- 宏观因子的winsorize应该是从时序角度
- ICIR部分, 学姐是把宏观因子的因子暴露作为新的"因子吗" ? 如果是这样的话，OLS结果中应该选择第二个参数
- RanK_IC 其实是Spearman_rho相关系数，可以直接一行代码就搞定了
- 为什么因子暴露的ICIR是需要和eps作相关系数呢
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