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C++期货交易策略及程序化交易系统建模的研究

时间:2017-10-11 11:27来源:毕业论文
国联期货将联合开发期货交易系统,给客户提供更全面的服务,扩大盈利。论文作为第一阶段的内容,围绕期货交易、交易策略和交易系统等展开,研究如何制定交易策略,给项目提出
摘要“国联期货”将联合开发期货交易系统,给客户提供更全面的服务,扩大盈利。论文作为第一阶段的内容,围绕期货交易、交易策略和交易系统等展开,研究如何制定交易策略,给项目提出合理化建议,并试着实现部分算法。
主要采用文献研究和数学模拟方法进行研究。通过文献研究,了解期货交易的各方面知识和应正确认识交易系统,提出制定交易策略的方法,并给项目提出建议。通过数学模拟法,实现制定策略的部分算法。
制定策略时要综合考虑价格预测、时机抉择和资金管理三个方面,在实施过程中要做到自律。在这方面使用交易系统有很大好处,能克服人的弱点,但是也不能完全依靠交易系统,正确的认识和合理的使用才会带来可观的效益。最后给项目提出一些建议和实现制定策略的部分算法,仅供参考。14160
关键词  期货交易  交易策略  交易系统  数学模型
毕业设计论文外文摘要
Title  Financial Mathematical Modeling and C++ Realization
of it  --the Study on Futures Trading Strategy and Trading System                                       
Abstract
“Guolian Future” will develop its own future trading system with our school, to provide more comprehensive services to customers and maximize their profits. This paper, belonging to the first stage, centering on the future transaction, trading strategies and systems, studies how to formulate trading strategies, makes reasonable suggestions for the project and tries to implement part of the algorithm.

源自六[维^论'文]网.加7位QQ3249'114 www.lwfree.cn


The main methods to use are literature research and mathematical simulating method. Through literature research, we can understand the knowledge of future trading in all aspects and should understand trading systems correctly. The paper describes methods for formulate trading strategies, and advances some proposals to the project. Through mathematical simulating method, the paper implements part of the algorithm for formulating strategies.
Price forecasting, timing choices and funds management should be considered while developing strategies. And self-discipline should be achieved in the implementation process. In this respect using the trading systems has great benefits for overcoming people's weaknesses. But we cannot completely rely on the systems. Correct understanding and rational use will bring considerable benefits. Finally, the paper advances some proposals to the project and implements part of the algorithm, for reference only.
Keywords  Future transaction  Trading Strategy  Trading System  Mathematical Modeling
目  次

1  引言    1
1.1 课题背景    1
1.2 论文主要内容    2
2  期货及期货交易    3
2.1 期货的产生和发展    3
2.2 期货交易的目的和种类    4
2.2.1 期货交易的目的    4
2.2.2 期货交易的种类    4
2.3 期货市场的构成    4
2.4 期货市场基本制度    6
2.5 期货交易的风险    6
3  期货交易策略    8
3.1 期货交易的三要素    8
3.2 资金管理    9
3.3 交易指令    9
3.4 总结资金管理的要领和交易策略较重要的方面    11
4  期货交易系统    12
源自六[维^论'文]网.加7位QQ3249'114 www.lwfree.cn

4.1 期货交易系统的特点    12
4.2 历史与现状    13 C++期货交易策略及程序化交易系统建模的研究:http://www.lwfree.cn/shuxue/20171011/14618.html
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