WolfTraders #13

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Strategy Description:

Powered by deep learning technology, this strategy is designed for extracting vital information from technical indicators (RSI, EMA, MACD, etc.) with an CNN architecture. Buy-sell signals are produced on a daily basis with high accuracy. The trading book is set with 99%VaR on a 10 day time horizon.

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Timestamp Symbol Buy/Sell Price






Performance

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Asset Allocation