ICR is correlation between actual active returns and realized active returns,
actual returns 和 realized returns RAi 有什么区别？
丹丹_品职答疑助手 · 2020年03月26日
嗨，爱思考的PZer你好：
同学你好，这里面涉及本章节key parameter 的介绍：
RAi,值得是R-benchmark，是真实实现的active return
Signal quality is measured by the correlation between the forecasted active returns, μi（期望的active return） the realized active returns，called the information coefficient (IC). 这个指标越大说明基金经理说话的靠谱程度越高。
The correlation between any set of active weights, Δwi, in the left corner, and forecasted active returns, μi,measures the degree to which the investor’s forecasts are translated into active weights, called the transfer coefficient (TC).TC衡量的是交易员实现自己投资策略的能力，或者说是把策略转化为交易的程度。
希望可以帮到你
-------------------------------虽然现在很辛苦，但努力过的感觉真的很好，加油！