evaluate
Measure one factor against forward returns and record it as a trial, returning RankIC, Newey-West t, p-value, trial index, and family-adjusted verdict.
Instructions
Measure one factor and record it as a trial. Returns cross-sectional RankIC, Newey-West t, single-test p, the trial's index within its family, and the family-adjusted verdict. This is the only supported way to produce evidence.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| expr | No | ||
| alpha | No | ||
| label | No | ||
| factor | Yes | A (dates x names) panel. Prefer {'path': 'f.npz', 'key': 'factor'}; inline {'values': [[...]]} is allowed only up to 200x200. | |
| forward | Yes | Forward returns, already shifted: forward[t] follows factor[t]. | |
| horizon | No | ||
| with_gate | No |