Skip to main content

Financial Glossary

Spearman Correlation

Measures whether the model's predictions follow the correct order. 1 = perfect, 0 = random.

Explanation

Rank correlation between prediction and actual outcome. Evaluates if the model ranks assets correctly.

Technical detail

Spearman ρ between predicted and actual ranking. LearnAImarkets uses cross-sectional ranking, so Spearman > 0.3 is significant.

See also

Back to the glossary

Educational content. Not investment advice. Past results do not guarantee future returns.