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INFO:
简介高频交易(HFT)是使用计算机程序实现短期的量化投资策略。高频交易通常可用于股票,期权,期货,ETF, 货币以及其他支持电子交易的金融产品。比起传统长期持有的投资策略,高频交易往往能达到更高的夏普比率(Sharpe ratio)。截止到2010年,高频交易在美国所有股票交易量里占了70%,同时高频交易在欧洲和亚洲也迅速增长。有很多欧美的金融机构用MATLAB来开发高频交易的
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この動画「
运用MATLAB开发高频交易算法 - MATLAB
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