ml4t-information-coefficient SKILL.md skillA
ml4t-information-coefficient from ml4t/skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add ml4t/skills/ml4t-information-coefficient@git:20260901.c415df0Pins git:20260901.c415df0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- ml4t/skills
- Path
concepts/information-coefficient/SKILL.md- Versions recorded
- 2
- Latest version
- git:20260901.c415df0, committed Sep 1, 2026
- First version recorded
- May 28, 2026
- Size
- 4,152 bytes
- Repository stars
- 41
- License
- Apache-2.0
Measure predictive signal quality with IC, Rank IC, and IC_IR. Use when evaluating whether a feature has predictive power for returns.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
# Information Coefficient
IC is the correlation between a predicted signal and realized returns. It is the primary metric for judging whether a signal has predictive power before building a full backtest.
## The Problem
Reporting a single IC value (or worse, the best IC from many trials) tells you almost nothing. IC varies over time and across market regimes. A signal with mean IC = 0.04 and std = 0.02 (IC_IR = 2.0) is far more valuable than one with mean IC = 0.08 and std = 0.10 (IC_IR = 0.8). Without time-series statistics and proper standard errors, you cannot distinguish a real signal from noise.
## The Pattern
### WRONG
```python
from scipy.stats import spearmanr
# Single pooled IC - hides time variation, inflates significance
ic, pval = spearmanr(all_predictions.flatten(), all_returns.flatten())
print(f"IC = {ic:.4f}, p = {pval:.4f}")
```
### CORRECT
```python
import numpy as np
from scipy.stats import spearmanr
# Cross-sectional IC per period
ic_series = []
for t in timestamps:
mask = dates == t
if mask.sum() >= 10:
ic, _ = spearmanr(predictions[mask], returns[mask])
ic_series.append(ic)
ic_series = np.array(ic_series)
…Read the whole file at its exact version.
How to install
mdr add ml4t/skills/ml4t-information-coefficient@sha256:ed56593e3c4e6590The line at the top of this page pins the label git:20260901.c415df0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_bgz7xzvikksao65z)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 2 versions of this file, between May 28, 2026 and Sep 1, 2026, about one every 96 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| git:20260901.c415df0 latest | 2026-09-01 | c415df0 | 4,152 B | A | view · diff |
| git:20260528.303089e | 2026-05-28 | 303089e | 4,212 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (4152 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
ml4t/skills · 41 stars · license Apache-2.0 · pushed 2026-11-08 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_bgz7xzvikksao65z GET https://markdownregistry.com/api/v1/resolve?ref=ml4t/skills/ml4t-information-coefficient GET https://markdownregistry.com/api/v1/blob/ed56593e3c4e6590a627833196e80145e19f5aad627a864cceebb8718abd9243
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.