Rong Liu 2015-11-23

accomplish week

• multi-factors model

• code the data api in our server for tonglian server is too slow
• test the lasso method. the standardize method is not useful
• test the different factors(10,50,133) and different history(30,60,100). not useful
• add the Kelly Formula to control the cash, not useful

next week

• check the code of multi-factor
• test the lasso method

• using Cross-validation to find the best alpha
• check the factors, it is same class and the meaning？
• add the quadratic programming to control the profit and risk