Alpha Models
Modelos de generación de señal: predicción, ranking, folds e importancia de variables.
Snapshot
Runs
11
Familias
2
lightgbm · ridge
Folds totales
87
Mejor IC medio
0.0142
LGBM 126d
Mean IC por fold
11 runslightgbm
8 runs| Run | Mean IC | ICIR | Hit rate spread | Train rows (avg) | Test rows (avg) |
|---|---|---|---|---|---|
| LGBM8 folds | 0.0103 | 0.045 | 45.8% | 36,822 | 4,479 |
| LGBM 126d8 folds | 0.0142 | 0.261 | 54.9% | 36,749 | 4,282 |
| LGBM 21d8 folds | -0.0093 | -0.042 | 36.1% | 36,822 | 4,479 |
| LGBM 252d7 folds | -0.0076 | -0.036 | 44.4% | 34,361 | 4,445 |
| LGBM dual tail8 folds | — | — | 48.6% | 36,822 | 4,479 |
| LGBM dual tail macro8 folds | — | — | 50.0% | 36,822 | 4,479 |
| LGBM macro8 folds | -0.0005 | -0.046 | 51.4% | 36,822 | 4,479 |
| LGBM no sector8 folds | 0.0026 | 0.032 | 45.8% | 36,822 | 4,479 |
ridge
3 runs| Run | Mean IC | ICIR | Hit rate spread | Train rows (avg) | Test rows (avg) |
|---|---|---|---|---|---|
| Ridge8 folds | 0.0104 | 0.287 | 56.9% | 36,822 | 4,479 |
| Ridge macro8 folds | 0.0104 | 0.288 | 56.9% | 36,822 | 4,479 |
| Ridge no sector8 folds | 0.0057 | 0.184 | 50.0% | 36,822 | 4,479 |