liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-07 13:00:58 +08:00
Code Activity

Update README.md

Browse Source
This commit is contained in:
zhupr
2020-09-27 14:52:19 +08:00
parent 63acfb3a97
commit 0c5ac3cc9b
1 changed files with 11 additions and 10 deletions
Download Patch File Download Diff File Expand all files Collapse all files

21
README.md
View File

@@ -125,16 +125,17 @@ Qlib provides a tool named `Estimator` to run the whole workflow automatically (
```bash
risk
excess_return_without_cost mean 0.000605
std 0.005481
annualized_return 0.152373
information_ratio 1.751319
max_drawdown -0.059055
excess_return_with_cost mean 0.000410
std 0.005478
annualized_return 0.103265
information_ratio 1.187411
max_drawdown -0.075024
excess_return_without_cost mean 0.000675
std 0.005456
annualized_return 0.170077
information_ratio 1.963824
max_drawdown -0.063646
excess_return_with_cost mean 0.000479
std 0.005453
annualized_return 0.120776
information_ratio 1.395116
max_drawdown -0.071216
```