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@@ -31,6 +31,7 @@ For more details, please refer to our paper ["Qlib: An AI-oriented Quantitative
- [Run a single model](#run-a-single-model)
- [Run multiple models](#run-multiple-models)
- [**Quant Dataset Zoo**](#quant-dataset-zoo)
- [High frequency execution](#high-frequency-execution)
- [More About Qlib](#more-about-qlib)
- [Offline Mode and Online Mode](#offline-mode-and-online-mode)
- [Performance of Qlib Data Server](#performance-of-qlib-data-server)
@@ -270,6 +271,14 @@ Dataset plays a very important role in Quant. Here is a list of the datasets bui
[Here](https://qlib.readthedocs.io/en/latest/advanced/alpha.html) is a tutorial to build dataset with `Qlib`.
Your PR to build new Quant dataset is highly welcomed.
# High Frequency Execution
High-frequency order execution is a very important problem in the financial market.
It aims to maximize the profit of order execution by intraday timing.
AI has the potential to mine patterns from a huge mass of high-frequency trading data and helps users make better decisions during intraday trading.
Here is a list of solutions built on `Qlib`.
- [Universal Trading for Order Execution with Oracle Policy Distillation](qlib/examples/trade/)
# More About Qlib
The detailed documents are organized in [docs](docs/).
[Sphinx](http://www.sphinx-doc.org) and the readthedocs theme is required to build the documentation in html formats.