Pair Trading On Csi 300 Pair Trading
Métriques
Annual Return
Annual Volatility
Euclidean Distance
Max Dropdown
Sharpe Ratio
Résultats
Résultats de performance de divers modèles sur ce benchmark
Nom du modèle | Annual Return | Annual Volatility | Euclidean Distance | Max Dropdown | Sharpe Ratio | Paper Title | Repository |
|---|---|---|---|---|---|---|---|
| Trials | 0.68±0.51 | 0.26±0.09 | 0.046±0.02 | -0.14±0.07 | 1.91±0.88 | Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning |
0 of 1 row(s) selected.