liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 16:56:54 +08:00
Code Activity

update readme

Browse Source
This commit is contained in:
zhupr
2020-11-26 19:07:15 +08:00
parent 36b11676bf
commit 0f8f9453bd
1 changed files with 14 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

25
README.md
View File

@@ -139,17 +139,20 @@ Qlib provides a tool named `qrun` to run the whole workflow automatically (inclu
```bash ```bash
risk 'The following are analysis results of the excess return without cost.'
excess_return_without_cost mean 0.000675 risk
std 0.005456 mean 0.000708
annualized_return 0.170077 std 0.005626
information_ratio 1.963824 annualized_return 0.178316
max_drawdown -0.063646 information_ratio 1.996555
excess_return_with_cost mean 0.000479 max_drawdown -0.081806
std 0.005453 'The following are analysis results of the excess return with cost.'
annualized_return 0.120776 risk
information_ratio 1.395116 mean 0.000512
max_drawdown -0.071216 std 0.005626
annualized_return 0.128982
information_ratio 1.444287
max_drawdown -0.091078