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Update benchmark readme

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Jactus
2020-12-08 12:05:49 +08:00
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Here are the results of each benchmark model running on the `Alpha158` and `Alpha360` dataset respectively. The value of each metric are the mean and std calculated based on 10 runs.
The numbers shown below demonstrate the performance of the entire `workflow` of each model. We will update the `workflow` as well as models in the near future for better results.
## Alpha158 dataset
| Model Name | Dataset | IC | ICIR | Rank IC | Rank ICIR | Annualized Return | Information Ratio | Max Drawdown |
|---|---|---|---|---|---|---|---|---|