另类标签推荐

由small_q创建，最终由qxiao更新于2024-05-21 03:38 被浏览 194 用户

参考文献

自定义标注

华泰人工智能系列之二十九：提升超额收益，另类标签和集成学习-华泰证券-20200319

视频

https://www.bilibili.com/video/BV1mG4y1C7RL/

策略源码

IR自定义函数

https://bigquant.com/experimentshare/1fc81ba59ddc4742a58aa173277de614

Calmar

https://bigquant.com/experimentshare/52b96f3a65a74e759229b1f306a30ece

收益率排序

https://bigquant.com/experimentshare/73ffc0b071fe41929e210a54fdedc9f0

相对收益率

https://bigquant.com/experimentshare/026442277e314ef38f937c9ede0630d6

calmar标准化

https://bigquant.com/experimentshare/203673fcb1704ed5a21f984bafc74cc7

IR

https://bigquant.com/experimentshare/385a67beb7354247a753df943a9cfe9c

波动率

https://bigquant.com/experimentshare/ab0652dfdec8409898b312f82bc4ea33

ATR

https://bigquant.com/experimentshare/2bbbf11d55864a9fbe95deca3cd1d474

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