2022年美赛C题 交易策略
通过获取对数收益率计算出 Hurst 值，根据 Hurst 值的大小来选择不同的策略
Hurst < 0.5：基于布林线的震荡型决策
Hurst > 0.5：基于双均线的趋势型决策
对于黄金和比特币的权重，通过 Var 的比重进行算出可支配的资金
通过计算几何布朗运动的价格数据，算出最终价格，然后计算出一天的 Var，通过一天的 Var 计算出十天的 Var
中轨线：100天日均线
下轨线：中轨线 - 收盘价的标准差
停止价格：以20天日均线为底，每多持仓一天相应天数减一
当价格低于下轨线时买入，当价格高于停止价格时卖出
短均线：10天日均线
长均线：20天日均线
金叉：短均线向上穿越长均线
死叉：短均线向下穿越长均线
金叉买入，死叉卖出
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
Django
The Web framework for perfectionists with deadlines.
Laravel
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
Microsoft
Open source projects and samples from Microsoft.
Google
Google ❤️ Open Source for everyone.
Alibaba
Alibaba Open Source for everyone
D3
Data-Driven Documents codes.
Tencent
China tencent open source team.
