liaozhaorun
|
bf86fd9415
|
parallel测试
|
2025-05-26 21:34:36 +08:00 |
|
liaozhaorun
|
a4b05bb62f
|
Classify2
|
2025-05-13 15:30:06 +08:00 |
|
liaozhaorun
|
791c84aba6
|
Classify2
|
2025-05-08 15:42:17 +08:00 |
|
liaozhaorun
|
6387b30d10
|
Classify2
|
2025-05-07 16:45:47 +08:00 |
|
liaozhaorun
|
b783a6f968
|
Classify2
|
2025-05-06 23:42:40 +08:00 |
|
liaozhaorun
|
721e72c599
|
Classify2赚钱
|
2025-05-04 22:16:39 +08:00 |
|
liaozhaorun
|
aff5e32bb4
|
classify2赚钱
|
2025-05-04 22:00:05 +08:00 |
|
liaozhaorun
|
9e598d4ed0
|
RollingRank赚钱- Sharp-1.43
|
2025-04-28 11:02:52 +08:00 |
|
liaozhaorun
|
94cd9aa6c8
|
RollingRankCopy赚钱-sharp-1.43
|
2025-04-28 11:01:47 +08:00 |
|
liaozhaorun
|
a4515bb27a
|
RollingRank勉强赚钱
|
2025-04-10 23:17:22 +08:00 |
|
liaozhaorun
|
8aad47ce33
|
(data leak)RollingRank-7.0,赚钱
|
2025-04-10 23:17:02 +08:00 |
|
liaozhaorun
|
dc1e62c77c
|
多线程rank6.0,赚钱,回撤略微减小
|
2025-04-08 20:32:51 +08:00 |
|
liaozhaorun
|
e0087aa6e1
|
多线程rank5.0,赚钱,回撤略微减小
|
2025-04-06 02:08:37 +08:00 |
|
liaozhaorun
|
28fab04946
|
多线程rank4.0,赚钱,回撤略微减小
|
2025-04-06 01:27:58 +08:00 |
|
liaozhaorun
|
2567a86c90
|
多线程rank3.0,赚钱,回撤略微减小
|
2025-04-05 22:23:25 +08:00 |
|
liaozhaorun
|
0fd295622a
|
多线程rank2.0,赚钱,回撤略微减小
|
2025-04-05 15:44:38 +08:00 |
|
liaozhaorun
|
1a3caa5947
|
多线程rank,赚钱,回撤巨大
|
2025-04-05 00:23:11 +08:00 |
|
liaozhaorun
|
13a312261c
|
勉强赚钱rank,回撤巨大
|
2025-04-05 00:02:19 +08:00 |
|
liaozhaorun
|
e888d2bc20
|
疑似赚钱rank
|
2025-04-03 00:45:25 +08:00 |
|
liaozhaorun
|
ea3955f80f
|
init
|
2025-04-03 00:45:07 +08:00 |
|
liaozhaorun
|
01092b8cae
|
(exception)勉强赚钱rank
|
2025-04-01 00:26:15 +08:00 |
|
liaozhaorun
|
ee35513935
|
(data leak)赚钱+巨大回撤
|
2025-03-31 23:08:51 +08:00 |
|
liaozhaorun
|
a025b72ef6
|
(data leak)勉强赚钱rank
|
2025-03-31 23:08:43 +08:00 |
|
liaozhaorun
|
36a6d22776
|
(data leak)勉强赚钱
|
2025-03-31 23:08:35 +08:00 |
|
liaozhaorun
|
bdc9b43608
|
(data leak,应该严格区分数据集)分类模型
|
2025-03-11 23:40:30 +08:00 |
|
liaozhaorun
|
687d4bde4b
|
(data leak)super分类模型
|
2025-03-02 02:18:53 +08:00 |
|
liaozhaorun
|
e0eff25b3e
|
(data leak)回归模型+滚动训练+l2_code+index+industry+risk_adjusted_target,sharpe-2.58
|
2025-02-26 23:16:57 +08:00 |
|
liaozhaorun
|
a567d86434
|
(data leak)回归模型+滚动训练+l2_code+index+industry,sharpe-1.67
|
2025-02-26 23:16:57 +08:00 |
|
liaozhaorun
|
585a02c037
|
(data leak)分类模型+滚动训练+l2_code,sharpe-1.882
|
2025-02-26 23:16:56 +08:00 |
|
liaozhaorun
|
49fa31ac63
|
2.15
|
2025-02-15 23:33:34 +08:00 |
|
liaozhaorun
|
18d0876d86
|
init
|
2025-02-12 00:21:38 +08:00 |
|
liaozhaorun
|
71c9496df8
|
init
|
2025-02-12 00:21:33 +08:00 |
|