FIN Status Report 2016-11-28

People	Last Week	This Week
Yang Wang	check drrl and dqt. confirm that the fitted model of drrl can make profit.	establish a backtesting framework do backtesting to the models.
Yuxin Zhang	Do comparable experiments to confirm the efficiency of using 1min data. Add volume data and bid-ask data as input for dqt. Share a paper about transfer learning.	Implement multi-layer-perceptron algorithm. Explore other research branches (Multi-factor, correlation of stocks).