This study employs seven advanced machine learning approaches to conduct numerical predictions of the next-day returns of VIX constant-maturity futures (VIX CMFs) using the term structure information
Kreasof AI Capital (KAC) QuantFin-1M数据集使用基于GARCH模型的合成价格生成方法和公司专有的交易算法。原始的合成价格路径包含28800个步骤，每个步骤代表1分钟，但为了节省存储空间，被降采样为1028个步骤，每个步骤代表28分钟。数据集包含scenario_id、final_pnl_ratio、max_drawdown、total_trades、synthet
This repository contains the full reproducibility package for the research paper titled "Experimental Evaluation of an Algorithmic Trading Strategy Against the S&P 500 Benchmark". The package include
