自研深度学习量化模型 · 在 CSI 300 上做 cross-sectional alpha selection · 11 个月 OOS Sharpe 2.93 / Max DD −12.6% · 每日 live tracking + 开源 checkpoint
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Updated
Jun 18, 2026 - Python
自研深度学习量化模型 · 在 CSI 300 上做 cross-sectional alpha selection · 11 个月 OOS Sharpe 2.93 / Max DD −12.6% · 每日 live tracking + 开源 checkpoint
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