各位大大安安..
小弟在upm economy做final year project,教授要我交功课了...需要三年(MUST huge sampling)的5min fkli intraday raw data( MUST in cvs or acsii format for metastock feed)来做一些theory 上的fix model /trading strategy
有的话请email给我 adamdelson@ymail.com ...感激不尽...感激不尽
公平起见,我只会把结论告诉所有给我data的人.谢谢.
大家也可以帮忙问看朋友有收集这些data吗? 我只收集到半年而已..不够用但已经有8错的result了.
so far best trading strategy= return 70% in half year
example modal:1 Bivariate ECM-EGARCH model
2 Garman-Klass Volatility
3 Unit Roots Test for Stationary
4. Bivariate Cointegration Analysis 5 Granger Causality on VECM 6 Multiple Regression Model
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