“FIN Status Report 2017-2-20”版本间的差异

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2017年2月20日 (一) 08:02的版本

People Last Week This Week
Yang Wang

read some papers.
found some bugs in our code.

test our strategy
1. impact of the optimizer
2. impact of the clipping
3. investigate the volatility problem on noisy cosine.
4. improve our strategy.
5.different stock set.

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.