liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-13 15:56:57 +08:00
Code Activity

Update graph

Browse Source
This commit is contained in:
zhupr
2020-11-26 18:57:38 +08:00
parent 7d092f39c8
commit 36b11676bf
15 changed files with 9 additions and 9 deletions
Download Patch File Download Diff File Expand all files Collapse all files

18
README.md
View File

@@ -9,7 +9,7 @@
<p align="center">
<img src="http://fintech.msra.cn/images/logo/1.png" />
<img src="http://fintech.msra.cn/images_v060/logo/1.png" />
</p>
@@ -39,7 +39,7 @@ For more details, please refer to our paper ["Qlib: An AI-oriented Quantitative
# Framework of Qlib
<div style="align: center">
<img src="http://fintech.msra.cn/images/framework.png" />
<img src="http://fintech.msra.cn/images_v060/framework.png" />
</div>
@@ -159,19 +159,19 @@ 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)
<!--
- Score IC
![Score IC](docs/_static/img/score_ic.png)