diff --git a/README.md b/README.md index 5a035662b..d84047ad9 100644 --- a/README.md +++ b/README.md @@ -50,7 +50,7 @@ At the module level, Qlib is a platform that consists of the above components. T | Name | Description | | ------ | ----- | -| `Infrastructure` layer | `Infrastructure` layer provides underlying support for Quant research. `DataServer` provides high-performance infrastructure for users to manage and retrieve raw data. `Trainer` provides flexible interface to control the training process of models which enable algorithms controlling the training process. | +| `Infrastructure` layer | `Infrastructure` layer provides underlying support for Quant research. `DataServer` provides a high-performance infrastructure for users to manage and retrieve raw data. `Trainer` provides a flexible interface to control the training process of models which enable algorithms controlling the training process. | | `Workflow` layer | `Workflow` layer covers the whole workflow of quantitative investment. `Information Extractor` extracts data for models. `Forecast Model` focuses on producing all kinds of forecast signals (e.g. _alpha_, risk) for other modules. With these signals `Portfolio Generator` will generate the target portfolio and produce orders to be executed by `Order Executor`. | | `Interface` layer | `Interface` layer tries to present a user-friendly interface for the underlying system. `Analyser` module will provide users detailed analysis reports of forecasting signals, portfolios and execution results | @@ -130,7 +130,8 @@ This dataset is created by public data collected by [crawler scripts](scripts/da the same repository. Users could create the same dataset with it. -*Please pay **ATTENTION** that the data is collected from [Yahoo Finance](https://finance.yahoo.com/lookup) and the data might not be perfect. We recommend users to prepare their own data if they have high-quality dataset. For more information, users can refer to the [related document](https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format)*. +*Please pay **ATTENTION** that the data is collected from [Yahoo Finance](https://finance.yahoo.com/lookup), and the data might not be perfect. +We recommend users to prepare their own data if they have a high-quality dataset. For more information, users can refer to the [related document](https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format)*. ## Building Customized Quant Research Workflow by Code -The automatic workflow may not suite the research workflow of all Quant researchers. To support a flexible Quant research workflow, Qlib also provides a modularized interface to allow researchers to build their own workflow by code. [Here](examples/workflow_by_code.ipynb) is a demo for customized Quant research workflow by code. +The automatic workflow may not suit the research workflow of all Quant researchers. To support a flexible Quant research workflow, Qlib also provides a modularized interface to allow researchers to build their own workflow by code. [Here](examples/workflow_by_code.ipynb) is a demo for customized Quant research workflow by code. # [Quant Model Zoo](examples/benchmarks)