VWAP Method in Algorithmic Trading
Implementation of VWAP methodology in algorithmic trading systems, accompanied by 10 Excel datasets containing 10 days of stock index futures data for experimental validation.
Explore MATLAB source code curated for "股指期货数据" with clean implementations, documentation, and examples.
Implementation of VWAP methodology in algorithmic trading systems, accompanied by 10 Excel datasets containing 10 days of stock index futures data for experimental validation.