A five-module deep learning pipeline claims 15.2% annual returns with 4.8% max drawdown on Chinese A-shares, but the backtest lacks code, data, and contains internal inconsistencies.
On persistence in mutual fund performanc e,
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Deep Learning Enhanced Multi-Day Turnover Quantitative Trading Algorithm for Chinese A-Share Market
A five-module deep learning pipeline claims 15.2% annual returns with 4.8% max drawdown on Chinese A-shares, but the backtest lacks code, data, and contains internal inconsistencies.