“FIN Status Report 2017-9-11”版本间的差异
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| （相同用户的2个中间修订版本未显示） | |||
| 第5行： | 第5行： | ||
| 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> | ||
| − | 2. find that the accuracy is not the reason, only 52.6%. But few daily returns are very high, 0.64% daily return achieve | + | 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> |
| − | 80 times wealth growth. | + | But few daily returns are very high, 0.64% daily return achieve 80 times wealth growth. |
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.
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1. continue to analyze the reason. |
