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zhupr
2020-09-24 13:07:01 +08:00
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@@ -1,6 +1,6 @@
<div style="align: center"> <div style="align: center">
<img src="docs/_static/img/logo/white_bg_rec+word.png" /> <img src="http://fintech.msra.cn/images/logo/white_bg_rec+word.png" />
</div> </div>
@@ -26,7 +26,7 @@ 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="docs/_static/img/framework.png" /> <img src="http://fintech.msra.cn/images/framework.png" />
</div> </div>
@@ -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](docs/_static/img/analysis/analysis_model_cumulative_return.png) ![Cumulative Return](http://fintech.msra.cn/images/analysis/analysis_model_cumulative_return.png)
- Return distribution - Return distribution
![long_short](docs/_static/img/analysis/analysis_model_long_short.png) ![long_short](http://fintech.msra.cn/images/analysis/analysis_model_long_short.png)
- Information Coefficient (IC) - Information Coefficient (IC)
![Information Coefficient](docs/_static/img/analysis/analysis_model_IC.png) ![Information Coefficient](http://fintech.msra.cn/images/analysis/analysis_model_IC.png)
![Monthly IC](docs/_static/img/analysis/analysis_model_monthly_IC.png) ![Monthly IC](http://fintech.msra.cn/images/analysis/analysis_model_monthly_IC.png)
![IC](docs/_static/img/analysis/analysis_model_NDQ.png) ![IC](http://fintech.msra.cn/images/analysis/analysis_model_NDQ.png)
- Auto Correlation of forecasting signal (model prediction) - Auto Correlation of forecasting signal (model prediction)
![Auto Correlation](docs/_static/img/analysis/analysis_model_auto_correlation.png) ![Auto Correlation](http://fintech.msra.cn/images/analysis/analysis_model_auto_correlation.png)
- Portfolio analysis - Portfolio analysis