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全部话题 - 话题: low1
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s****d
发帖数: 14
1
http://www.hftradingbook.com/content/index.php?option=com_jumi&
Statistical Arbitrage(cpp文件)
内容如下:
////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////
void AnalyzePair(char* symbol1, char* symbol2)
{
double close1[100] = {0};
int n1 = 0, dates1[100] = {0};
double close2[100] = {0};
int n2 = 0, dates2... 阅读全帖
w********u
发帖数: 328
2
来自主题: Statistics版 - one quick question in SAS, thank you!!
F1 column low high
1 1 1 19
2 1 1 20
3 1 1 21
30 1 12 48
31 1 13 49
32 1 14 50
33 1 15 51
34 1 16 52
272 1 254 290
273 1 255 291
274 1 256 292
279 1 261 297
280 1 262 298
...........................
actually there're 360 rows. Now I have 5000 natural numbers, from 1 to 5000,
if this particular number is between low and high at the same time, i'll
set it to one, otherwise ... 阅读全帖
o*******w
发帖数: 2310
3
来自主题: Stock版 - buy buy buy ---MCP
53 weeks low1
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