t+1期获得正收益概率和各行业绝对涨幅.PPTVIP

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  • 2018-09-02 发布于天津
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t+1期获得正收益概率和各行业绝对涨幅.PPT

t1期获得正收益概率和各行业绝对涨幅

GXCM Index Hedge Return: Long GXCM+Short HYXD China v.s. Japan Air Pollution in Beijing Hainan Island Policy Latest Trade Record Opportunity from Policy 1. Air/water pollution 2.Old-aging society 3.Medical revolution 4.Big consumption 5.High technology Multiple valuation 5.High Frequency Trading Model 1.Large sample data 2.Precondition of your stratergy 3.Signal design 4.Period selection 5.Result testing criteria: (1)Sharp Ratio (4)Information Ratio (2)Consistency (5)VaR (3)Max Drawdown (6)Risk Matic Adjusted MACD Traditional MACD: mothl

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