From e23022e9d89062b0192edd4903d5f3f6ba53f651 Mon Sep 17 00:00:00 2001 From: Kan Ren Date: Thu, 28 Jan 2021 16:24:25 +0800 Subject: [PATCH] Update README.md: description about OE --- README.md | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/README.md b/README.md index 27346aadc..05571a3c4 100644 --- a/README.md +++ b/README.md @@ -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/)