一、常见的features
(一)time lags
(二)
量化交易策略建模综述
(三)
量化交易策略建模综述
量化交易策略建模综述
(四)CCI
CCI = (Typical price - MA of Typical price) / (0.015 * Standard
deviation of Typical price)
(五)Ease of Movement(EVM)
(六)Distance moved = ((Current High + Current Low)/2 - (Pior High + Pior Low)/2)
(七)MA
(八)Rate of Change(ROC)
(九)Bollinger Bands
更多的参考https://school.stockcharts.com/doku.php?id=technical_indicators
二、modeling
(一)Random Forests
(二)Logistic Regression
(三)SVM

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