The code above only implement for one stock.
- It can reach 0.49 Sharpe ratio for 6 simulation trading days ( I miss the first two simulated trading days at the competition, because i overslept š¤£)
- ranked 53 in the first round competition.
Naive Strategy for Ubiquant Quant Trading Competition 2023
The code above only implement for one stock.
Naive Strategy for Ubiquant Quant Trading Competition 2023