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Update README.md: description about OE

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Kan Ren
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@@ -272,9 +272,9 @@ Dataset plays a very important role in Quant. Here is a list of the datasets bui
Your PR to build new Quant dataset is highly welcomed.
# High-Frequency Execution
High-frequency order execution is a very important problem in the financial market.
It aims to maximize the profit of order execution by intraday timing.
AI has the potential to mine patterns from a huge mass of high-frequency trading data and helps users make better decisions during intraday trading.
High-frequency order execution is a fundamental problem in quantitative finance.
It aims at fulfilling a specific trading order, either liquidation or acquirement, for a given instrument.
AI has the potential to mine patterns from a huge mass of high-frequency market data and helps traders make better decisions during order execution.
Here is a list of solutions built on `Qlib`.
- [Universal Trading for Order Execution with Oracle Policy Distillation](examples/trade/)