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本文目录

1. 股票月价托什么意思
2. 标准普尔500指数包括哪500种股票
3. 如何建立自己的算法交易

股票月价托什么意思

价托是指由三个结点组成的一个三角形，这三个结点分别为不同均线形成的金叉结点。其中“月价托”由5日、10日、20日均线组成，“季价托”由20日、40日、60日均线组成。月价托不是指这一个月总体要涨或天天涨，而是说明短线股价底部有可能形成。同样季价托表明中长期股价底部有可能形成。

标准普尔500指数包括哪500种股票

銆€銆€鏍囧噯鏅皵500鎸囨暟鎴愬垎鑲″寘鎷細

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1A瀹夋嵎浼?br/>2AA缇庨摑

3AAPL鑻规灉

4ABC缇庢簮浼牴

5ABT闆呭煿鍒惰嵂

6ACEACE淇濋櫓

7ACN鍩冩．鍝?br/>8ADBE濂ュ姣旂郴缁?br/>9ADI妯℃嫙鍣ㄤ欢

10ADMADM鍏徃

11ADP鑷姩鏁版嵁澶勭悊

12ADSK娆х壒鍏?br/>13AEE闃胯帿鏋?br/>14AEP缇庡浗鐢靛姏

15AES鐖变紛鏂數鍔?br/>16AET瀹夋嘲淇濋櫓

17AFL瀹跺涵浜哄淇濋櫓

18AGN鐖卞姏鏍?br/>19AIG缇庡浗鍥介檯闆嗗洟

20AIV鍏瘬鎶曡祫涓庣鐞?br/>21AIZassurant

22AKAMakamai

23AKSAK閽㈤搧

24ALL鍏ㄥ窞淇濋櫓

25ALTRaltera

26AMAT搴旂敤鏉愭枡

27AMD鍏堣繘寰櫒浠?br/>28AMGN瀹夎繘

29AMPameriprise

30AMTamericantower

31AMZN浜氶┈閫?br/>32ANautonation

33ANFabercrombie&fitch

34ANR闃垮皵娉曡嚜鐒惰祫婧?br/>35AON鎬″畨

36APA闃垮笗濂囩煶娌?br/>37APC闃跨撼杈剧鐭虫补

38APD绌烘皵鍖栧伐

39APH瀹夎垂璇虹數瀛?br/>40APOL闃挎尝缃?br/>41ARGairgas

42ATI鍐惰仈绉戞妧

43AVBavalonbay

44AVP闆呰姵

45AVY鑹惧埄涓瑰凹妫?br/>46AXP缇庡浗杩愰€?br/>47AZOautozone

48BA娉㈤煶

49BAC缇庡浗閾惰

50BAX鐧剧壒鍥介檯

51BBBYbedbath&beyond

52BBTBB&T

53BBY鐧炬€濅拱
54BCRCRbard

55BDX纰ц开

56BEN瀵屽叞鍏嬫灄璧勬簮

57BF_B甯冩湕绂忔浖

58BHI璐濆厠浼戞柉

59BIGbiglots鎷嗕环闆跺敭

60BIIB鐢熺墿鍩哄洜

61BK绾界害姊呴殕閾惰

62BLK璐濊幈寰?br/>63BLL娉㈠皵

64BMCBMC杞欢

65BMS纰х編鏂?br/>66BMY鐧炬椂缇庢柦璐靛疂

67BRCMbroadcom

68BRK_B浼厠甯屽皵鍝堟拻闊?B

69BSX娉㈠＋椤跨瀛?br/>70BTU鍗氬湴鑳芥簮

71BXP娉㈠＋椤垮湴浜?br/>72C鑺辨棗闆嗗洟

73CA鍐犵兢鍥介檯

74CAG搴峰凹鏍兼媺椋熷搧

75CAHcardinalhealth

76CAMcameroninternational

77CAT鍗＄壒褰煎嫆

78CB涓樺崥闆嗗洟

79CBG涓栭偊榄忕悊澹?br/>80CBS鍝ヤ鸡姣斾簹骞挎挱

81CCE鍙彛鍙箰浼佷笟

82CCL鍢夊勾鍗庢父杞?co

83CEP鑱斿悎鑳芥簮

84CELGcelgene

85CEPHcephalon锛堝仠鐗岋級

86CERNcerner鍏徃

87CFCF宸ヤ笟鎺ц偂

88CFNcarefusion

89CHK鍒囪惃鍖瑰厠鑳芥簮

90CHRW缃楀閫婂叏鐞冪墿娴?br/>91CI淇¤

92CINF杈涜緵閭ｆ彁閲戣瀺

93CL楂橀湶娲?妫曟

94CLFcliffs鑷劧璧勬簮

95CLXclorox

96CMAcomerica

97CMCSA搴峰崱鏂壒

98CME鑺濆姞鍝ヤ氦鏄撴墍

99CMGchipotleMexicangrill

100CMI搴锋槑鏂?br/>101CMSCMS鑳芥簮

102CNP涓偣鑳芥簮

103CNXconsol鑳芥簮

104COF绗竴璧勬湰閲戣瀺

105COGcabotoil&gas

106COHcoach

107COL缃楀厠闊﹀皵鏌灄鏂?br/>108COP搴疯彶鐭虫补

109COST濂藉競澶?br/>110COVcovidienplc

111CPB閲戝疂姹?br/>112CPWR搴峰崥杞欢

113CRMsalesforce

114CSC鐢佃剳绯荤粺鍜ㄨ

115CSCO鎬濈

116CSXCSX杩愯緭

117CTAScintas

118CTL涓栫邯鐢典俊

119CTSH楂樼煡鐗圭鎶€
120CTXS鎬濇澃绯荤粺

121CVC鏈夌嚎鐢佃绯荤粺

122CVHcoventryhealthcare

123CVSCVScaremark鑽搧闆跺敭

124CVX闆經榫?br/>125D閬撴槑灏艰祫婧?br/>126DD鏉滈偊

127DE杩皵

128DELL鎴村皵

129DF杩畨椋熷搧

130DFS鍙戠幇閲戣瀺鏈嶅姟

131DGX濂庢柉鐗硅瘖鏂?br/>132DHID.R.horton

133DHR涓圭撼璧?br/>134DIS鍗庣壒杩柉灏?br/>135DISCA鎺㈢储浼犳挱-A

136DNB閭撶櫨姘忓叕鍙?br/>137DNRdenburyresources

138DOdiamondoffshoredrilling

139DOVdover

140DOW闄舵皬鍖栧

141DPSdrpeppersnapplegroup

142DRI杈剧櫥楗簵

143DTEDTE鑳芥簮

144DTVdirectv

145DUK鏉滃厠鑳芥簮

146DVdevry

147DVAdavita

148DVN鎴存枃鑳芥簮

149EBAYEBAY

150ECL鑹哄悍鍖栧伐

151ED鑱斿悎鐖辫开鐢?br/>152EFXequifax

153EIX鐖辫开鐢熷浗闄?br/>154EL闆呰瘲鍏伴粵

155EMCEMC鍏徃

156EMN浼婂＋鏇煎寲宸?br/>157EMR鑹鹃粯鐢熺數姘?br/>158EOGEOG璧勬簮

159EP鍩冨皵甯曠储鑳芥簮锛堝仠鐗岋級

160EQR鍏瘬鐗╀笟鏉冪泭淇℃墭

161EQTEQTcorp

162EA鐢靛瓙鑹虹晫

163ESRX蹇嵎鑽柟

164ETFCEtrade閲戣瀺

165ETN浼婇】鍏徃

166ETR瀹夌壒鍚夊叕鍙?br/>167EW鐖卞痉鍗庣敓鍛界瀛?br/>168EXC鐖卞厠鏂緳鐢靛姏

169EXPDexpeditorsinternationalofwas

170EXPEexpedia

171F绂忕壒姹借溅

172FASTfastenal

173FCX鑷敱娓繄鍏嬪ⅷ浼﹂摐閲戠熆

174FDO瀹跺涵缇庡厓鍟嗗簵

175FDX鑱旈偊蹇€?br/>176FE绗竴鑳芥簮

177FFIVF5缃戠粶

178FHN绗竴鍦板钩绾块摱琛?br/>179FII鑱斿悎鎶曡祫

180FIS瀵岃揪鍥芥皯淇℃伅鏈嶅姟

181FISVfiserv鍏徃

182FITB浜斾笁閾惰

183FLIRFLIRsystems

184FLR绂忛檰

185FLS绂忔柉鍏徃

186FMCFMC鍏徃

187FO瀵屼繆鍝佺墝锛堝仠鐗岋級

188FRX妫灄瀹為獙瀹?br/>189FSLR绗竴澶槼鑳?br/>190FTIfmctechnologies

191FTR鍓嶇嚎浼犲獟

192GASnicor

193GCI鐢樺凹鐗?br/>194GD閫氱敤鍔ㄥ姏

195GE閫氱敤鐢垫皵

196GILD鍚夊埄寰风瀛?br/>197GIS閫氱敤纾ㄥ潑

198GLW搴峰畞

199GMEgamestop

200GNWgenworth閲戣瀺

201GOOG璋锋瓕

202GPC绾墝闆朵欢

203GPS鐩栨櫘

204GDP鍙ゅ痉閲屽

205GS楂樼洓

206GT鍥虹壒寮傝疆鑳?br/>207GWWW.W.鏍煎叞鏉?br/>208HAL鍝堝埄浼】鍏徃

209HAR鍝堟浖鍥介檯宸ヤ笟

210HAS瀛╀箣瀹?br/>211HBAN浜ㄥ环椤胯储鎶?br/>212HCBK鍝堝痉閫婂煄甯傞摱琛?br/>213HCN鍖荤枟淇濆仴鎴夸骇淇℃墭

214HCPHCP鎴夸骇淇℃墭

215HD瀹跺緱瀹?br/>216HES璧柉鐭虫补

217HIG鍝堢壒绂忓痉閲戣瀺鏈嶅姟

218HNZ浜ㄦ皬

219HOG鍝堥浄鎴寸淮妫?br/>220HON闇嶅凹闊﹀皵鍥介檯

221HOT鍠滆揪灞嬮厭搴?br/>222HP璧皵榛橀噷濂?浣╂仼

223HPQ鎯犳櫘鍏徃

224HRBH&R甯冩礇鍏?br/>225HRL鑽风編灏?br/>226HRS鍝堥噷鏂?br/>227HSPhospira

228HSThost閰掑簵鍙婂亣鏉?br/>229HSY濂芥椂鍏徃

230HUM鍝堥棬閭?br/>231IBMIBM鍏徃

232ICE娲查檯浜ゆ槗鎵€
233IFF鍥介檯棣欐枡棣欑簿

234IGT鍥介檯娓告垙绉戞妧

235INTC鑻辩壒灏?br/>236INTU鐩磋杞欢

237IP鍥介檯绾镐笟

238IPG鍩冨煿鏅?br/>239IR鑻辨牸绱㈠叞

240IRM閾佸北

241ISRGintuitivesurgical

242ITTITT绉戞妧

243ITW浼婂埄璇轰紛宸ュ叿

244IVZ鏅『

245JBL鎹锋櫘鐢靛瓙

246JCI姹熸．鑷帶

247JCPJ.C.娼樺凹

248JDSU鎹疯开璁厜鐢?br/>249JEC闆呭悇甯冩柉宸ョ▼

250JNJ寮虹敓

251JNPR鐬诲崥缃戠粶

252JNS楠忓埄璧勪骇绠＄悊

253JOY涔呯泭鐜悆

254JPM鎽╂牴澶ч€?br/>255JWN璇哄痉鏂壒榫?br/>256K瀹朵箰姘?br/>257KEYkeycorp

258KFT鍗″か椋熷搧

259KIMkimco鎴夸骇淇℃墭

260KLAC绉戝ぉ鍗婂浣?br/>261KMB閲戜桨鍒?br/>262KMXcarmaxinc

263KO鍙彛鍙箰

264KR鍏嬬綏鏍?br/>265KSS鏌皵鐧捐揣

266L娲涙柉淇濋櫓

267LEG绀兼仼娲鹃泦鍥?br/>268LEN鑾辩撼鎴夸骇

269LH缇庡浗瀹為獙瀹?br/>270LIFE鐢熷懡绉戞妧

271LLLL-3閫氫俊鎺ц偂

272LLTC鏋楃珛灏旂壒

273LLY绀兼潵

274LM缇庣洓闆嗗洟

275LMT娲涘厠甯屽痉椹竵

276LNC鏋楄偗鍥芥皯

277LO缃楃憺鎷夊痉鐑熻崏

278LOW鍔虫皬

279LSILSI鐢靛瓙

280LTD鏈夐檺鍝佺墝鏈嶉グ

281LUK鑾卞崱杩簹

282LUV瑗垮崡鑸┖

283LXK鍒╃洘鍥介檯

284M姊呰タ鐧捐揣

285MA涓囦簨杈惧崱

286MAR涓囪豹鍥介檯

287MAS椹柉鏌?br/>288MAT缇庢嘲

289MCD楹﹀綋鍔?br/>290MCHP寰姱绉戞妧

291MCK楹﹀厠妫?br/>292MCO绌嗚开

293MDT缇庢暒鍔?br/>294MET澶ч兘浼氫繚闄?br/>295MHP楹︽牸鍔冲笇灏?br/>296MHS缇庡彲淇濆仴锛堝仠鐗岋級

297MJN缇庤禐鑷?br/>298MKC鍛冲ソ缇?br/>299MMCmarsh&mclennan

300MMI鎽╂墭缃楁媺绉诲姩

銆€鍏朵綑璇﹁锛氱櫨搴︾櫨绉戯細http://baike.baidu.com/link?url=EbwV5YlPG1RO1bEytzqr87ghFYF4rKUxF-22PZHgHzJZZ02wV4CfB-w4BeOHGtnvO2EcxaQK7WuxQi40zGpq3K

如何建立自己的算法交易

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銆怉lmgren,Robert,andNeilChriss."Optimalexecutionofportfoliotransactions."JournalofRisk3(2001):5-40.銆戣繖绡囨枃绔犳垜浠笓鏍忓墠闈㈡湁璁茶繃锛屽緢钁楀悕鐨?Almgren-Chriss妯″瀷銆?nbsp;https://www.smallake.kr/wp-content/uploads/2016/03/optliq.pdf寮犳鐝╋細銆愪氦鏄撴墽琛屻€慉lmgren-ChrissModel

銆怗u茅antO,LehalleCA,Fernandez-TapiaJ.Optimalportfolioliquidationwithlimitorders[J].SIAMJournalonFinancialMathematics,2012,3(1):740-764.銆戣繖绡囨枃绔犳垜浠笓鏍忓墠闈篃鏈夎杩囷紱鍓嶉潰鐨?Almgren-Chriss鍏跺疄鑰冭檻鐨勬槸浣跨敤甯備环鍗曪紝鑰岃繖閲岃€冭檻浣跨敤闄愪环鍗曡繘琛屼氦鏄撱€?nbsp;https://arxiv.org/pdf/1106.3279.pdf寮犳鐝╋細銆愪氦鏄撴墽琛屻€戦檺浠峰崟浜ゆ槗鎵ц

銆怗u茅ant,Olivier,andCharles鈥怉lbertLehalle."Generalintensityshapesinoptimalliquidation."MathematicalFinance25.3(2015):457-495.銆戣繖閲屼篃鏄€冭檻闄愪环鍗曡繘琛屼氦鏄擄紝浣嗘槸涓庡墠闈笉鍚岀殑鏄細鍓嶄竴涓亣璁鹃檺浠峰崟鑰冭檻鐨勬垚浜ゆ鐜囬殢鐫€浠锋牸鎸囨暟琛板噺锛岃€岃繖閲岃€冭檻浜嗕竴涓洿鍔犱竴鑸殑褰㈠紡銆?nbsp;https://arxiv.org/pdf/1204.0148.pdf

銆怌arteaA,JaimungalS.Optimalexecutionwithlimitandmarketorders[J].QuantitativeFinance,2015,15(8):1279-1291.銆戣繖閲岃€冭檻鍚屾椂浣跨敤闄愪环鍗曞拰甯備环鍗曡繘琛屼氦鏄擄紝浠庤€岃兘澶熷畬鎴?Almgren-Chriss妯″瀷鎵€瑙勫畾鐨勬柟妗堬紝鎴栬€呮壘鍒颁竴涓洿鏈夌殑浜ゆ槗鏂规銆?nbsp;https://sci-hub.se//https://www.tandfonline.com/doi/abs/10.1080/14697688.2015.1032543

銆怋ulthuis,Brian,etal."Optimalexecutionoflimitandmarketorderswithtradedirector,speedlimiter,andfilluncertainty."InternationalJournalofFinancialEngineering4.02n03(2017):1750020.銆戜篃鏄€冭檻浣跨敤闄愪环鍗曞拰甯備环鍗曚竴璧蜂氦鏄撱€?nbsp;https://arxiv.org/pdf/1604.04963.pdf寮犳鐝╋細銆愪氦鏄撴墽琛屻€戝競浠峰崟+闄愪环鍗?鏈€浼樻墽琛?/p>

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鍥句功

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铻嶅悎瀵逛簬甯傚満鐜闅愬彉閲忕殑浼拌

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寮哄寲瀛︿範+椋庨櫓鍋忓ソ

RobustRisk-SensitiveReinforcementLearningAgentsforTradingMarkets

Deepequalriskpricingoffinancialderivativeswithnon-translationinvariantriskmeasures

寮哄寲瀛︿範+鍋氬競绛栫暐

OptimalMarketMakingbyReinforcementLearning

OptimizingMarketMakingusingMulti-AgentReinforcementLearning

DeepReinforcementLearningforMarketMaking

DeepRecurrentQ-NetworksforMarketMaking

RobustMarketMakingviaAdversarialReinforcementLearning

Marketmakingviareinforcementlearning

寮哄寲瀛︿範+璧勪骇缁勫悎

DeepStockTrading:AHierarchicalReinforcementLearningFrameworkforPortfolioOptimizationandOrderExecution

Robo-Advising:EnhancingInvestmentwithInverseOptimizationandDeepReinforcementLearning

LargeScaleContinuous-TimeMean-VariancePortfolioAllocationviaReinforcementLearning

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