KLOW KLOW

Lower shadow relative to open

Formula

(Less($open, $close)-$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)

-0.0085

ICIR

-0.116

Cross-section mean

0.0094

Cross-section std

0.0072

Min

0.0000

Max

0.0445

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.

Data export

alpha158.json

Related factors · KLOW

KLOW2

(Less($open, $close)-$low)/($high-$low+1e-12)

Alpha158 — Alpha158 (Microsoft qlib) — 158 features… Factor Library Factor Hub Model Lab