Alpha Mining on CSI500 (test)
6.26IC (Information Coefficient)
AlphaPROBE
Updated 1mo ago
Evaluation Results
| Method | Links | |||||||
|---|---|---|---|---|---|---|---|---|
2026.02 | 6.26 | 52.39 | 8.78 | 73.18 | 17.45 | 22.98 | 0.8262 | |
2026.02 | 5.81 | 37.72 | 7.94 | 52.35 | 12.36 | 30.74 | 0.5165 | |
2026.02 | 5.5 | 39.9 | 7.45 | 54.9 | 6.91 | 31.57 | 0.3588 | |
2026.02 | 5.24 | 38.16 | 7.72 | 54.78 | 10.39 | 25.78 | 0.5682 | |
2026.02 | 5.17 | 31.63 | 7.85 | 49.9 | 8.09 | 23.09 | 0.4257 | |
2026.02 | 5.06 | 34.17 | 7.73 | 52.09 | 8.86 | 30.13 | 0.4118 | |
2026.02 | 4.77 | 38.13 | 6.35 | 49.54 | 7.49 | 31.85 | 0.3429 | |
2026.02 | 4.46 | 35.62 | 6.58 | 54.89 | 10.46 | 23.48 | 0.522 | |
2026.02 | 2.83 | 20.76 | 5.82 | 41.67 | 6.52 | 23.46 | 0.3421 |