Strategies
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162
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Strategy Type: level II high-frequency trading data are constructed into multi-dimensional features for practical input, deep learning and other machine learning algorithm, thus build portfolios. Investment Targets: Top 2500 stocks based on market cap. Holding Period: 1-2 daysPreferred Market and P&L: Prefer bullish market and continuously raising specific stock with high volatility.P&L : Annual return rate of 30%-50%, volatility of 5%
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172
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2019
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Strategy Type: Trend following and Long-Short hedging strategy Investment Targets: Commodities & futures. Holding Period: 0.5-3 daysPreferred Market and P&L: Prefer trending market and high volatility. P&L: with 20% of capital invested, annual return of 30%-40%, volatility of 12%.
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157
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2019
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Strategy Type: Day trading arbitrage of stock index futures based on high frequency trading database.Investment Targets: Stock index futuresHolding Period: 5-15 min. Preferred Market and P&L: Prefer high volatility market. P&L: annual return of 20%-50%, volatility of 5%-12%.