liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-16 01:06:56 +08:00
Code Activity

Merge branch 'main' of github.com:microsoft/qlib into main

Browse Source
This commit is contained in:
Young
2020-09-25 04:42:00 +00:00
parent 900e284696 3557fac1ae
commit 9f5e18fc3e
1 changed files with 6 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files

12
README.md
View File

@@ -137,15 +137,15 @@ Qlib provides a tool named `Estimator` to run the whole workflow automatically (
2. Graphical Reports Analysis: Run `examples/estimator/analyze_from_estimator.ipynb` with `jupyter notebook` to get graphical reports 2. Graphical Reports Analysis: Run `examples/estimator/analyze_from_estimator.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) ![Cumulative Return](http://fintech.msra.cn/images/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) ![long_short](http://fintech.msra.cn/images/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) ![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) ![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) ![IC](http://fintech.msra.cn/images/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) ![Auto Correlation](http://fintech.msra.cn/images/analysis/analysis_model_auto_correlation.png?v=0.1)
- Portfolio analysis - Portfolio analysis