├── LICENSE ├── Model ├── Cross_Star │ └── Pb │ │ ├── Pb_All.xlsx │ │ ├── TradingResults │ │ ├── .ipynb_checkpoints │ │ │ ├── Integrate_Pb-checkpoint.ipynb │ │ │ └── 整合-checkpoint.ipynb │ │ ├── Dominant_Pb.csv │ │ ├── Integrate_Pb.ipynb │ │ ├── Pb_Return.png │ │ ├── pb1806_1min_TradingResults.csv │ │ ├── pb1807_1min_TradingResults.csv │ │ ├── pb1808_1min_TradingResults.csv │ │ ├── pb1809_1min_TradingResults.csv │ │ ├── pb1810_1min_TradingResults.csv │ │ └── pb1811_1min_TradingResults.csv │ │ ├── pb1802_1min.csv │ │ ├── pb1803_1min.csv │ │ ├── pb1804_1min.csv │ │ ├── pb1805_1min.csv │ │ ├── pb1806_1min.csv │ │ ├── pb1807_1min.csv │ │ ├── pb1808_1min.csv │ │ ├── pb1809_1min.csv │ │ ├── pb1810_1min.csv │ │ └── pb1811_1min.csv └── HMM │ ├── HMM_Status.png │ ├── HMM_arbitrage.py │ ├── Prob.png │ ├── Return.png │ └── Status_Judgement.png ├── README.md ├── Strategy ├── .ipynb_checkpoints │ └── backtesting_strategyIntraVolMeanRev-checkpoint.ipynb ├── Capital.png ├── Drawdown.png ├── MinicPanel_0605_0.png ├── MinicPanel_0605_1.png ├── Partial Results.png ├── Pnl.png ├── Return.png ├── backtesting_strategyIntraVolMeanRev.ipynb └── strategyIntraVolMeanRev.py └── logo.png /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Gaochenyin/Quantative-Trading-Models/HEAD/LICENSE -------------------------------------------------------------------------------- /Model/Cross_Star/Pb/Pb_All.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Gaochenyin/Quantative-Trading-Models/HEAD/Model/Cross_Star/Pb/Pb_All.xlsx -------------------------------------------------------------------------------- /Model/Cross_Star/Pb/TradingResults/.ipynb_checkpoints/Integrate_Pb-checkpoint.ipynb: -------------------------------------------------------------------------------- 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