“FIN Status Report 2016-11-28”版本间的差异
来自cslt Wiki
(以“{| class="wikitable" !People !! Last Week !! This Week |- | Yang Wang|| check drrl and dqt. <br> confirm that the fitted model of drrl can make profit.<br> || do...”为内容创建页面) |
|||
第8行: | 第8行: | ||
|| | || | ||
+ | establish a backtesting framework <br> | ||
do backtesting to the models. <br> | do backtesting to the models. <br> | ||
2016年11月28日 (一) 05:18的版本
People | Last Week | This Week |
---|---|---|
Yang Wang |
check drrl and dqt. |
establish a backtesting framework |
Yuxin Zhang |
Use 1min daily data for dqt and acquire good results. |
Try to add factors as part of the input data. |