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 days
Preferred 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%