基本信息

案例ID:198387

技术顾问:Masaaki - 1年经验 - 上海嘉银金融科技股份有限公司

联系沟通

微信扫码,建群沟通

项目名称:量化分析

所属行业:企业服务 - 数据服务

->查看更多案例

案例介绍

基于不同的技术指标进行量化分析,选择买入卖出点实现交易策略,实现稳健收益。
use time-train to train to select selected_code, and other period with the same time-length as each train-window to valid. eg:
train(2014-2017,2015-2018,2016-2019) - valid(2017-2020)
train(2015-2018,2016-2019,2017-2020) - valid(2018-2021)
train(2016-2019,2017-2020,2018-2021) - valid(2019-2022)
train(2017-2020,2018-2021,2019-2022) - valid(2020-2023)
1. Training pool: Initial-Codes
Each code should be trained epoch = [end-(start+batch+batch_length)+1] times.
2. Validation pool: After-Each-Training-Codes
During each Train-Valid process,
if (SUM(Train profit > 0)) is true, then the code was selected into Validation pool.
3. Winner pool: Winner-Codes
if (All(Train-Valid profit > 0)) is true, then the code was selected into Winner pool.

相似案例推荐

其他人才的相似案例推荐

发布任务

企业点击发布任务,工程师会在任务下报名,招聘专员也会在1小时内与您联系,1小时内精准确定人才

微信接收人才推送

关注猿急送微信平台,接收实时人才推送

接收人才推送
联系需求方端客服
联系需求方端客服