“FIN Status Report 2017-2-13”版本间的差异
来自cslt Wiki
| 第8行： | 第8行： | ||
|| | || | ||
| − | test our strategy | + | test our strategy<br> |
1. impact of the optimizer<br> | 1. impact of the optimizer<br> | ||
2. impact of the clipping<br> | 2. impact of the clipping<br> | ||
| − | 3. investigate the volatility problem on noisy cosine. | + | 3. investigate the volatility problem on noisy cosine.<br> |
4. improve our strategy. | 4. improve our strategy. | ||
|- | |- | ||
2017年2月13日 (一) 05:21的版本
| People | Last Week | This Week |
|---|---|---|
| Yang Wang |
read some papers. |
test our strategy |
| Yuxin Zhang |
|
|
| Yaodong Wang |
make a view in mysql , handle undating data and choose the stable stock |
multiple factor analysis |
| Tongzheng Ren |
Implement the strategy. |
Test our strategy. |
