hub / github.com/JoinQuant/jqfactor_analyzer / plot_ic_hist

Method plot_ic_hist

jqfactor_analyzer/analyze.py:980–996 · view source on GitHub ↗

画信息比率分布直方图参数: group_adjust: - True: 使用行业中性收益 (行业收益被认为是每日各个行业股票收益按照weight列中权重的加权的均值) - False: 不使用行业中性收益 method: - 'rank': 用秩相关系数计算IC值 - 'normal': 用相关系数计算IC值

(self, group_adjust=False, method=None)

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Callers

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Calls 1

calc_factor_information_coefficientMethod · 0.95

Tested by

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