diff --git a/examples/highfreq/README.md b/examples/highfreq/README.md index 30c2e19db..c07d8a2a0 100644 --- a/examples/highfreq/README.md +++ b/examples/highfreq/README.md @@ -25,4 +25,11 @@ The example is given in `workflow.py`, users can run the code as follows. Run the example by running the following command: ```bash python workflow.py dump_and_load_dataset -``` \ No newline at end of file +``` + +## Benchmarks Performance +### Signal Test +Here are the results of signal test for benchmark models. We will keep updating benchmark models in future. +| Model Name | Dataset | IC | ICIR | Rank IC | Rank ICIR | Long precision| Short Precision | Long-Short Average Return | Long-Short Average Sharpe | +|---|---|---|---|---|---|---|---|---|---| +| LightGBM | Alpha158 | 0.3042±0.00 | 1.5372±0.00| 0.3117±0.00 | 1.6258±0.00 | 0.6720±0.00 | 0.6870±0.00 | 0.000769±0.00 | 1.0190±0.00 |