Advanced Algorithmic Trading原书加代码

Advanced Algorithmic Trading（原书加代码）2017年最新版，包含所有源码。

# beta_plot.py

import numpy as np
from scipy.stats import beta
import matplotlib.pyplot as plt
import seaborn as sns


if __name__ == “__main__“:
    sns.set_palette（“deep“ desat=.6）
    sns.set_context（rc={“figure.figsize“: （8 4）}）
    x = np.linspace（0 1 100）
    params = [
        （0.5 0.5）
        （1 1）
        （4 3）
        （2 5）
        （6 6）
    ]
    for p in params:
        y = beta.pdf（x p[0] p[1]）
        plt.plot（x y label=“$\\alpha=%s$ $\\beta=%s$“ % p）
    plt.xlabel（“$\\theta$ Fairness“）
    plt.ylabel（“Density“）
    plt.legend（title=“Parameters“）
    plt.show（）

 属性            大小     日期    时间   名称
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     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-bayesian-statistics-markov-chain-monte-carlo\
     文件        1675  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-bayesian-statistics-markov-chain-monte-carlo\bayes-binomial-mcmc.py
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-serial-correlation\
     文件         571  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-serial-correlation\serial_cor.R
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-hidden-markov-models\
     文件        2936  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-hidden-markov-models\hmm.R
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-arima-garch-models\
     文件        2142  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-arima-garch-models\arima_models.R
     文件        1543  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-arima-garch-models\garch_models.R
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-state-space-models-kalman-filter\
     文件        3044  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-state-space-models-kalman-filter\kalman_filter_dynamic_hedge_ratio.py
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-bayesian-statistics-binomial-proportion\
     文件         604  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-bayesian-statistics-binomial-proportion\beta_plot.py
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-bayesian-statistics-intro-to-bayesian-methods\
     文件        1835  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-bayesian-statistics-intro-to-bayesian-methods\beta_binomial.py
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-trading-strategies-introductory-portfolio-strategies\
     文件         718  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-trading-strategies-introductory-portfolio-strategies\strategic_weight_etf_portfolio_backtest.py
     文件         718  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-trading-strategies-introductory-portfolio-strategies\equal_weight_etf_portfolio_backtest.py
     文件        3182  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-trading-strategies-introductory-portfolio-strategies\monthly_rebalance_run.py
     文件         540  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-trading-strategies-introductory-portfolio-strategies\equities_bonds_60_40_etf_portfolio_backtest.py
     文件    14657322  2017-07-11 12:41  aat-ebook-full-source-code-20170711\aat-ebook-20170711.pdf
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-bayesian-statistics-stochastic-volatility-model\
     文件         484  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-bayesian-statistics-stochastic-volatility-model\exponential_plot.py
     文件         495  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-bayesian-statistics-stochastic-volatility-model\student_t_plot.py
     文件        2751  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-bayesian-statistics-stochastic-volatility-model\pymc3_bayes_stochastic_vol.py
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-arma-models\
     文件        2541  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-arma-models\ma_models.R
     文件        2227  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-arma-models\ar_models.R
     文件        2431  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-time-series-analysis-arma-models\arma_models.R
     目录           0  2017-07-11 12:41  aat-ebook-full-source-code-20170711\chapter-machine-learning-natural-language-processing\
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