“FIN Status Report 2016-12-05”版本间的差异

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get familiar with the backtesting framework  <br>
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get familiar with the backtesting framework  [http://gbeced.github.io/pyalgotrade/ PyAlgoTrade]<br>
  
 
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2016年12月5日 (一) 01:18的版本

People Last Week This Week
Yang Wang

get familiar with the backtesting framework PyAlgoTrade

modify our code to do backtesting

Yuxin Zhang

Do comparable experiments to confirm the efficiency of using 1min data.
Add volume data and bid-ask data as input for dqt.
Share a paper about transfer learning.

Implement multi-layer-perceptron algorithm.
Explore other research branches (Multi-factor, correlation of stocks).