Stock Trading Simulation on AStock Out-of-distribution Backtesting (Jan 2021 - Nov 2021)
-15.85Max DrawdownXIN9
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| XIN9type=Market Index2022.06 | -15.85 | -0.1538 | -32.01 | |
| CSI300type=Market Index2022.06 | -14.4 | -0.0934 | -32.99 | |
| StockNet2022.06 | -7.4 | -0.2242 | -177.65 | |
| HAN Stock2022.06 | -7.38 | -0.135 | -55.84 | |
| ROBERTa WWM Ext2022.06 | -3.83 | 0.0135 | -16.31 | |
| Self-supervised SRLPmasking_target=V, include_factors=true2022.06 | -3.6 | 0.1385 | 40.93 | |
| XIN92024.03 | -0.267 | -0.1836 | -0.6253 | |
| CSI3002024.03 | -0.1819 | -0.0965 | -0.3653 | |
| Chinese-PERT-large + Factors2024.03 | -0.0417 | 0.1126 | 1.9621 | |
| Self-supervised SRLP + Factors2024.03 | -0.0366 | 0.2638 | 3.76 | |
| SRL & SDPG + Factors2024.03 | -0.0306 | 0.5776 | 7.4043 |