Time-frequency spectrum generation method and device

A technology of time-frequency spectrum and instantaneous frequency, applied in the field of time-frequency spectrum generation methods and equipment, can solve the problem of inaccurate securities quantitative trading strategies

Active Publication Date: 2018-09-04
上海翌固数据技术有限公司
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  • Abstract
  • Description
  • Claims
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Problems solved by technology

[0020] An object of the present invention is to provide a time-spectrum generation method and equipm

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  • Time-frequency spectrum generation method and device
  • Time-frequency spectrum generation method and device

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Embodiment Construction

[0088] The present invention will be described in further detail below in conjunction with the accompanying drawings.

[0089] In a typical configuration of the present application, the terminal, the device serving the network and the trusted party all include one or more processors (CPUs), input / output interfaces, network interfaces and memory.

[0090] Memory may include non-permanent storage in computer readable media, in the form of random access memory (RAM) and / or nonvolatile memory such as read only memory (ROM) or flash RAM. Memory is an example of computer readable media.

[0091] Computer-readable media, including both permanent and non-permanent, removable and non-removable media, can be implemented by any method or technology for storage of information. Information may be computer readable instructions, data structures, modules of a program, or other data. Examples of computer storage media include, but are not limited to, phase change memory (PRAM), static rando...

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Abstract

The invention aims to provide a time-frequency spectrum generation method and device applied to securities data quantitative trading. After low-frequency information is separated out through a recursive low-pass filter, in a time-frequency spectrum, a frequency is limited in a medium and high-frequency limited range, so that the problem of data low-frequency processing is solved and medium and high-frequency information required for generating the time-frequency spectrum can be obtained. The time-frequency spectrum is established by adopting a recursive wavelet algorithm, so that the problem of securities market data timeliness is solved. In addition, by performing differential processing on a dynamic time-frequency spectrum, the problem of low time-frequency spectrum precision caused by Heisenberg uncertainty factors is solved.

Description

technical field [0001] The invention relates to the field of computers, in particular to a method and device for generating a time-frequency spectrum. Background technique [0002] Due to the continuous generation of academic theories, the continuous updating of the trading environment, and the continuous progress and continuous development of computer technology, quantitative trading strategies have shown various advantages and some advantages compared with other trading strategies, thus showing a trend of prosperity. Many trend investors regard quantitative trading as a form of "making money lying down". They believe that as long as they develop a set of mathematical systems that have been carefully calculated, transactions can be quantified and profits can become stress-free. However, in addition to the advantages of quantitative trading, its existing problems and difficulties are also obvious. [0003] Quantitative trading strategies are trading strategies that are cons...

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Application Information

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IPC IPC(8): G06Q40/04
CPCG06Q40/04
Inventor 郑伟建吴世尧张元巧
Owner 上海翌固数据技术有限公司
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