From d496cf7476c748eee6b80319371c7a5133a65134 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Mon, 7 Feb 2022 16:04:11 +0800 Subject: [PATCH] Update Portfolio README.md (#900) * Update README.md * Update README.md --- examples/portfolio/README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/examples/portfolio/README.md b/examples/portfolio/README.md index 5bb61cde5..829e19ea8 100644 --- a/examples/portfolio/README.md +++ b/examples/portfolio/README.md @@ -24,6 +24,7 @@ We use China stock market data for our example. unzip -d ~/.qlib/qlib_data/cn_data csi300_weight.zip rm -f csi300_weight.zip ``` + NOTE: We don't find any public free resource to get the weight in the benchmark. To run the example, we manually create this weight data. 2. Prepare risk model data: