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Improve the style of documentation (#1132)
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>
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YaOzI
@@ -1,11 +1,11 @@
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.. _report:
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==========================================
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=======================================
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Analysis: Evaluation & Results Analysis
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==========================================
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=======================================
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Introduction
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===================
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============
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``Analysis`` is designed to show the graphical reports of ``Intraday Trading`` , which helps users to evaluate and analyse investment portfolios visually. The following are some graphics to view:
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@@ -24,7 +24,7 @@ All of the accumulated profit metrics(e.g. return, max drawdown) in Qlib are cal
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This avoids the metrics or the plots being skewed exponentially over time.
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Graphical Reports
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===================
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=================
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Users can run the following code to get all supported reports.
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@@ -41,13 +41,13 @@ Users can run the following code to get all supported reports.
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Usage & Example
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===================
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===============
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Usage of `analysis_position.report`
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-----------------------------------
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API
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~~~~~~~~~~~~~~~~
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~~~
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.. automodule:: qlib.contrib.report.analysis_position.report
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:members:
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@@ -58,7 +58,7 @@ Graphical Result
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.. note::
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- Axis X: Trading day
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- Axis Y:
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- Axis Y:
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- `cum bench`
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Cumulative returns series of benchmark
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- `cum return wo cost`
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@@ -82,34 +82,34 @@ Graphical Result
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- The shaded part above: Maximum drawdown corresponding to `cum return wo cost`
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- The shaded part below: Maximum drawdown corresponding to `cum ex return wo cost`
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.. image:: ../_static/img/analysis/report.png
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.. image:: ../_static/img/analysis/report.png
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Usage of `analysis_position.score_ic`
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-------------------------------------
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API
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~~~~~~~~~~~~~~~~
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~~~
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.. automodule:: qlib.contrib.report.analysis_position.score_ic
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:members:
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Graphical Result
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~~~~~~~~~~~~~~~~~
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~~~~~~~~~~~~~~~~
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.. note::
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.. note::
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- Axis X: Trading day
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- Axis Y:
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- Axis Y:
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- `ic`
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The `Pearson correlation coefficient` series between `label` and `prediction score`.
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In the above example, the `label` is formulated as `Ref($close, -2)/Ref($close, -1)-1`. Please refer to `Data Feature <data.html#feature>`_ for more details.
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- `rank_ic`
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The `Spearman's rank correlation coefficient` series between `label` and `prediction score`.
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.. image:: ../_static/img/analysis/score_ic.png
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.. image:: ../_static/img/analysis/score_ic.png
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.. Usage of `analysis_position.cumulative_return`
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@@ -124,7 +124,7 @@ Graphical Result
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.. Graphical Result
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.. ~~~~~~~~~~~~~~~~~
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..
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.. .. note::
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.. .. note::
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..
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.. - Axis X: Trading day
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.. - Axis Y:
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@@ -134,27 +134,27 @@ Graphical Result
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.. - In the **buy_minus_sell** graph, the **y** value of the **weight** graph at the bottom is `buy_weight + sell_weight`.
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.. - In each graph, the **red line** in the histogram on the right represents the average.
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..
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.. .. image:: ../_static/img/analysis/cumulative_return_buy.png
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.. .. image:: ../_static/img/analysis/cumulative_return_buy.png
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..
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.. .. image:: ../_static/img/analysis/cumulative_return_sell.png
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.. .. image:: ../_static/img/analysis/cumulative_return_sell.png
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..
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.. .. image:: ../_static/img/analysis/cumulative_return_buy_minus_sell.png
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.. .. image:: ../_static/img/analysis/cumulative_return_buy_minus_sell.png
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..
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.. .. image:: ../_static/img/analysis/cumulative_return_hold.png
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.. .. image:: ../_static/img/analysis/cumulative_return_hold.png
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Usage of `analysis_position.risk_analysis`
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----------------------------------------------
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------------------------------------------
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API
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~~~~~~~~~~~~~~~~
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~~~
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.. automodule:: qlib.contrib.report.analysis_position.risk_analysis
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:members:
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Graphical Result
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~~~~~~~~~~~~~~~~~
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~~~~~~~~~~~~~~~~
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.. note::
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@@ -210,7 +210,7 @@ Graphical Result
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The `Standard Deviation` series of monthly `CAR` (cumulative abnormal return) without cost.
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- `excess_return_with_cost_max_drawdown`
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The `Standard Deviation` series of monthly `CAR` (cumulative abnormal return) with cost.
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.. image:: ../_static/img/analysis/risk_analysis_annualized_return.png
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:align: center
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@@ -221,58 +221,58 @@ Graphical Result
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.. image:: ../_static/img/analysis/risk_analysis_information_ratio.png
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:align: center
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.. image:: ../_static/img/analysis/risk_analysis_std.png
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.. image:: ../_static/img/analysis/risk_analysis_std.png
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:align: center
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..
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.. Usage of `analysis_position.rank_label`
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.. ----------------------------------------------
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.. ---------------------------------------
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..
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.. API
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.. ~~~~~
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.. ~~~
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..
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.. .. automodule:: qlib.contrib.report.analysis_position.rank_label
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.. :members:
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..
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..
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.. Graphical Result
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.. ~~~~~~~~~~~~~~~~~
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.. ~~~~~~~~~~~~~~~~
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..
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.. .. note::
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.. .. note::
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..
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.. - hold/sell/buy graphics:
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.. - Axis X: Trading day
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.. - Axis Y:
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.. - Axis Y:
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.. Average `ranking ratio`of `label` for stocks that is held/sold/bought on the trading day.
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..
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.. In the above example, the `label` is formulated as `Ref($close, -1)/$close - 1`. The `ranking ratio` can be formulated as follows.
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.. .. math::
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..
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..
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.. ranking\ ratio = \frac{Ascending\ Ranking\ of\ label}{Number\ of\ Stocks\ in\ the\ Portfolio}
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..
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.. .. image:: ../_static/img/analysis/rank_label_hold.png
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.. .. image:: ../_static/img/analysis/rank_label_hold.png
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.. :align: center
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..
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.. .. image:: ../_static/img/analysis/rank_label_buy.png
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.. .. image:: ../_static/img/analysis/rank_label_buy.png
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.. :align: center
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..
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.. .. image:: ../_static/img/analysis/rank_label_sell.png
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.. .. image:: ../_static/img/analysis/rank_label_sell.png
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.. :align: center
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..
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..
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Usage of `analysis_model.analysis_model_performance`
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-----------------------------------------------------
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----------------------------------------------------
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API
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~~~~~
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~~~
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.. automodule:: qlib.contrib.report.analysis_model.analysis_model_performance
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:members:
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Graphical Results
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~~~~~~~~~~~~~~~~~~
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~~~~~~~~~~~~~~~~~
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.. note::
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@@ -291,13 +291,13 @@ Graphical Results
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The Difference series between `Cumulative Return` of `Group1` and of `Group5`
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- `long-average`
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The Difference series between `Cumulative Return` of `Group1` and average `Cumulative Return` for all stocks.
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The `ranking ratio` can be formulated as follows.
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.. math::
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ranking\ ratio = \frac{Ascending\ Ranking\ of\ label}{Number\ of\ Stocks\ in\ the\ Portfolio}
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.. image:: ../_static/img/analysis/analysis_model_cumulative_return.png
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.. image:: ../_static/img/analysis/analysis_model_cumulative_return.png
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:align: center
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.. note::
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@@ -305,7 +305,7 @@ Graphical Results
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The distribution of long-short/long-average returns on each trading day
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.. image:: ../_static/img/analysis/analysis_model_long_short.png
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.. image:: ../_static/img/analysis/analysis_model_long_short.png
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:align: center
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.. TODO: ask xiao yang for detial
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@@ -315,14 +315,14 @@ Graphical Results
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- The `Pearson correlation coefficient` series between `labels` and `prediction scores` of stocks in portfolio.
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- The graphics reports can be used to evaluate the `prediction scores`.
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.. image:: ../_static/img/analysis/analysis_model_IC.png
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.. image:: ../_static/img/analysis/analysis_model_IC.png
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:align: center
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.. note::
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- Monthly IC
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Monthly average of the `Information Coefficient`
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.. image:: ../_static/img/analysis/analysis_model_monthly_IC.png
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.. image:: ../_static/img/analysis/analysis_model_monthly_IC.png
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:align: center
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.. note::
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@@ -331,14 +331,14 @@ Graphical Results
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- IC Normal Dist. Q-Q
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The `Quantile-Quantile Plot` is used for the normal distribution of `Information Coefficient` on each trading day.
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.. image:: ../_static/img/analysis/analysis_model_NDQ.png
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.. image:: ../_static/img/analysis/analysis_model_NDQ.png
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:align: center
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.. note::
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- Auto Correlation
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- The `Pearson correlation coefficient` series between the latest `prediction scores` and the `prediction scores` `lag` days ago of stocks in portfolio on each trading day.
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- The `Pearson correlation coefficient` series between the latest `prediction scores` and the `prediction scores` `lag` days ago of stocks in portfolio on each trading day.
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- The graphics reports can be used to estimate the turnover rate.
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.. image:: ../_static/img/analysis/analysis_model_auto_correlation.png
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.. image:: ../_static/img/analysis/analysis_model_auto_correlation.png
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:align: center
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