鲍俊群 2019-03-23 15:56:11
Description: Matlab multi-factor stock selection strategy
Plat: matlab | Size: 585KB | Downloads: 16
haifeng601 2017-06-26 14:18:01
Description: multi factor regression analysis sample for stocks with Matlab
Plat: matlab | Size: 360KB | Downloads: 30
xixi 2015-12-25 14:29:59
Description: The analysis model of financial stock quantification, multi factor stock, with MATLAB software
Plat: matlab | Size: 1KB | Downloads: 54
马浩 2015-11-27 21:32:06
Description: The multi-factor code for stock markets.
Plat: matlab | Size: 361KB | Downloads: 134
zhangyiwei 2015-11-11 11:13:39
Description: Multi-Factor Model. Multi-factor stock selection model is to quantify the most important class of models, the basic idea is to find some of the most relevant and profitability indicators. And based on the index, to build a stock portfolio, expect the combination index outperformed or underperformed for some time in the future. If outperform, you can do more than this combination, but short of that, to earn positive alpha income if it is underperforming, you can do more than futures, short selling short the combination to earn a reverse alpha returns. Key multi-factor model is to find correlation between factors and yields.
Plat: matlab | Size: 3946KB | Downloads: 279
李济汝 2015-01-29 10:18:32
Description: Multi-factor stock selection strategies to quantify, including data import, grouping, backtesting analysis
Plat: matlab | Size: 4KB | Downloads: 440
王林 2013-08-05 10:17:31
Description: matlab multi-factor stock selection model to calculate the score for each stock, based on the stock s score is divided into n intervals
Plat: matlab | Size: 20291KB | Downloads: 769