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2021-10-16 17:09:28 +00:00
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examples/benchmarks/README.md
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@@ -8,6 +8,10 @@ The numbers shown below demonstrate the performance of the entire `workflow` of
>
> In the new version of qlib, the default dataset is **v2**. Since the data is collected from the YahooFinance API (which is not very stable), the results of *v2* and *v1* may differ -->
> NOTE:
> The backtest start from 0.8.0 is quite different from previous version. Please check out the changelog for the difference.
## Alpha158 dataset
| Model Name | Dataset | IC | ICIR | Rank IC | Rank ICIR | Annualized Return | Information Ratio | Max Drawdown |