DuanZzz / MPF-ANN

Superior Mandatory Provident Fund return/risk performance by applying Artificial Neural Network model in asset allocation

Home Page:https://jchan-gi.github.io/MPF-ANN

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The ANN Strategy will merged with n-m MA BIAS in MPF-Technical-Analysis very soon for further improving sharpe ratio.

本程式即將加入強積金-技術分析中的時差平均乖離值指標以��提升本策略的夏普比率

MPF-ANN

利用人工類神經網絡提升強積金回報波幅的策略試驗

Do you believe you can boost your MPF with Sharpe Ratio near 1?
Check out the superior MPF fund performance supported by Artificial Neural Network!
Preliminary result at here!
強積金一直被人詬病回報差劣、收費昂貴、經常蝕錢。但是,適當管理自己的退休金,所得回報可大幅高於收費,又可減低風險。
你能相信扣減收費後的年回報年波幅比(夏普比率 - Sharpe Ratio)能大於1嗎?
你可以在試驗網頁看看如何利用人工類神經網絡調動基金分配以完成上述目標。

Disclamier of warranties

  1. The author (jchan-gi) expressly stated that nothing my repositories and webpages constitutes any advices or recommendation on investing or allocating assets on any stock or financial products.
  2. No content in the author's study have been prepared with respect to specific personal need and investment objects of individuals. All materials reveal to the public are applicable to the author only.
  3. All investors shall obtain kind advices from professional financial consultants before making any decisions. Professional financial consultants should recommend products or decisions that suit your needs and objectives.
  4. The author is not licensed nor professional in the field hence the study are not professional advice and may not be suitable for anyone except the author.
  5. English version shall be used if any discrepencies exists between English and Chinese version.

免責聲明

  1. 本文作者現此聲明,本人的程式及網頁並非對閤下提供或作出對任何金融產品的投資或資產調配的建議。
  2. 本文內容沒有針對閣下或其他人的實際個人需要而編撰。所有公開的內容只適用於本文作者。
  3. 所有投資者應在作出任何決定前,先向專業理財顧問查詢及要求提供意見。只有理財顧問的意見才能符合閣下的實際理財需要及風險胃納。
  4. 本文作者非專業人士或持牌從業者,因此,本文內容並非專業意見。而且,本文內容極有可能並不合適於除作者以外的任何人。
  5. 本聲明如有歧義,將以英文版本作準。

License of the source code and repositories

程序庫及程式源始碼的許可證

  • BSD 3-clause (Revised) (See LICENSE)
  • 修訂版BSD許可證 (詳見LICENSE檔案,只有英文版本)

Work pending for update in 2020:

  • Temporal Convolution Network (TCN) mechanism for better prediction.
  • Include MPF-Technical-Analysis indicator (n-m MA BIAS)

About

Superior Mandatory Provident Fund return/risk performance by applying Artificial Neural Network model in asset allocation

https://jchan-gi.github.io/MPF-ANN

License:BSD 3-Clause "New" or "Revised" License


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