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Update README.md

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zhupr
2020-09-27 14:52:19 +08:00
parent 63acfb3a97
commit 0c5ac3cc9b

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