Long-Capital: Quant Trading with Microsoft Qlib
| Method | Signal Model | Trading Strategy | AR | IR |
|---|---|---|---|---|
| Supervised Learning | LGBM | TopkDropoutStrategy | TBD | TBD |
| Reinforcement Learning | LGBM | TopkDropoutDiscreteRerankDynamicParamStrategy | TBD | TBD |
- My fork of Qlib: https://github.com/ChenglongChen/qlib
- You can get crowd source data from investment_data