FIN Status Report 2016-12-05

People	Last Week	This Week
Yang Wang	get familiar with the backtesting framework	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).