448Project:高频交易
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2021-05-14
06:37:03
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448Project:高频交易 （113个子文件） 
ryt-1.csv 773KB aapl-1.csv 773KB igm-1.csv 772KB vgt-1.csv 772KB avgo-1.csv 772KB ibm-1.csv 772KB itw-1.csv 772KB iyw-1.csv 772KB adbe-1.csv 772KB bidu-1.csv 771KB goog-1.csv 771KB amzn-1.csv 770KB tsm-1.csv 728KB intc-1.csv 728KB fxl-1.csv 727KB vmw-1.csv 727KB mu-1.csv 727KB msft-1.csv 727KB crm-1.csv 727KB nvda-1.csv 726KB qtec-1.csv 726KB orcl-1.csv 726KB xlk-1.csv 726KB csco-1.csv 726KB txn-1.csv 726KB qcom-1.csv 725KB fteq-1.csv 503KB aaba-1.csv 503KB companylist.csv 469KB .DS_Store 14KB .DS_Store 6KB .DS_Store 6KB Parameter_tuning.ipynb 1.55MB pca.ipynb 487KB hft_playground-checkpoint.ipynb 410KB hft_playground.ipynb 410KB Simulator_Ave-Lee_PCA.ipynb 333KB garch_model-checkpoint.ipynb 263KB garch_model.ipynb 219KB Simulator_ave-lee-2.ipynb 212KB Simulator_ave-lee-checkpoint.ipynb 193KB Simulator_ave-lee.ipynb 193KB pca-checkpoint.ipynb 157KB Feature Exploration.ipynb 104KB hw1-checkpoint.ipynb 89KB Simulator_Ave-Lee_SC.ipynb 44KB NeuralNetwork.ipynb 37KB Predict Residuals-checkpoint.ipynb 36KB Predict Residuals.ipynb 36KB NeuralNetwork-checkpoint.ipynb 27KB Simulator-RNN-V2.ipynb 25KB Simulator-RNN-V2-checkpoint.ipynb 25KB Test_algo.ipynb 19KB features.ipynb 7KB vwap-checkpoint.ipynb 918B features-checkpoint.ipynb 72B events.out.tfevents.1525590111.Adams-MacBook-Pro.local 976KB events.out.tfevents.1525589974.Adams-MacBook-Pro.local 976KB events.out.tfevents.1525589605.Adams-MacBook-Pro.local 976KB events.out.tfevents.1525589907.Adams-MacBook-Pro.local 975KB events.out.tfevents.1525589584.Adams-MacBook-Pro.local 975KB events.out.tfevents.1525589536.Adams-MacBook-Pro.local 975KB events.out.tfevents.1525589519.Adams-MacBook-Pro.local 975KB events.out.tfevents.1525654451.Adams-MacBook-Pro.local 942KB events.out.tfevents.1525657383.Adams-MacBook-Pro.local 942KB events.out.tfevents.1525586748.Adams-MacBook-Pro.local 942KB events.out.tfevents.1525586744.Adams-MacBook-Pro.local 942KB README.md 318B
448_midterm_slides.pdf 1.18MB 448_Final.pdf 1.17MB
daily_return_sim.png 110KB qcom_aapl.png 79KB hf_return_sim.png 79KB QCOM_AAPL_1035_12PM.png 72KB msft_log_ret_HF.png 38KB Intraday_MSFT_logret_vs_normal_big.png 34KB corr_qcom_aapl_20days.png 33KB first_eigenvec_10sec_top25.png 32KB second_eigenvec_30sec_top25.png 32KB first_eigenvec_30sec_top25.png 32KB first_eigenvec_1sec_top25.png 31KB MSFT_logret_vs_normal_big.png 31KB second_eigenvec_10sec_top25.png 31KB second_eigenvector_1sec_top25.png 30KB rescaled_corr_msft.png 28KB rescaled_corr_msft_intraday.png 24KB corr_msft_intraday.png 19KB eigenvalue_30sec.png 17KB eigenvalue_10sec.png 16KB eigenvalue_1sec.png 16KB Parameter_tuning_stochastic_control.py 24KB avellaneda-lee.py 7KB featureGenerator.py 7KB avellaneda-lee.py 5KB thresholds.py 5KB orderbook_lstm.py 3KB orderbook_rnn.py 3KB featureGenerator.cpython-36.pyc 7KB orderbook_lstm.cpython-36.pyc 2KB events.out.tfevents.1525634341.DN0a226271.SUNet 976KB共 113 条
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