【訳語】information coefficient

[shinseitaro]

The following code expresses an alpha factor based on a company's net income and market cap, and then creates an information tear sheet for that alpha factor. We will start analyzing the alpha factor by looking at it's information coefficient (IC). The IC is a number ranging from -1, to 1, which quantifies the predictiveness of an alpha factor. Any number above 0 is considered somewhat predictive.

[shinseitaro]

• 情報係数

[fanannan]

情報係数で良いと思います。

[shinseitaro]

「情報係数」に決定しました。 訳語集 #36 に載せてCloseします。