From d482726f28a7526e1e33aaad80f1d0febfeab46e Mon Sep 17 00:00:00 2001 From: you-n-g Date: Sat, 19 Feb 2022 00:46:32 +0800 Subject: [PATCH] Update README.md (#920) --- examples/benchmarks/README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/examples/benchmarks/README.md b/examples/benchmarks/README.md index c8027dcda..5a6a08ccf 100644 --- a/examples/benchmarks/README.md +++ b/examples/benchmarks/README.md @@ -4,6 +4,7 @@ This page lists a batch of methods designed for alpha seeking. Each method tries The alpha is evaluated in two ways. 1. The correlation between the alpha and future return. 1. Constructing portfolio based on the alpha and evaluating the final total return. + - The explanation of metrics can be found [here](https://qlib.readthedocs.io/en/latest/component/report.html#id4) Here are the results of each benchmark model running on Qlib's `Alpha360` and `Alpha158` dataset with China's A shared-stock & CSI300 data respectively. The values of each metric are the mean and std calculated based on 20 runs with different random seeds.