FIN Status Report 2017-9-4

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Yang Wang

1. Learning with the supervision of the best port does not get good performance yet. And it has large variance.
2. Pre-training does not help.
3. Implement the baseline corn, a pattern-based trading algorithm, with python and reduce the time cost from 1.5h+ to 5min-. results

1. Do some experiments and investigate why corn is effective.
2. Think about some simple ideas to improve corn.

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