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Add Linear model results on dataset=csi500 (#1210)

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Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
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2022-08-05 08:53:49 +00:00
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@@ -109,6 +109,7 @@ python run_all_model.py run 3 lightgbm Alpha158 csi500 # for models with random
### Alpha158 dataset
| Model Name | Dataset | IC | ICIR | Rank IC | Rank ICIR | Annualized Return | Information Ratio | Max Drawdown |
|------------|----------|-------------|-------------|-------------|-------------|-------------------|-------------------|--------------|
| Linear | Alpha158 | 0.0332±0.00 | 0.3044±0.00 | 0.0462±0.00 | 0.4326±0.00 | 0.0382±0.00 | 0.1723±0.00 | -0.4876±0.00 |
| LightGBM | Alpha158 | 0.0399±0.00 | 0.4065±0.00 | 0.0482±0.00 | 0.5101±0.00 | 0.1284±0.00 | 1.5650±0.00 | -0.0635±0.00 |
| CatBoost | Alpha158 | 0.0345±0.00 | 0.2855±0.00 | 0.0417±0.00 | 0.3740±0.00 | 0.0496±0.00 | 0.5977±0.00 | -0.1496±0.00 |
| DoubleEnsemble | Alpha158 | 0.0380±0.00 | 0.3659±0.00 | 0.0442±0.00 | 0.4324±0.00 | 0.0382±0.00 | 0.1723±0.00 | -0.4876±0.00 |