回测流程图
2019-05-30 10:23:03 0 举报
股票回测流程图
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Get all the stocks of hs300 and their weights
Sharpe ratio and annualized rate of return
Start
End
Sort stocks according to factor values and take the first group for backtesting
Backtest deadline
Remove stock data with factors but no transaction records based on stock trading time
职业：硕士
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