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High-frequency quantitative strategies for Stocks

日期: 2019-07-24
浏览次数: 68
2019 - 7 - 24

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%


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