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GDELT_Alpha_and_Trading_Strategy

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GDELT_Alpha_and_Trading_Strategy / 2020 /oos_summary.csv

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	model,AUC,ACC,Sharpe,CAGR
	LOGISTIC,0.544373822975518,0.5368421052631579,-0.25339880280190674,-0.0779711555424758
	XGB,0.5383121468926554,0.49473684210526314,-1.3105493393328818,-0.2715816152497147