HIGH0 HIGH
High price d days ago over latest close
Formula
$high/$close
The expression above is verbatim from qlib Alpha158/360 feature engineering (qlib/contrib/data/loader.py, Apache-2.0). The platform qlib-compatible expression engine evaluates it on the deterministic research panel.
Cross-section statistics & information coefficient
IC mean (60M)
0.0067
ICIR
0.092
Cross-section mean
1.0166
Cross-section std
0.0156
Min
1.0000
Max
1.1028
IC = Spearman-style rank correlation between the factor cross-section and next-month returns, computed over the last 60 months on the deterministic research panel.