KLEN KLEN
K-line length: (high-low)/open, intraday range
Formula
($high-$low)/$open
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)
-0.0049
ICIR
-0.063
Cross-section mean
0.0331
Cross-section std
0.0248
Min
0.0000
Max
0.1449
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.