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Can Qlib automatically generator the trading strategy base on the real history data and the predict data from the predict models?

Open joshua-xia opened this issue 3 years ago • 0 comments

🌟 Feature Description

In the most situation, I have the real history data and the predict data from the predict models, those datas can be used as features, and my objective is to max the Sharpe Ratio or Sortino Ratio and the Retures, I knew there are some trading strategy template, and we can optimize the trading strategy parameters. but I think the best way is to use algorithm to generate the optimal trading strategy automatically.

joshua-xia avatar Sep 05 '22 02:09 joshua-xia