股价图图像识别预测股票收益

登录后收藏

学术论文

(重新)想象价格趋势

作者Jingwen Jiang; Bryan T. Kelly; Dacheng Xiu

机构
  • University of Chicago
  • National Bureau of Economic Research
  • Capital University
  • AQR Capital Management, LLC
  • National Bureau of Economic Research (NBER)
  • Yale SOM
  • University of Chicago - Booth School of Business

本篇策略设有付费墙

付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。

投资标的:SPY、BIL。再平衡:每周。Universe: SPY, BIL. Parameters: rebalance=weekly.