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.idea
.ipynb_checkpoints
SHFE_Crawler_Project
build/temp.macosx-10.6-x86_64-2.7
debug
2005.csv
20130831-广发证券-金融工程年度论坛系列报告之九：基于贝叶斯统计的套利策略.pdf
20130831-广发证券-金融工程年度论坛系列报告之五：基于波动率预测的交易策略.pdf
20130831-广发证券-金融工程年度论坛系列报告之六：基于遗传规划多维变量的股指期货交易策略.pdf
20140114-广发证券-另类交易策略之十三：基于统计语言模型（SLM）的择时交易研究.pdf
20140114-广发证券-基于统计语言模型(SLM)的择时交易研究.pdf
20150704-广发证券-另类交易策略系列之二十五：价量模式匹配股指期货交易策略.pdf
20150706-广发证券-多因子ALPHA系列报告之(二十四)：财报因子使用方法新探.pdf
20150716-广发证券-另类交易策略系列之二十七：均线交叉策略的另类创新研究.pdf
20150826-广发证券-FICC业务系列报告之一：全球商品期货量化交易策略初探.pdf
20150828-广发证券-量化投资专题报告：从VIX指数看波动率择时.pdf
20150830-广发证券-探寻股指期货跨品种的最优组合.pdf
20160309-国泰君安-国泰君安金融工程投资策略：择时新视角，捕捉趋势中的绝对收益-507904.pdf
20160317-广发证券-FICC业务系列报告之三：商品期货跨市场套利解决方案.pdf
20160323-申万宏源-申万宏源金融工程：市场情绪指数及其运用，从市场情绪中挖掘投资信号-481987.pdf
20160601-兴业证券-Big+Money+=+Smart+Money？.pdf
20160613-广发证券-2016，精益求精基于动量反转敏感度系数筛选的优化策略.pdf
20160824++20160822-广发证券-专题报告：商品指数基金的海外发展与本土实践.pdf
20160829-申万宏源-申万宏源基于走势分化度的择时策略：从走势分化挖掘市场情绪-424061.pdf
20160909-国泰君安-国泰君安数量化专题之七十九：基于机器学习的牛股精选-738351.pdf
20160929-国泰君安-国泰君安数量化专题之八十三：基于MACD价格分段的阻力与支撑研究-865074.pdf
20160930-广发证券-另类交易策略系列之三十一：快速趋势识别下的金融期货交易策略.pdf
20161019-申万宏源-申万宏源金工报告精华回顾：重温申万金工的经典报告-382330.pdf
20161204-广发证券-互联网大数据周报：大数据择时看多，关注银行、轻工制造等行业.pdf
20161223-国泰君安-国泰君安数量化专题之八十四：短期股价走势的预测信息（1），神秘的尾盘30分钟-571990.pdf
20161226-中信证券-中信证券分级套利与期指跨期套利策略研究（2016-12-26）-057960.pdf
20170109-广发证券-量化交易策略周报（2017年1月9日）：CTA策略盈利，趋势策略表现突出.pdf
20170212-广发证券-专题报告：基于持股关系的股票组合增强策略.pdf
20170213-CITIGROUP-ASIA_QUANTITATIVE_INSIGHTS：FEBRUARY_2017-317462.pdf
20170214-广发证券-面向择时不交易：起跑，在趋势形成之前.pdf
20170221-国泰君安-国泰君安数量化专题之九十：综合期限多样性的趋势选股策略-161303.pdf
20170228-国信证券-国信证券金工报告：基于收益动量和成交额反转的行业配置模型.pdf
20170412-方正证券-方正证券CTA专题研究：蜘蛛网爱国债期货.pdf
ALFI_0112.csv
ALFI_0331.csv
ALFI_1209.csv
ALFI_Weekly.csv
ALFI_zhulian.csv
AL_intraday_2year.csv
Al_1227.csv
Al_turn_over.csv
Back_test_demo.py
Backtest_of_strategy.py
CADUSD.csv
CFI_0112.csv
CFTC.csv
CFTC_CU.csv
CFTC_CU.xls
CUFI.csv
CUFI_0112.csv
CUFI_0331.csv
CUFI_1209.csv
CUFI_weekly.csv
CUFI_zhulian.csv
CU_intraday_2year.csv
Cu_1227.csv
Cu_turn_over.csv
DB_SpecialReport_2016-11-28_0900b8c08c165365.pdf
DTW.py
DTW.pyc
DTW_strategy.ipynb
DTW_strategy_0223-Copy1.ipynb
DTW_strategy_0223.ipynb
Dalian_Crawler_raw.ipynb
Dalian_Crawler_raw.py
GLEN-2016-Investor-Update-FINAL.pdf
GSCI_ER_Indices.csv
H3_AP201609300021297082_1.pdf
HCFI_0112.csv
HG1_CMX.csv
HG_CMX.ipynb
HMM_Cal.py
HMM_Cal.pyc
HMM_State.jpg
HMM_result.ipynb
HMM_strategy_v2.ipynb
HMM_test.py
I.csv
IDCE_HMM.jpg
IDCE_all_trades.csv
IFI.csv
IFI_0112.csv
IFI_1207.csv
IFI_1208.csv
IFI_1209.csv
IFI_1212.csv
IFI_1219.csv
IFI_1222.csv
IFI_current.csv
IFI_current_1.csv
IFI_weekly.csv
ISIXIU.csv
I_1227.csv
I_5min_price.csv
I_turn_over.csv
I_turn_over.xls
Intraday_strategy_0314.ipynb
JFI.csv
JFI_0112.csv
JFI_1209.csv
JFI_1222.csv
JMFI_0112.csv
JMFI_1209.csv
LME_AL.xlsx
LME_COPPER.xlsx
LME_COPPER_OI.xlsx
LME_CU.xlsx
LME_ZN.xlsx
LME_copper_cftc.ipynb
MESA.R
MFI_0112.csv
NIFI.csv
NIFI_0112.csv
NIFI_1209.csv
NIFI_zhulian.csv
Ni_5min_price.csv
Ni_test.ipynb
Ni_turn_over.csv
Ni_turn_over.xls
Ni_volume_index_all_2.xls
PBFI_0112.csv
PCA_Position.ipynb
PCA_based_strategy.ipynb
PCA_based_strategy.py
PFI_0112.csv
Pair_trade_research.ipynb
RBFI.csv
RBFI_0112.csv
RBFI_1209.csv
RBFI_true.csv
RBFI_zhulian.csv
RMFI_0112.csv
RUFI_0112.csv
Rb_1227.csv
Rb_5min_price.csv
Rb_turn_over.csv
SRFI_0112.csv
SZ50_PCA.ipynb
Strat_0411.ipynb
Strategy_0203.py
Strategy_1024_modified_raw.ipynb
Strategy_1107.ipynb
Strategy_20161020.ipynb
Strategy_20161024.ipynb
Strategy_test_20161020.R
TAFI_0112.csv
Thumbs.db
Untitled.ipynb
WCI_Help.pdf
WHFI_0112.csv
WTI.csv
YFI_0112.csv
Yingjiaxian.R
ZCFI_0112.csv
ZN1601.csv
ZN1602.csv
ZN1603.csv
ZN1604.csv
ZN1605.csv
ZN1606.csv
ZN1607.csv
ZN1608.csv
ZN1609.csv
ZN1609.xlsx
ZN1610.csv
ZN1611.csv
ZN1612.csv
ZNFI.csv
ZNFI_0112.csv
ZNFI_0331.csv
ZNFI_1209.csv
ZNFI_1221.csv
ZNFI_weekly.csv
ZNFI_zhulian.csv
ZN_intraday_2year.csv
Zn_5min_price.csv
Zn_return_cal.csv
Zn_return_modified.csv
Zn_turn_over 2.csv
Zn_turn_over.csv
Zn_turn_over.xls
Zn_turn_over_1.xls
[Richard_C._Koo] The Escape from Balance Sheet Recession and the QE Trap.pdf
a_interday.csv
a_intraday.csv
al_interday.csv
al_intraday.csv
al_result.jpg
al_total_record.csv
all_assets_for_R.csv
all_comdty.csv
all_index.csv
asyncio_test.ipynb
back_test_frame.ipynb
back_test_frame.py
c_interday.csv
c_intraday.csv
calResult.csv
car_info.csv
car_info.ipynb
cars_recall.csv
cars_recall_crawler.ipynb
cf_interday.csv
cf_intraday.csv
commodity compass.pdf
crawler_for_baidu_index.ipynb
crawler_for_vol.ipynb
cs_interday.csv
cs_intraday.csv
cu_interday.csv
cu_intraday.csv
cu_result.jpg
cu_total_record.csv
cycle_trend_stats.ipynb
cython_compiler.ipynb
cython_compiler.py
d.csv
daily_P.csv
data_for_PCA.csv
data_for_wanglaoshi_0125.ipynb
data_for_wanglaoshi_0125_auto.ipynb
debug.log
df.csv
figure_1.png
float_profit_momentum.ipynb
float_profit_momentum_v2.ipynb
geckodriver.log
gtjaFutureCal.py
gtja_rb_fe_mix.ipynb
gtja_strategy_1117.R
hahaha.jpg
hs300.csv
i_result.jpg
i_total_record.csv
ind_var.csv
ind_var_diff.csv
intraday_strategy0310.ipynb
intraday_strategy_0313.ipynb
intraday_strategy_0320.ipynb
j_result.jpg
j_total_record.csv
jm_dalian_crawler.py
jm_result.jpg
jm_total_record.csv
jt_dalian_crawler.py
lifujun_pca.ipynb
lme_cftc_strat.csv
log.txt
log_0.7_0.3.txt
long_jpg.jpg
m_interday.csv
m_intraday.csv
monthly_mean_return.csv
monthly_return_acc.csv
net_position_price.ipynb
new model.R
new_.csv
new_df.csv
ni_result.jpg
ni_total_record.csv
org_df_R.csv
pair_trading_0220.ipynb
position_relation.jpg
position_strategy_1216.py
position_strategy_1228.py
position_strategy_acc_jit.py
position_strategy_acc_jit_cython.py
position_strategy_no_acc.py
position_strategy_v1217.ipynb
prediction_reality.jpg
progressbar.ipynb
quantnet_analysis.ipynb
quantnet_crawler.ipynb
quantnet_crawler.py
r.csv
raw.csv
rb_result.jpg
rb_total_record.csv
result.jpg
rm_interday.csv
rm_intraday.csv
self_adaptive_ma_strategy_0207.ipynb
setup.py
setup_dec.py
setup_stop.py
short_jpg.jpg
signal_count.csv
signal_count_long.csv
signal_count_short.csv
smart_money.R
smart_money.ipynb
sr_interday.csv
sr_intraday.csv
stop_loss.c
stop_loss.pyx
stop_loss.so
stop_loss_dec.pyx
stop_signal.c
stop_signal.pyx
stop_signal.so
strat_0411.py
strat_0411_rewrite.py
strat_0411_v2.ipynb
strategy_0112.ipynb
strategy_0112_v2.ipynb
strategy_0208_position_ctrl.ipynb
strategy_0208_position_ctrl_exp.ipynb
strategy_0217.ipynb
sz50.csv
test_manual.csv
total.csv
total_acc.csv
total_df_for_cart.csv
total_duotou.csv
total_kongtou.csv
total_merged.csv
trade_date.jpg
trade_date_0.95.jpg
trade_date_ma3.jpg
ts_.csv
wanglaoshi_data_al.csv
wanglaoshi_de_data.ipynb
wanglaoshi_feiqihuo.csv
windIndex.xlsx
y_interday.csv
y_intraday.csv
zn_cftc.jpg
zn_interday.csv
zn_intraday.csv
zn_position_all.xls
zn_result.jpg
zn_result.png
zn_total_record.csv
★★★★广发证券-金融工程-衍生产品专题一类波动收敛突变模式的趋势跟随策略-安宁宁.pdf
★★★★广发证券-金融工程-衍生产品专题基于混沌理论的股指期货噪声趋势交易（NTT）策略-罗军.pdf
中信期货.csv
交割公司列表.csv
另类交易策略系列之八：基于时域分形的相似性匹配日内低频交易策略（SMT）.pdf
国信证券-金融工程专题研究：基于k-means聚类的多因子特征检验-161205.pdf
国信证券-金融工程专题研究：大盘股的成交量脉冲事件研究-170103.pdf
国泰君安.csv
国际原油市场的基本面态势和价格逻辑_佘建跃.pdf
基于风险平价模型的收益增强策略.pdf
天风证券_专题报告_量化CTA策略概述--专题报告___吴先兴.pdf
实体商持仓量研究.ipynb
广发证券-另类交易策略之十五：识别趋势震荡之神器MESA-20140519.pdf
广发证券-另类交易策略系列之十九：带反转的加强版EMDT交易策略(2014-12-03).pdf
广发证券-另类交易策略系列之十五：波段形态识别模型(WPRM)及期指交易策略应用-20140609.pdf
广发证券-另类交易策略系列之十八：厚尾分布下的随机区间突破策略-20140820.pdf
招商证券_金融工程_招金词酷金融文本挖掘的分词工具_叶涛,赵月涓_20161101.pdf
数据.txt
数量化研究-基于交易所公开信息的探索.pdf
整合数据.ipynb
有色整理1227.xlsx
期货各品种交易参数表（20161123更新） (1).xlsx
每日模型 (1).xlsx
每日模型.xlsx
永安期货.csv
流动性管理.csv
浙江系游资持仓量策略整理.docx
浙江系游资持仓量策略整理.pdf
海通期货.csv
猎金系列之十二：挖掘错误估值背后所蕴藏的Alpha.pdf
用资金来做预测——基于“Smart+Money”行业配置策略（下）.pdf
策略整理报告.docx
股指期货展期对冲策略研究——基于跨期价差变化量的视角.pdf
资金、市场和行业配置——基于“Smart+Money”行业配置策略（上）.pdf
量化体系之黑色板块子策略+金融工程cta策略专题报告之四.pdf
金融工程研究东方机器选股模型+Ver+1.0.pdf
金融工程研究动态情景Alpha模型再思考.pdf
金融工程研究商品期货套利策略实证.pdf
金融工程：HMM指数择时研究之理论篇.pdf
长江证券金融工程产品组合报告20161130.pdf
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