Alpha Mining on CSI300 (test)
5.84Information Coefficient (IC)
AlphaPROBE
Updated 1mo ago
Evaluation Results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
2026.02 | 5.84 | 39.02 | 7.2 | 46.94 | 7.5 | 22.25 | 0.4411 | |
2026.02 | 5.02 | 35.82 | 6.31 | 44.58 | 4.15 | 30.79 | 0.1832 | |
2026.02 | 4.93 | 29.41 | 6.32 | 38.95 | 6.19 | 31.4 | 0.3425 | |
2026.02 | 4.88 | 29.39 | 6.3 | 36.73 | 6.06 | 31.38 | 0.3456 | |
2026.02 | 4.56 | 29.16 | 5.17 | 33.14 | 1.01 | 35.34 | 0.0694 | |
2026.02 | 4.27 | 25.66 | 5.45 | 30.94 | 3.43 | 31.74 | 0.1883 | |
2026.02 | 4.03 | 32.99 | 4.53 | 36.13 | 3.42 | 24.13 | 0.1973 | |
2026.02 | 3.91 | 25.8 | 5.77 | 37.61 | 6.03 | 25.29 | 0.3925 | |
2026.02 | 1.36 | 9.97 | 1.96 | 14.63 | 3.46 | 39.06 | 0.1882 |