A new metric has been added to Numerai Signals: Information Coefficient (IC).
IC is defined as the Spearman correlation of your unneutralized submission with raw returns.
https://signals.numer.ai/
https://forum.numer.ai/t/infor...
数字信号中增加了一个新指标：信息系数（IC）。
IC被定义为你的非中立提交与原始回报之间的斯皮尔曼关联。
https://signals.numer.ai/
https://forum.numer.ai/t/infor...