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Optimization of Intraday Trading Strategy Based on ACD Rules and pivot Point System in Chinese Market

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Journal of Intelligent Learning Systems and Applications 2012年第4期4卷 279-284页

作者： Xue Tian Cong Quan Jun Zhang H. J. Cai College of Software Technology South China Agricultural University Guangdong P.R. China International School of Software Wuhan University Wuhan China International School of Software Wuhan University Wuhan China. School of Economics and Management Wuhan University Wuhan P.R. China

Various trading strategies are applied in intraday high-frequency market to provide investors with reference signals to be on the right side of market at the right time. In this paper, we apply a trading strategy based on the combination of ACD rules and pivot points system, which is first proposed by Mark B. Fisher, into Chinese market. This strategy has been used by millions of traders to achieve substantial profits in the last two decades, however, discussions concerning on the methods of calculating specific entry point in this trading strategy are rare, which is crucial to this strategy. We suggest an improvement to this popular strategy, providing the calculating and optimizing methods in detail to verify its effectiveness in recent Chinese futures market. Because of the high liquidity and low commissions in stock index futures market, this trading strategy achieves substantial profits .However, given the less liquidity in commodity futures market, profits decrease and even be neutralized by the relatively high commissions.

关键词： ACD Rules pivot Point System pivot Range Optimization

pivot TABLE在监测数据统计中的应用

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环境科学导刊 2014年第5期33卷 101-104页

作者：白爱民云南省环境监测中心站云南昆明650034

汇总环境数据,进行数据分析,编制环境监测报表是环境监测部门的例行工作之一。pivot TABLE可以快速编制各类统计报表。以云南省环境空气质量报表为例,叙述了pivot TABLE的使用方法和优点。

关键词： pivot TABLE 数据处理分析环境统计报表编制

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自动控制的pivot高速混合/制粒机

化学世界 1985年第6期 239-239页

作者：胡宝佳

英国***公司开发的自动控制的pivot高速混合/制粒机是用真空干燥方法对有毒和制药工业中的粉料进行加工的设备。粉料和溶剂用真空抽入防尘锅内,然后在此锅内进行混合、制粒、真空干燥、干法润滑和过筛。生产过程的各个自动循环程

关键词：制粒机成型机 pivot 真空干燥自动控制

Peirce as Playful/Play as pivotal

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Language and Semiotic Studies 2018年第2期4卷 5-18页

作者： Vincent Colapietro Pennsylvania State University USA University of Rhode Island USA

This paper offers a portrait of C. S. Peirce as a playful thinker but also an account of play as that upon which much turns. He was, after all, a philosopher who in his maturity insisted, "a bit of fun helps thought and tends to keep it pragmatical." In doing so, however, Peirce showed in his youth how evasions of responsibility might, in their own way, often be instances of engagement at once playful and more deeply responsible than any attempt to meet the formal expectations of external authority. For the account of play as pivotal, the author draws upon Cornelius Castoriadis and, to a far greater extent, John Dewey. Moreover, he explores an apparently stark contrast between the Peircean emphasis upon habit and the Derridean celebration of play, showing that the opposition is not as thoroughgoing as it might appear. Interweaving Dewey's insights with Peirce's, the author highlights the power of intense play to melt the rigidity of sedimented habits and, thereby, to generate opportunities for habit-change. This suggests that the capacity to act in an imaginative or creative way both ineluctably draws upon habits but also inevitably modifies, often in a dramatic manner, these habits. If the ultimate logical interpretant of a sign-process is, as Peirce suggests, a habit-change, then play is truly pivotal for seeing one of the most important ways in which such alteration takes place.

关键词： Art Castoriadis Cornelius Derrida Jacques Dewey John freedom habit hinge impulse pivot purpose and purposelessness Schiller Friedrich virtue

Randomized statistical inference:A unified statistical inference frame of frequentist,fiducial,and Bayesian inference

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Science China Mathematics 2020年第5期63卷 1007-1028页

作者： Zhongzhan Zhang Jiajia Dai Zhenhai Yang Department of Statistics Beijing University of TechnologyBeijing 100124China School of Mathematics and Statistics Guizhou UniversityGuiyang 550025China

We propose randomized inference(RI),a new statistical inference *** may be realized through a randomized estimate(RE)of a parameter vector,which is a random vector that takes values in the parameter space with a probability density function(PDF)that depends on the sample or sufficient statistics,such as the posterior distributions in Bayesian *** on the PDF of an RE of an unknown parameter,we propose a framework for both the vertical density representation(VDR)test and the construction of a confidence *** approach is explained with the aid of *** the equality hypothesis of multiple normal means without the condition of variance homogeneity,we present an exact VDR test,which is shown as an extension of one-way analysis of variance(ANOVA).In the case of two populations,the PDF of the Welch statistics is given by using the ***,through simulations,we show that the empirical distribution function,the approximated t,and the RE distribution function of Welch statistics are almost *** VDR test of the homogeneity of variance is shown to be more efficient than both the Bartlett test and the revised Bartlett ***,we discuss the prospects of RI.

关键词： confidence distribution pivot randomized inference vertical density representation VDR test

Self-assembly behavior of phenyl modified β-cyclodextrins

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Science China Chemistry 2006年第3期49卷 230-237页

作者： ZHAO Yanli LIU Yu Department of Chemistry State Key Laboratory of Elemento-Organic Chemistry Nankai University Tianjin 300071 China Department of Chemistry State Key Laboratory of Elemento-Organic Chemistry Nankai University Tianjin 300071 China

The self-assembly behavior of mono(6-phenolic-6-deoxy)-β-cyclodextrin bothin solution and the solid state is comparatively studied by X-ray crystallography and ~1H NMRspectroscopy. The results obtained show that the phenolic groups in the crystal 1 can successivelypenetrate into the adjacent β-cyclodextrin cavities from the secondary side to form head-to-taillinear polymeric su-pramolecule with a 2-fold screw axis. The self-assembly behavior also can bedetermined in D_2O solution, giving a self-association constant of 240 mol^(-1)·L. Using thepresent and previous structures reported for the relevant β-cyclodextrin derivatives, i.e.,mono(6-anilino-6-deoxy)-β-cyclodextrin, mono(6-phenylselenyl-6-deoxy)-β-cyclodextrin, andmono(6-phenylthio-6-deoxy)-β-cyclodextrin, we further reveal the factors governing the formationsof supramolecular assemblies.

关键词： crystal structure, cyclodextrin, pivot atoms, self-assembly, supramolecule.

基于ASPxpivotGrid的智能报表生成功能设计与实现

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电脑编程技巧与维护 2015年第21期 44-45页

作者：秦哲李莉莉河北省人民检察院石家庄050022 枣庄市山亭区人民检察院山东枣庄277200

介绍一种基于ASPx pivot Grid的智能Web报表解决方案,报表用户可以用拖拽的方式在Web页面中设计报表样式,对数据进行筛选、分组、排序、汇总等,挖掘、分析,实时生成报表并打印出来。

关键词： ASPx pivot Grid工具包智能报表

Fresh views on some recent developments in the simplex algorithm

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Journal of Southeast University(English Edition) 2008年第1期24卷 124-126页

作者：胡剑峰潘平奇东南大学数学系南京210096

First, the main procedures and the distinctive features of the most-obtuse-angle（MOA）row or column pivot rules are introduced for achieving primal or dual feasibility in linear programming. Then, two special auxiliary problems are constructed to prove that each of the rules can be actually considered as a simplex approach for solving the corresponding auxiliary problem. In addition, the nested pricing rule is also reviewed and its geometric interpretation is offered based on the heuristic characterization of an optimal solution.

关键词： linear programming simplex algorithm pivot mostobtuse-angle nested pricing large-scale problem

利用新技术打造现代化测绘公共服务平台——Trimble VRS解决方案助力甘肃省卫星定位连续运行基准站网建设

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测绘通报 2015年第5期 135-138页

作者：牟应录周星张世同甘肃省测绘地理信息局甘肃兰州730099 甘肃省测绘工程院甘肃兰州730050 北京天拓斯特科技有限公司北京100084

甘肃省卫星定位连续运行基准站网(GSCORS)建设是甘肃省"十二五"重点项目。本文详细介绍了如何使用Trimble VRSTM先进技术成功解决GSCORS建设过程中一系列难题,并将其打造为连续、稳定、可靠的现代化测绘公共服务平台。Trimble VRSTM技... 详细信息

甘肃省卫星定位连续运行基准站网(GSCORS)建设是甘肃省"十二五"重点项目。本文详细介绍了如何使用Trimble VRSTM先进技术成功解决GSCORS建设过程中一系列难题,并将其打造为连续、稳定、可靠的现代化测绘公共服务平台。Trimble VRSTM技术已应用于多个省份的现代化测绘基准构建工程,该平台很好地帮助了甘肃省与其他省份的系统实现互联互通,推动了国家现代测绘基准体系建立的进程,同时促进了测绘信息在各行各业的应用。

关键词： VRSTM pivot DCB CORS 虚拟化平台智能备份自适应动态电离层模型自适应动态对流