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Research Hui version
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2019 - 07 - 24
点击次数: 66
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. ...
2019 - 07 - 24
点击次数: 60
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 ...
2019 - 07 - 24
点击次数: 68
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:...
2019 - 07 - 24
点击次数: 30
Strategy Type: Overnight trading of stock index futures based on high frequency trading database.Investment Targets: Stock index futuresHolding Period: 1-3 days. Preferred Market and P&L: Pre...
Research Hui version
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%.
发布时间: 2019 - 07 - 24
浏览次数:60
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