R & Python机器学习与量化交易、定价高级训练营摩根R and Python课程课件与资料

Luce2030

391

收藏 2025-04-19

R & Python机器学习与量化交易、定价高级训练营
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