“FIN Status Report 2017-12-25”版本间的差异

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| Yang Wang||
 
| Yang Wang||
  
−
1. finish backtesting of day-frequency data. the results seem reasonable but will result in high commission.<br>
+
1. finish the basic multi factor model <br>
 
2. backtesting of week/month-frequency data get bad results.<br>
 
2. backtesting of week/month-frequency data get bad results.<br>
 
3. svm model on month-frequency data get strange results. There are checking work to be done.
 
3. svm model on month-frequency data get strange results. There are checking work to be done.

2018年1月2日 (二) 04:42的版本

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Yang Wang

1. finish the basic multi factor model
2. backtesting of week/month-frequency data get bad results.
3. svm model on month-frequency data get strange results. There are checking work to be done.


1. debug data and model.

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