FIN Status Report 2016-12-05

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2016年12月5日 (一) 01:18Wangyang讨论 | 贡献的版本

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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).