The Information Coefficient foundational

How cross-sectional rank correlation measures signal quality, and why a small edge can still matter when it is applied repeatedly.

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References

The Elements of Quantitative Investing

Giuseppe A. Paleologo (2025) — John Wiley & Sons

Information Coefficient as a Performance Measure of Stock Selection Models

Feng Zhang, Ruite Guo, Honggao Cao (2020)

The 'Fundamental Law of Active Management' is No Law of Anything

Richard O. Michaud, David Nathaniel Esch, Robert O. Michaud (2017)

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