plot_ic_series¶

Defined in fynance.plot

plot_ic_series(ic, w_smooth=21, ax=None, **kw)[source]

Plot a rolling Information Coefficient with a smoothed overlay.

Draws the raw IC series (thin) and a trailing moving average over w_smooth bars (bold), plus a zero reference line. Returns the Axes.

Parameters:

icarray-like: Rolling IC series, e.g. from fynance.metrics.roll_information_coefficient.
w_smoothint, optional: Window of the smoothing moving average (default 21).
axmatplotlib.axes.Axes, optional: Axis to draw on; a new one is created when omitted.
**kw: Forwarded to matplotlib.axes.Axes.plot for the raw series.

Returns: