摩根R and Python课程 课件与资料
+第05节 4.5 MB
| 5-6课件.pptx 4.0 MB
| backtest.py 4.4 KB
| create_lagged_series.py 1.8 KB
| data.py 7.2 KB
| event.py 4.3 KB
| execution.py 2.2 KB
| grid_search.py 1.5 KB
| ib_execution.py 6.7 KB
| intraday_mr.py 4.9 KB
| k_fold_cross_val.py 2.0 KB
| Lecture 5 交易系统和传统交易策略.pdf 423.0 KB
| mac.py 3.5 KB
| performance.py 1.4 KB
| plot_performance.py 992 Byte
| portfolio.py 8.5 KB
| snp_forecast.py 3.5 KB
| strategy.py 1.0 KB
| 金融云共享.jpg 26.8 KB
+第06节 4.0 MB
| 5-6课件.pptx 3.6 MB
| Lecture 6-贝叶斯.ipynb 207.0 KB
| Lecture 6-贝叶斯.pdf 235.0 KB
+第07节 6.0 MB
| arima_models.R 2.1 KB
| ex_1_Data.xls 117.0 KB
| garch_models.R 1.6 KB
| Lecture 7-时间序列I.ipynb 304.0 KB
| Lecture 7-时间序列I.pdf 322.0 KB
| lecture7-时间序列.pptx 5.2 MB
+第08节 5.1 MB
| cadf.R 3.2 KB
| hmm.R 2.9 KB
| lecture 8.pptx 4.9 MB
| Lecture 8-Kalman Filter.ipynb 93.5 KB
| Lecture 8-Kalman Filter.pdf 99.0 KB
| sim.R 893 Byte
+第09节 7.1 MB
| lecture 9.pptx 6.9 MB
| Lecture 9-Decision Tree.ipynb 95.4 KB
| Lecture 9-Decision Tree.pdf 69.6 KB
+第10节 8.0 MB
| Lecture 10 SVM.ipynb 10.9 KB
| Lecture 10 SVM.pdf 296.0 KB
| lecture 10-机器学习II.pptx 7.7 MB
+第11节 10.2 MB
| Lecture 11-Clustering.ipynb 419.0 KB
| Lecture 11-Clustering.pdf 325.0 KB
| Lecture 11-机器学习 III.pptx 9.5 MB
+第12节 4.6 MB
| arima_garch.R 3.2 KB
| buy_and_hold_backtest.py 2.0 KB
| coint_bollinger_backtest.py 1.7 KB
| coint_bollinger_strategy.py 5.2 KB
| coint_bollinger_strategy.pyc 5.0 KB
| coint_cadf.R 983 Byte
| equal_weight_etf_portfolio_backtest.py 718 Byte
| equities_bonds_60_40_etf_portfolio_backtest.py 540 Byte
| intraday_ml_backtest.py 2.7 KB
| intraday_ml_model_fit.py 5.2 KB
| intraday_ml_strategy.py 2.7 KB
| intraday_ml_strategy.pyc 2.8 KB
| kalman_qstrader_backtest.py 1.5 KB
| kalman_qstrader_strategy.py 5.7 KB
| kalman_qstrader_strategy.pyc 3.8 KB
| Lecture 12-Strategies.ipynb 41.0 KB
| Lecture 12-Strategies.pdf 119.0 KB
| Lecture 12-机器学习IV.pptx 4.4 MB
| monthly_rebalance_run.py 3.1 KB
| monthly_rebalance_run.pyc 3.7 KB
| strategic_weight_etf_portfolio_backtest.py 718 Byte
+第13节 5.4 MB
| Lecture 13-微分方程.ipynb 635.0 KB
| Lecture 13-微分方程.pdf 492.0 KB
| Lecture 13-微分方程.pptx 4.3 MB
+第14节 4.6 MB
| Lecture 14-Python 衍生品定价.pptx 3.8 MB
| Lecture 14-Python衍生品定价I.ipynb 372.0 KB
| Lecture 14-Python衍生品定价I.pdf 443.0 KB
| mc.py 2.1 KB
| proc.py 4.3 KB
+第15节 4.7 MB
| Lecture 15 期权定价II.pdf 4.1 MB
| Lecture 15 衍生品定价 II.ipynb 585.0 KB
+第16节 828.0 KB
| lecture16.pdf 828.0 KB
2-4课程大纲与作业.pptx 1.8 MB
ex1.csv 366 Byte
ex1.xls 94.0 KB
ex2.csv 3.2 KB
Homework Answer.ipynb 111.0 KB
Homework Answer1.pdf 195.0 KB
Homework Answer2.pdf 209.0 KB
Lecture 1-Python量化交易概述.pdf 239.0 KB
Lecture 2 Python 常用library.ipynb 461.0 KB
Lecture 2 Python 常用library.pdf 569.0 KB
Lecture 3 Python 常用Library II 与金融数据处理.ipynb 301.0 KB
Lecture 3 Python 常用Library II 与金融数据处理.pdf 559.0 KB
lecture 3(1).pptx 672.0 KB
Lecture 4 金融数据建模与风险测度因子.ipynb 129.0 KB
Lecture 4 金融数据建模与风险测度因子.pdf 663.0 KB
第一节课.pptx 6.1 MB
课件.zip
(62.69 MB, 需要: RMB 29 元)


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