Improving ETF Trading Strategies with XGBoost for 33.99% Annual Return
Original | ETF Trading Strategy Combining Price Momentum and Crowding Source | China Galaxy Securities Research Institute, Typesetting: Python Data Science 1. Introduction This article mainly introduces the trading strategy for margin-financed ETFs. As an index tracking tool, ETFs have good asset allocation value. At the same time, by combining price diffusion and Minsky moments, … Read more