Qlib Research Notebook
Notebook compacto para investigar factores point-in-time y separar entrenamiento, validación y test.
INFORMATION COEFFICIENT—
HIT RATE—
TURNOVER—
Factor score path
Point-in-time checks
features: laggedsurvivorship: controlledtrain/test: separateddata: synthetic
Features · ejemplo fijo, sin entrenamiento
| Feature | Weight | Window | Leakage |
|---|---|---|---|
| momentum_20 | 0.42 | 20 bars | none |
| volatility_10 | 0.31 | 10 bars | none |
| volume_z | 0.27 | 30 bars | none |
Esperando RUN MOCK FACTOR…