Strategy Description:
This is the Champion algo of the Best Sharpe Award from Joint-University Algo Trading Challenge 2020/21.
Starting capital from US$100k, it consistently captures statistical arbitrage opportunity for Nasdaq Index CFD.
This is the Champion algo of the Best Sharpe Award from Joint-University Algo Trading Challenge 2020/21.
Starting capital from US$100k, it consistently captures statistical arbitrage opportunity for Nasdaq Index CFD.
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