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Quantitative trading of commodity futures

The platform API is used here https://www.youquant.com/ Get rebar data def main(): exchange SetContractType ('rb888 ') Log (exchange. GetTicker()) running result {' Time ': 1692975480000,' Open ': 36

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Quantitative transaction (II)

Connected to quantitative transaction backtesting framework, here we use PyAlgoTrade framework Pip install pyalgotrade pip install pyalgotrade_tushare Define data and policies from pyalgotrade import strategy from pyalgotrade.barfee

08/31 10:25
two hundred and thirty-eight
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Quantitative transaction

For tradable investment commodities, the rational use of logical analysis and regression statistics to judge market trends is called quantitative trading. Quantitative strategy Quantitative strategy is the "factor" of making money, which can be divided into fundamental and technical aspects. Basic consumer consumption index per capita gross domestic product (GDP)

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Statistics Sorting (IV)

Then statistics sorting (3) The Covariance of linear regression in statistics In the previous content, we focus on the relationship between one numerical variable or two to three variables. In numerical variables, we generally focus on two characteristics, namely mean and variance. yes...

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Statistics Sorting (III)

After statistics (II) Analysis of variance (ANOVA) t-test vs analysis of variance t-test Comparison of mean values of two groups (H_0: μ _1=μ _2 ) (H_A: μ _1 ≠ μ _2 ) Analysis of variance Comparison of mean values of three groups or more (H_0: μ _1=μ _2=

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Statistics Sorting (II)

The confidence interval is sorted out by statistics: in the case of two normal populations, two variances are known, and the confidence interval for finding the mean difference has two populations of normal distribution X~N ( (μ _1, σ _1 ^ 2 )), Y~N ( (μ _2, σ _2 ^ 2 )), samples from X (X_1, X_2,..., X_n ), samples are all

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Open the black box of neural network

The convolution neural network of single graph thermal analysis extracts different features from each convolution kernel. Each convolution checks the input for convolution to generate a feature map, which reflects the features extracted from the input by the convolution core. Different feature maps display images

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Theory of Binocular Vision

The black point in the lower right corner of the camera model and four reference coordinate systems above is a point in the real world, and the gray part on the left is a digital photo, called the image plane, and the unit is mm. The cyan grid is like a pixel in the plane. Now we need to know

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Application of VAE (Variational Self Encoder) in Small Sample Target Detection

In my understanding of this figure, it is assumed that we have trained a model with a very large amount of data, and then sampled a classification feature from this model and fused it with the features of small sample data, which means that when we reasoning again, this model can infer the categories of small sample data, although

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Arrangement of abstract algebra

Group algebra system: set+operation operation and relational set and mapping 1. Definition: Let (A_0 ) be a subset of A, define the mapping of (A_0 ) to A i: (A_0 ) ->A so that i (x)=x, x ∈ (A_0 ), and call i an embedded mapping of (A_0 ) to A. 2. Definition: Set (A

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Redefining the framework of probability theory

Atomic event: For events that cannot be subdivided into discrete events, such as rolling dice, any one of 1, 2, 3, 4, 5, and 6 is an atomic event. Atomic events of discrete events can be represented in the following table. S K 1 atomic event a value 1 2 atomic event b number

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Arrangement of Differential Equations (II)

Follow the example of differential equation sorting 1: (y '=x ^ 2+y ^ 2 ) Definition field R: | x | ≤ 1, | y | ≤ 1, initial value (0,0), and the error between an approximate solution and the true solution shall not exceed 0.05. This is an unsolvable first order differential equation, we can only find its approximate solution Let (f (x, y)=x ^ 2+y ^ 2

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Series arrangement

Infinite series ( sum_ {i=1} ^ ∞ u_i=u_1+u_2+...+u_n+... ) An infinite series is the sum of infinite series. Compared with the infinite term, there are also finite term series, that is, the first n terms of the infinite series (S_n= sum_ {i=1} ^ nu_i ) If the final result of the infinite series is

2023/12/31 07:44
two hundred and twenty-four
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Deeply strengthen learning and sorting

Reinforcement learning comes from behaviorism theory in psychology. It is a behavioral strategy that can gradually form the maximum benefit under the feedback of reward or punishment signals given by the environment. Compared with supervised learning, reinforcement learning does not need to prepare a sample set in advance, but through continuous attempts, it finds that

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Pedestrian recognition ReID sorting

Person re identification, also known as pedestrian re identification, is widely considered as an image retrieval sub problem, which is a technology that uses computer vision technology to determine whether there is a specific pedestrian in the image or video, that is, given a pedestrian image retrieval cross device for monitoring

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Arrangement of differential equations

Example of ordinary differential equation: solve a curve equation to make it meet the crossing point (1,2), and the tangent slope at any point on it is twice of its abscissa. Let the curve equation be y=f (x), with ({dy over dx}=2x ). The difference between this equation and algebraic equation is that it contains unknown functions

2023/11/23 21:54
five hundred and sixty-seven
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Caffe frame arrangement

Install Caffe and download the old version of Anaconda: https://mirrors.tuna.tsinghua.edu.cn/anaconda/archive/ Here we want to download the Anaconda2-2019.10-Linux-x86_64.sh Caffe framework download address: https://pan.baidu.c...

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Manipulator kinematics finishing

The rigid body motion state describes the rigid body in the rigid body space in the space. To describe its state, it generally requires 6 parameters, 3 translation parameters, and 3 rotation parameters, respectively corresponding to the three axes X, Y, and Z of the world rectangular coordinate system. The integrated expression of the rigid body state: establish a coordinate system on the rigid body

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Rigid body mechanics finishing

Particle kinematics Determination of particle position Particle: a geometric point with quality, ignoring the influence of its size, shape and internal structure, occupies only one point in space. It is a simplified and ideal model of the actual research object. The determination of particle position here refers to the particle

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TensorRT Development

The basic use of TensorRT can refer to TensorRT deployment in the model deployment chapter. TensorRT Foundation The core of TensorRT is to optimize the model operators (combining operators, using GPU characteristic specific kernel functions and other strategies). Through TensorRT, it is possible to

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