plot_ic_decay

Defined in fynance.plot

plot_ic_decay(decay, horizons, ax=None, **kw)

Bar chart of the Information Coefficient across forward horizons.

Plots the mean IC (e.g. from fynance.metrics.ic_decay) at each horizon; a signal with genuine short-horizon edge shows a tall first bar that decays with the horizon. Returns the Axes.

Parameters:

decayarray-like

Mean IC per horizon, aligned with horizons.

horizonstuple of int

Forward horizons in bars (the x-axis labels).

axmatplotlib.axes.Axes, optional

Axis to draw on; a new one is created when omitted.

**kw

Forwarded to matplotlib.axes.Axes.bar.

Returns:

matplotlib.axes.Axes