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Quantitative Finance · Glossaire

Qu'est-ce que « Predictor card » ?

Definition 6.9 Research Craft: Predictors, Backtests, Measurement, Portfolios · Chapitre 6 — Anatomy of a Predictor

A predictor card is the one-page record of a predictor: its definition as a formula; its inputs and the knowledge time of each; its rationale; its horizon and measured half-life; its normalisation and neutralisation; its known failure modes; its sources. The measured statistics come from a tested script, never from memory.

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