期货高频数据和期货交易所交易规则我要分享

High frequency data of futures and trading rules of Futures Exchange

matlab-交易 期货--分类 Market-equilibrium 期货交易 交易

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中文说明:根据期货高频数据和期货交易所交易规则以及BS(journal of finance 1993)方法判断高频交易方向和多空主力建仓减仓行为


English Description:

According to the high-frequency data of futures, trading rules of futures exchange and BS (Journal of Finance 1993) method, we can judge the direction of high-frequency trading and the behavior of long short main positions


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