From 217019a640b8339efc15b97877eb2095650a3b67 Mon Sep 17 00:00:00 2001 From: Jactus Date: Tue, 8 Dec 2020 12:05:49 +0800 Subject: [PATCH] Update benchmark readme --- examples/benchmarks/README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/examples/benchmarks/README.md b/examples/benchmarks/README.md index 5f40e5fd4..b9b40868a 100644 --- a/examples/benchmarks/README.md +++ b/examples/benchmarks/README.md @@ -2,6 +2,8 @@ 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 | |---|---|---|---|---|---|---|---|---|