I was planning to expand this project so large portion code didn’t show over here:if you are insterested,please mail me by:aluosen@gmail.com or just add my wechat: PLuoSen
here we take a look at the real result from the paper,paper would have 6.45%,20.67%,23.35%,15,85% extra return relative to CSI Smallcap 500 Index from 2018 to 2021,then my model would perform 8%，21%，10%，10% from 2018 to 2021.
