MA20 MA

Simple moving average over latest close

Formula

Mean($close, 20)/$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)

0.0145

ICIR

0.283

Cross-section mean

0.9986

Cross-section std

0.0664

Min

0.8477

Max

1.2611

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 · MA

MA5

Mean($close, 5)/$close

MA10

Mean($close, 10)/$close

MA30

Mean($close, 30)/$close

MA60

Mean($close, 60)/$close

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