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2022-02-20 13:15:10
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1. Equal distribution of weighted investments
Optimal XGBOOST Model
XGBOOST Model
Investment Strategy
Quantitative Trading System
Model Train
Portfolio Return Calculation
Data Processing
Understand the question
The title requirement first is to build a model to predict the daily investment strategy
Sliding window idea to process data
2. Market capitalization weight distribution investment
Increase the dataset to make model training more reliable
Determine investment strategy take profit and stop loss
predict
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