Trading Signal Evaluation

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Demo of Info Coefficient, Hit Rates, and Confusion Matrix for Trading Signal

Author

Mike Aguilar

Published

January 20, 2026

Git Repo for this post: https://github.com/mikeaguilar-teaching/MLForFinance_SP2026

Excel Demo file: https://github.com/mikeaguilar-teaching/MLForFinance_SP2026/blob/9ad61866e9f638be719b4935f56d07fbbd82b3e7/Supporting/Signal_Evaluation_Static_Demo.xlsx

R Demo file: https://github.com/mikeaguilar-teaching/MLForFinance_SP2026/blob/9ad61866e9f638be719b4935f56d07fbbd82b3e7/Supporting/Signal_Evaluation_Static_Demo.qmd