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Update README.md (#920)
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@@ -4,6 +4,7 @@ This page lists a batch of methods designed for alpha seeking. Each method tries
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The alpha is evaluated in two ways.
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The alpha is evaluated in two ways.
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1. The correlation between the alpha and future return.
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1. The correlation between the alpha and future return.
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1. Constructing portfolio based on the alpha and evaluating the final total return.
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1. Constructing portfolio based on the alpha and evaluating the final total return.
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- The explanation of metrics can be found [here](https://qlib.readthedocs.io/en/latest/component/report.html#id4)
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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.
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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.
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