AcroDelta / Grid-trading

Some naive low frequency stock market strategy back test algorithm including grid trading

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Grid-trading

Some naive trading strategy.

The file '国债期货网格' is the final version of the grid trading applied on the chinese treasury bill futures market which has a significant property of mean reversion.

The file 'Hilbert' is the strategy that use Hilbert transform on the 'de-mean' stock price to find the periodic property and try to make some money according to it.

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Some naive low frequency stock market strategy back test algorithm including grid trading


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