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fix some typo in doc/comments (#1389)

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* fix typo in docstrings

* fix typo

* fix typo

* fix black lint

* fix black lint
This commit is contained in:
YQ Tsui
2022-12-11 14:29:16 +08:00
committed by GitHub
parent 57f9813f85
commit 5e3924d7a6
6 changed files with 25 additions and 21 deletions
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qlib/model/riskmodel/structured.py
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@@ -18,7 +18,7 @@ class StructuredCovEstimator(RiskModel):
`B` is the regression coefficients matrix for all observations (row) on
all factors (columns), and `U` is the residual matrix with shape like `X`.
Therefore the structured covariance can be estimated by
Therefore, the structured covariance can be estimated by
cov(X.T) = F @ cov(B.T) @ F.T + diag(var(U))
In finance domain, there are mainly three methods to design `F` [1][2]: