hub / github.com/JoinQuant/jqfactor_analyzer / test_information_coefficient

Function test_information_coefficient

tests/test_performance.py:49–68 · view source on GitHub ↗

(factor_data,
                                 forward_returns,
                                 group_adjust,
                                 by_group,
                                 expected_ix,
                                 expected_ic_val)

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Callers

nothing calls this directly

Calls 1

factor_information_coefficientFunction · 0.90

Tested by

no test coverage detected