Unverified50% confidenceDecision RuleExact time
An IC_IR (Information Ratio) greater than 0.5 is considered the threshold for a factor to have stable predictive power.
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8/26/2026
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UnverifiedIC (Information Coefficient) is essentially the Spearman rank correlation coefficient between factor predicted values and actual future returns, with a value range of [-1, +1].76% similarUnverifiedICIR是平均IC除以其波动，类似夏普比率逻辑，ICIR高于0.5通常被认为值得进一步研究75% similarUnverifiedIC通常用Pearson相关系数计算，取值范围-1到1，日均IC稳定达到0.03-0.05即被认为具有统计意义，顶级因子也很少超过0.172% similarUnverifiedIn highly imbalanced datasets (with a positive rate below 5%), the area under the precision-recall curve (AP) often reflects the model's ability to detect the minority class better than AUC does.67% similarUnverifiedIn actual alpha factor research, a single factor whose IC can consistently reach 0.03-0.05 is already considered very excellent.67% similar
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