股指期货程序化交易风险管理与策略分析

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1、Abstracttheconcretemethodofstockindexfuturestradingbetweenvariousmodels,toinvestigatethefeasibilityandstabilityofprogrammingtradingandriskmanagement.Keywords:stockindexfutures,programtrading,GARCH-VaRmodel,montecarlosimulation,riskmanagement-III-万方数据目录目录摘要......

2、.........................................................................................................................IABSTRACT.....................................................................................................................II第1章绪论........

3、........................................................................................................11.1研究的背景和意义................................................................................................11.1.1研究背景........................................

4、................................................................11.1.2研究意义........................................................................................................21.2国内外研究现状.........................................................................

5、...........................21.2.1程序化交易的相关研究................................................................................21.2.2程序化模型的相关研究................................................................................41.2.3有关股指期货及相关风险的研究.......................

6、.........................................41.3国内外文献综述简析............................................................................................71.4主要研究内容........................................................................................................81

7、.5技术路线图..........................................................................................................10第2章股指期货程序化交易理论基础.......................................................................112.1程序化交易概述................................................

8、...................................................112.1.1程序化交易发展状况...................................................................................112.1.2程序化交易的优势.