetShapeRatio.m 201B GetMaxDrawDown.m 317B GetAnnualizedTotalReturnRatio.m 188B EachStock_Performance.m 1KB BasicInformation.m 320B P&L模块 GetPNL.m 6KB 数据预处理模块 PreprocessModule.m 4KB 工具函数 CircleAccordingStockCodes.m 672B scanDir.m 761B CircleAccordingTradeDays.m 836B 量化交易模型 事件驱动模型 ESOP_Model2.m 1KB ESOP_Model1.m 1KB ESOP_Model.m 1KB 分析师预期模型 S1_Model1.m 942B 主力跟踪 MainForceModel.m 1KB 期货跨期套利 S3_Model1.m 372B Mytools findTopN.m 556B replaceEmpty4Cell.m 153B My_candle.m 263B group.m 317B dataDivide.m 216B IntegratedByADF.m 209B catCellstr.m 650B moveFunc.m 784B getDataPth.m 560B findBottomN.m 560B My_lsqcurvefit.m 613B findNanFromCell.m 250B replaceNan4Array.m 1KB dropDuplicate.m 360B My_mean.m 85B replaceCellstr.m 133B generateCatalog.m 163B My_intersect.m 628B My_plot.m 3KB My_setdiff.m 762B markveillette-stbl stblcdf.m 5KB histstbl.m 619B stblpdf.m 11KB stblfit.m 15KB stblrnd.m 4KB stblinv.m 37KB
license.txt 1KB README.md 153B sliceTable.m 483B My_std.m 83B fillTimeSeries.m 790B arrayShift.m 314B findRowsFromTable.m 674B README.md 111B
171265889347208773632.zip 416B资源评论
