“FIN Status Report 2017-2-20”版本间的差异

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.

make a view in mysql , handle undating data and choose the stable stock

multiple factor analysis

Implement the strategy.

Test our strategy.