Long-Capital: Quant Trading with Microsoft Qlib

Performance

Method	Signal Model	Trading Strategy	AR	IR
Supervised Learning	LGBM	TopkDropoutStrategy	TBD	TBD
Reinforcement Learning	LGBM	TopkDropoutContinuousRerankStrategy	TBD	TBD
Reinforcement Learning	LGBM	TopkDropoutContinuousRerankDynamicParamStrategy	TBD	TBD
Reinforcement Learning	LGBM	TopkDropoutDiscreteDynamicParamStrategy	TBD	TBD
Reinforcement Learning	LGBM	TopkDropoutDiscreteDynamicSelectionStrategy	TBD	TBD
Reinforcement Learning	LGBM	TopkDropoutDiscreteRerankDynamicParamStrategy	TBD	TBD

Dependency

• My fork of Qlib: https://github.com/ChenglongChen/qlib
• You can get crowd source data from investment_data