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zhupr
2020-11-26 18:57:38 +08:00
parent 7d092f39c8
commit 36b11676bf
15 changed files with 9 additions and 9 deletions

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@@ -9,7 +9,7 @@
<p align="center"> <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> </p>
@@ -39,7 +39,7 @@ For more details, please refer to our paper ["Qlib: An AI-oriented Quantitative
# Framework of Qlib # Framework of Qlib
<div style="align: center"> <div style="align: center">
<img src="http://fintech.msra.cn/images/framework.png" /> <img src="http://fintech.msra.cn/images_v060/framework.png" />
</div> </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 2. Graphical Reports Analysis: Run `examples/workflow_by_code.ipynb` with `jupyter notebook` to get graphical reports
- Forecasting signal (model prediction) analysis - Forecasting signal (model prediction) analysis
- Cumulative Return of groups - 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 - 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 (IC)
![Information Coefficient](http://fintech.msra.cn/images/analysis/analysis_model_IC.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/analysis/analysis_model_monthly_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/analysis/analysis_model_NDQ.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 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 - Portfolio analysis
- Backtest return - 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
![Score IC](docs/_static/img/score_ic.png) ![Score IC](docs/_static/img/score_ic.png)

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