
期货研究
云金杞
量化研究员\CTA量化基金经理,金融硕士,CIIA,CFP,FRM,CFA,擅长使用python进行数据分析和建模,熟练使用backtrader、tbquant等量化平台。
展开
-
python-33品种随机游走检验
# -*- coding: utf-8 -*-"""Created on Thu Jun 22 17:03:16 2017@author: yunjinqi E-mail:yunjinqi@qq.com Differentiate yourself in the world from anyone else."""import pandas as pdimport num原创 2017-06-23 15:15:23 · 1782 阅读 · 0 评论 -
python-检验33品种数据是否是正态分布
# -*- coding: utf-8 -*-"""Created on Thu Jun 22 17:03:16 2017@author: yunjinqi E-mail:yunjinqi@qq.com Differentiate yourself in the world from anyone else."""import pandas as pdimport num原创 2017-06-23 15:50:52 · 5019 阅读 · 0 评论 -
python-优矿-hurst指数与期货33品种的预测
#编写hurst指数from numpy import std, subtract, polyfit, sqrt, logimport numpy as npimport pandas as pdfrom matplotlib import pyplot as pltfrom datetime import timedeltafrom statsmodels import regres原创 2017-07-19 19:06:24 · 3596 阅读 · 3 评论