FIN Status Report 2017-9-11

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Yang Wang

1. test corn on data of US, HK and China markets and get good results on the first two, poor result on the last one.
2. analyze a basket where corn achieve 500+ times wealth growth of alpha. I find that the accuracy is not the reason, only 52.6%.
But few daily returns are very high, 0.64% daily return achieve 80 times wealth growth.


1. continue to analyze the reason.
2. Think about some simple ideas to improve corn.

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