Algorithmic Trading on CSI 300 Live Trading
5.7Annualized ReturnAlphaCrafter
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| AlphaCrafterBackbone=Claude2026.05 | 5.7 | 0.7002 | -5.31 | |
| TRA2026.05 | 4.51 | 0.3128 | -5.48 | |
| LightGBM2026.05 | 0.64 | -0.119 | -4.73 | |
| RD-AgentBackbone=Claude2026.05 | 0.41 | -0.1695 | -8.03 | |
| TradingGroupBackbone=Claude2026.05 | -0.52 | -0.2998 | -8.81 | |
| AlphaAgentBackbone=GPT2026.05 | -1.16 | -0.2842 | -7.96 | |
| TradingAgentsBackbone=Gemini2026.05 | -4.72 | -0.3021 | -9.52 | |
| Transformer2026.05 | -5.22 | -0.4338 | -6.2 | |
| LSTM2026.05 | -7.74 | -0.5219 | -7.86 | |
| Grid Trading2026.05 | -13.9 | -0.7602 | -10.92 | |
| XGBoost2026.05 | -20.4 | -1.7709 | -6.15 | |
| MACD2026.05 | -38.69 | -2.5527 | -11.75 |