FIN Status Report 2017-12-25
来自cslt Wiki
| People | Last Week | This Week |
|---|---|---|
| Yang Wang |
1. finish backtesting of day-frequency data. the results seem reasonable but will result in high commission. 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. |
