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%
发布时间:
2019
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07
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24
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