Skip to content

因子分析好像有问题,因子分析的回测结果偏差太大,无效的因子回测数据年化100多 #34

Description

@yangyong0321

回测结果的收益曲线明显要比真实结果好太多,不知道什么原因

Activity

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Projects

    No projects

      Milestone

      No milestone

      Relationships

      None yet

      Development

      No branches or pull requests

      Issue actions