Unverified50% confidenceFactExact time
In actual alpha factor research, a single factor whose IC can consistently reach 0.03-0.05 is already considered very excellent.
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8/26/2026
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UnverifiedIC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0.177% similarUnverified不同归一化方案对同一模型的IC影响可达0.01-0.03的量级75% similarUnverifiedAn IC_IR (Information Ratio) greater than 0.5 is considered the threshold for a factor to have stable predictive power.67% 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66% similarUnverifiedCertain AI capabilities are nearly zero when model scale is below a specific threshold, then rise sharply once the threshold is crossed, exhibiting a nonlinear 'phase transition' characteristic.66% similar
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