diff --git a/README.md b/README.md index cd0c8542f..4ebb70466 100644 --- a/README.md +++ b/README.md @@ -9,7 +9,7 @@

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@@ -39,7 +39,7 @@ For more details, please refer to our paper ["Qlib: An AI-oriented Quantitative # Framework of Qlib
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@@ -139,17 +139,20 @@ Qlib provides a tool named `qrun` to run the whole workflow automatically (inclu ```bash - risk - excess_return_without_cost mean 0.000675 - std 0.005456 - annualized_return 0.170077 - information_ratio 1.963824 - max_drawdown -0.063646 - excess_return_with_cost mean 0.000479 - std 0.005453 - annualized_return 0.120776 - information_ratio 1.395116 - max_drawdown -0.071216 + 'The following are analysis results of the excess return without cost.' + risk + mean 0.000708 + std 0.005626 + annualized_return 0.178316 + information_ratio 1.996555 + max_drawdown -0.081806 + 'The following are analysis results of the excess return with cost.' + risk + mean 0.000512 + std 0.005626 + annualized_return 0.128982 + information_ratio 1.444287 + max_drawdown -0.091078 @@ -159,19 +162,19 @@ Qlib provides a tool named `qrun` to run the whole workflow automatically (inclu 2. Graphical Reports Analysis: Run `examples/workflow_by_code.ipynb` with `jupyter notebook` to get graphical reports - Forecasting signal (model prediction) analysis - Cumulative Return of groups - ![Cumulative Return](http://fintech.msra.cn/images/analysis/analysis_model_cumulative_return.png?v=0.1) + ![Cumulative Return](http://fintech.msra.cn/images_v060/analysis/analysis_model_cumulative_return.png?v=0.1) - Return distribution - ![long_short](http://fintech.msra.cn/images/analysis/analysis_model_long_short.png?v=0.1) + ![long_short](http://fintech.msra.cn/images_v060/analysis/analysis_model_long_short.png?v=0.1) - Information Coefficient (IC) - ![Information Coefficient](http://fintech.msra.cn/images/analysis/analysis_model_IC.png?v=0.1) - ![Monthly IC](http://fintech.msra.cn/images/analysis/analysis_model_monthly_IC.png?v=0.1) - ![IC](http://fintech.msra.cn/images/analysis/analysis_model_NDQ.png?v=0.1) + ![Information Coefficient](http://fintech.msra.cn/images_v060/analysis/analysis_model_IC.png?v=0.1) + ![Monthly IC](http://fintech.msra.cn/images_v060/analysis/analysis_model_monthly_IC.png?v=0.1) + ![IC](http://fintech.msra.cn/images_v060/analysis/analysis_model_NDQ.png?v=0.1) - Auto Correlation of forecasting signal (model prediction) - ![Auto Correlation](http://fintech.msra.cn/images/analysis/analysis_model_auto_correlation.png?v=0.1) + ![Auto Correlation](http://fintech.msra.cn/images_v060/analysis/analysis_model_auto_correlation.png?v=0.1) - Portfolio analysis - Backtest return - ![Report](http://fintech.msra.cn/images/analysis/report.png?v=0.1) + ![Report](http://fintech.msra.cn/images_v060/analysis/report.png?v=0.1)