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Improve the style of documentation (#1132)

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This commit improves the documentation (rst files) only in the
following three ways:

* Aligned section headers with their underline/overline punctuation characters

* Deleted all trailling whitespaces in rst files

* Deleted a few trailling newlines at the end of the rst files

Co-authored-by: Bingyao Liu <Bingyao.Liu@sofund.com>
This commit is contained in:
YaOzI
2022-07-07 19:42:27 +08:00
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parent e62684eddf
commit 1dededa33f
29 changed files with 400 additions and 411 deletions
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docs/advanced/alpha.rst
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@@ -1,12 +1,12 @@
.. _alpha:
===========================
Building Formulaic Alphas
===========================
=========================
Building Formulaic Alphas
=========================
.. currentmodule:: qlib
Introduction
===================
============
In quantitative trading practice, designing novel factors that can explain and predict future asset returns are of vital importance to the profitability of a strategy. Such factors are usually called alpha factors, or alphas in short.
@@ -15,28 +15,28 @@ A formulaic alpha, as the name suggests, is a kind of alpha that can be presente
Building Formulaic Alphas in ``Qlib``
======================================
=====================================
In ``Qlib``, users can easily build formulaic alphas.
Example
-----------------
-------
`MACD`, short for moving average convergence/divergence, is a formulaic alpha used in technical analysis of stock prices. It is designed to reveal changes in the strength, direction, momentum, and duration of a trend in a stock's price.
`MACD` can be presented as the following formula:
.. math::
.. math::
MACD = 2\times (DIF-DEA)
.. note::
`DIF` means Differential value, which is 12-period EMA minus 26-period EMA.
.. math::
DIF = \frac{EMA(CLOSE, 12) - EMA(CLOSE, 26)}{CLOSE}
DIF = \frac{EMA(CLOSE, 12) - EMA(CLOSE, 26)}{CLOSE}
`DEA`means a 9-period EMA of the DIF.
@@ -65,7 +65,7 @@ Users can use ``Data Handler`` to build formulaic alphas `MACD` in qlib:
>> print(df)
feature label
MACD LABEL
datetime instrument
datetime instrument
2010-01-04 SH600000 -0.011547 -0.019672
SH600004 0.002745 -0.014721
SH600006 0.010133 0.002911
@@ -79,7 +79,7 @@ Users can use ``Data Handler`` to build formulaic alphas `MACD` in qlib:
SZ300315 -0.030557 0.012455
Reference
===========
=========
To learn more about ``Data Loader``, please refer to `Data Loader <../component/data.html#data-loader>`_