KUP2 KUP

Upper shadow relative to open

Formula

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

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)

-0.0061

ICIR

-0.089

Cross-section mean

0.3148

Cross-section std

0.1199

Min

0.0000

Max

0.6667

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 · KUP

KUP

($high-Greater($open, $close))/$open

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