Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Update Metric Explanation #920

Merged
merged 1 commit into from
Feb 18, 2022
Merged

Update Metric Explanation #920

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions examples/benchmarks/README.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -4,6 +4,7 @@ This page lists a batch of methods designed for alpha seeking. Each method tries
The alpha is evaluated in two ways.
1. The correlation between the alpha and future return.
1. Constructing portfolio based on the alpha and evaluating the final total return.
- The explanation of metrics can be found [here](https://qlib.readthedocs.io/en/latest/component/report.html#id4)

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.

Expand Down