STD10 STD
Std of close over latest close (price volatility)
Formula
Std($close, 10)/$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)
0.0083
ICIR
0.106
Cross-section mean
0.0242
Cross-section std
0.0152
Min
0.0044
Max
0.0941
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.