另类标签推荐
由small_q创建，最终由qxiao 被浏览 192 用户
参考文献
华泰人工智能系列之二十九：提升超额收益，另类标签和集成学习-华泰证券-20200319
视频
https://www.bilibili.com/video/BV1mG4y1C7RL/
策略源码
IR自定义函数
https://bigquant.com/experimentshare/1fc81ba59ddc4742a58aa173277de614
Calmar
https://bigquant.com/experimentshare/52b96f3a65a74e759229b1f306a30ece
收益率排序
https://bigquant.com/experimentshare/73ffc0b071fe41929e210a54fdedc9f0
相对收益率
https://bigquant.com/experimentshare/026442277e314ef38f937c9ede0630d6
calmar标准化
https://bigquant.com/experimentshare/203673fcb1704ed5a21f984bafc74cc7
IR
https://bigquant.com/experimentshare/385a67beb7354247a753df943a9cfe9c
波动率
https://bigquant.com/experimentshare/ab0652dfdec8409898b312f82bc4ea33
ATR
https://bigquant.com/experimentshare/2bbbf11d55864a9fbe95deca3cd1d474
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