FIN Status Report 2017-2-13

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2017年2月13日 (一) 13:17Wangyang（讨论 | 贡献）的版本

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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.

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