easterncalculus / EMDT-Quant

The codes for the Empirical Mode Decomposition Trading -- Power by Zhuoxiong Zhao

EMDT-Quant

Description

Codes for Empirical Mode Decomposition Trading

Database

• I have save the experimental data in file 'IF00.mat'

• You also can get this data from Wind API -- http://www.wind.com.cn/download.aspx

Library Dependence

Empirical Mode Decomposition -- http://perso.ens-lyon.fr/patrick.flandrin/emd.html

Reference

• Empirical Mode Decomposition Trading -- https://github.com/zhuoxiongzhao/EMDT-Quant/blob/master/Empirical%20Mode%20Decomposition%20Trading.pdf
  

• Introduction to EMD -- https://en.wikipedia.org/wiki/Hilbert%E2%80%93Huang_transform

Power by Zhuoxiong Zhao

Please contact E-mail : [e-mail]