Comparison of the annual returns and returns per transaction of our method and those of the baseline.
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https://figshare.com/articles/dataset/Comparison_of_the_annual_returns_and_returns_per_transaction_of_our_method_and_those_of_the_baseline_/12112242
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资源简介：
The columns Return, TR, Long, and perTR list the annual returns in percentage, the number of transactions per year, the Long to Short position ratio, and the returns per transaction, respectively. The results are averaged over the entire test period.
创建时间：
2020-04-10
