“FIN Status Report 2017-9-11”版本间的差异

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| Yang Wang||
 
| 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. <br>
 
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. <br>
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2. analyze the reason of good results.
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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%. <br>
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But few daily returns are very high, 0.64% daily return achieve 80 times wealth growth.
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2017年9月11日 (一) 06:25的最后版本

People Last Week This Week
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.

取自“http://index.cslt.org/mediawiki/index.php?title=FIN_Status_Report_2017-9-11&oldid=28669”