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Add ZHMeanReversionStrategy ported from ZH-trading repo
- #82
#82
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ZhuRong818
wants to merge 3 commits into
mlsys-io:main
mlsys-io/PortfolioBench:main
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ZhuRong818:main
ZhuRong818/PortfolioBench:main
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Add ZHMeanReversionStrategy ported from ZH-trading repo
#82
ZhuRong818
wants to merge 3 commits into
mlsys-io:main
mlsys-io/PortfolioBench:main
from
ZhuRong818:main
ZhuRong818/PortfolioBench:main
Copy head branch name to clipboard
Improve ZHMeanReversionStrategy with Bollinger/RSI/volume filters
8f53400
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