OPEN38 OPEN

Open price d days ago over latest close

Formula

Ref($open, 38)/$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)
-0.0048
ICIR
-0.081
Cross-section mean
1.0053
Cross-section std
0.1798
Min
0.7043
Max
2.0884

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

alpha360.json

Related factors · OPEN

OPEN59
Ref($open, 59)/$close
 OPEN58
Ref($open, 58)/$close
 OPEN57
Ref($open, 57)/$close
 OPEN56
Ref($open, 56)/$close
 OPEN55
Ref($open, 55)/$close
 OPEN54
Ref($open, 54)/$close
 OPEN53
Ref($open, 53)/$close
 OPEN52
Ref($open, 52)/$close
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Ref($open, 48)/$close
Alpha360 — Alpha360 (Microsoft qlib) — 360 features… Factor Library Factor Hub Model Lab