Alpha360 — Alpha360 (Microsoft qlib) — 360 caratteristiche
L'espressione sopra è testuale dall'engineering delle funzionalità Alpha158/360 di qlib (qlib/contrib/data/loader.py, Apache-2.0). Il motore di espressione compatibile con qlib della piattaforma la valuta sul pannello di ricerca deterministico.
Tutte le 360 espressioni fattore Alpha360 di Microsoft qlib (testuali da qlib/contrib/data/loader.py, Apache-2.0) con statistiche cross-section e coefficienti di informazione — ogni caratteristica ha la propria pagina.
Ref($close, 59)/$closeIC -0.0104ICIR -0.181μ 1.0032σ 0.2216
Ref($close, 58)/$closeIC -0.0110ICIR -0.186μ 1.0022σ 0.2166
Ref($close, 57)/$closeIC -0.0101ICIR -0.173μ 1.0031σ 0.2135
Ref($close, 56)/$closeIC -0.0105ICIR -0.177μ 1.0031σ 0.2094
Ref($close, 55)/$closeIC -0.0120ICIR -0.199μ 1.0041σ 0.2067
Ref($close, 54)/$closeIC -0.0117ICIR -0.196μ 1.0026σ 0.2042
Ref($close, 53)/$closeIC -0.0119ICIR -0.204μ 1.0066σ 0.2046
Ref($close, 52)/$closeIC -0.0107ICIR -0.186μ 1.0056σ 0.2049
Ref($close, 51)/$closeIC -0.0110ICIR -0.192μ 1.0069σ 0.2041
Ref($close, 50)/$closeIC -0.0101ICIR -0.176μ 1.0073σ 0.2019
Ref($close, 49)/$closeIC -0.0098ICIR -0.169μ 1.0086σ 0.1995
Ref($close, 48)/$closeIC -0.0099ICIR -0.173μ 1.0079σ 0.1996
Ref($close, 47)/$closeIC -0.0094ICIR -0.166μ 1.0057σ 0.1982
Ref($close, 46)/$closeIC -0.0088ICIR -0.149μ 1.0026σ 0.1967
Ref($close, 45)/$closeIC -0.0074ICIR -0.127μ 1.0031σ 0.1964
Ref($close, 44)/$closeIC -0.0078ICIR -0.132μ 1.0038σ 0.1970
Ref($close, 43)/$closeIC -0.0085ICIR -0.141μ 1.0059σ 0.1942
Ref($close, 42)/$closeIC -0.0066ICIR -0.112μ 1.0057σ 0.1898
Ref($close, 41)/$closeIC -0.0069ICIR -0.119μ 1.0099σ 0.1875
Ref($close, 40)/$closeIC -0.0061ICIR -0.104μ 1.0046σ 0.1823
Ref($close, 39)/$closeIC -0.0045ICIR -0.076μ 1.0053σ 0.1795
Ref($close, 38)/$closeIC -0.0034ICIR -0.060μ 1.0066σ 0.1761
Ref($close, 37)/$closeIC -0.0024ICIR -0.041μ 1.0040σ 0.1729
Ref($close, 36)/$closeIC -0.0022ICIR -0.039μ 1.0054σ 0.1695
Ref($close, 35)/$closeIC -0.0005ICIR -0.009μ 1.0133σ 0.1681
Ref($close, 34)/$closeIC -0.0002ICIR -0.004μ 1.0132σ 0.1663
Ref($close, 33)/$closeIC -0.0002ICIR -0.003μ 1.0123σ 0.1624
Ref($close, 32)/$closeIC 0.0016ICIR 0.031μ 1.0085σ 0.1588
Ref($close, 31)/$closeIC 0.0013ICIR 0.024μ 1.0104σ 0.1560
Ref($close, 30)/$closeIC 0.0034ICIR 0.065μ 1.0155σ 0.1551
Ref($close, 29)/$closeIC 0.0057ICIR 0.110μ 1.0186σ 0.1552
Ref($close, 28)/$closeIC 0.0063ICIR 0.120μ 1.0219σ 0.1525
Ref($close, 27)/$closeIC 0.0061ICIR 0.118μ 1.0219σ 0.1503
Ref($close, 26)/$closeIC 0.0078ICIR 0.149μ 1.0191σ 0.1498
Ref($close, 25)/$closeIC 0.0085ICIR 0.166μ 1.0155σ 0.1482
Ref($close, 24)/$closeIC 0.0095ICIR 0.187μ 1.0142σ 0.1476
Ref($close, 23)/$closeIC 0.0102ICIR 0.200μ 1.0155σ 0.1454
Ref($close, 22)/$closeIC 0.0132ICIR 0.258μ 1.0098σ 0.1431
Ref($close, 21)/$closeIC 0.0142ICIR 0.274μ 1.0087σ 0.1413
Ref($close, 20)/$closeIC 0.0145ICIR 0.276μ 1.0077σ 0.1340
Ref($close, 19)/$closeIC 0.0149ICIR 0.286μ 1.0056σ 0.1265
Ref($close, 18)/$closeIC 0.0161ICIR 0.324μ 1.0039σ 0.1204
Ref($close, 17)/$closeIC 0.0155ICIR 0.315μ 1.0001σ 0.1139
Ref($close, 16)/$closeIC 0.0169ICIR 0.338μ 1.0002σ 0.1079
Ref($close, 15)/$closeIC 0.0159ICIR 0.324μ 0.9970σ 0.1015
Ref($close, 14)/$closeIC 0.0148ICIR 0.300μ 1.0013σ 0.0973
Ref($close, 13)/$closeIC 0.0140ICIR 0.277μ 0.9982σ 0.0913
Ref($close, 12)/$closeIC 0.0163ICIR 0.309μ 0.9965σ 0.0882
Ref($close, 11)/$closeIC 0.0159ICIR 0.306μ 0.9961σ 0.0817
Ref($close, 10)/$closeIC 0.0138ICIR 0.254μ 0.9924σ 0.0749
Ref($close, 9)/$closeIC 0.0135ICIR 0.249μ 0.9934σ 0.0698
Ref($close, 8)/$closeIC 0.0104ICIR 0.179μ 0.9963σ 0.0655
Ref($close, 7)/$closeIC 0.0045ICIR 0.078μ 0.9940σ 0.0594
Ref($close, 6)/$closeIC 0.0081ICIR 0.118μ 0.9950σ 0.0542
Ref($close, 5)/$closeIC 0.0078ICIR 0.124μ 0.9998σ 0.0476
Ref($close, 4)/$closeIC 0.0052ICIR 0.073μ 0.9996σ 0.0426
Ref($close, 3)/$closeIC 0.0056ICIR 0.085μ 1.0015σ 0.0354
Ref($close, 2)/$closeIC 0.0135ICIR 0.192μ 1.0014σ 0.0265
Ref($close, 1)/$closeIC 0.0178ICIR 0.250μ 0.9991σ 0.0177
$close/$closeIC 0.0052ICIR 0.071μ 1.0000σ 0.0000
Ref($open, 59)/$closeIC -0.0112ICIR -0.196μ 1.0035σ 0.2238
Ref($open, 58)/$closeIC -0.0106ICIR -0.185μ 1.0028σ 0.2220
Ref($open, 57)/$closeIC -0.0109ICIR -0.184μ 1.0020σ 0.2165
Ref($open, 56)/$closeIC -0.0102ICIR -0.175μ 1.0031σ 0.2135
Ref($open, 55)/$closeIC -0.0101ICIR -0.171μ 1.0029σ 0.2095
Ref($open, 54)/$closeIC -0.0121ICIR -0.200μ 1.0047σ 0.2069
Ref($open, 53)/$closeIC -0.0115ICIR -0.194μ 1.0028σ 0.2039
Ref($open, 52)/$closeIC -0.0119ICIR -0.204μ 1.0071σ 0.2044
Ref($open, 51)/$closeIC -0.0108ICIR -0.189μ 1.0056σ 0.2046
Ref($open, 50)/$closeIC -0.0109ICIR -0.190μ 1.0064σ 0.2040
Ref($open, 49)/$closeIC -0.0101ICIR -0.175μ 1.0071σ 0.2014
Ref($open, 48)/$closeIC -0.0097ICIR -0.167μ 1.0084σ 0.1993
Ref($open, 47)/$closeIC -0.0100ICIR -0.177μ 1.0078σ 0.2000
Ref($open, 46)/$closeIC -0.0099ICIR -0.174μ 1.0057σ 0.1976
Ref($open, 45)/$closeIC -0.0090ICIR -0.153μ 1.0022σ 0.1962
Ref($open, 44)/$closeIC -0.0075ICIR -0.128μ 1.0030σ 0.1966
Ref($open, 43)/$closeIC -0.0079ICIR -0.134μ 1.0042σ 0.1970
Ref($open, 42)/$closeIC -0.0087ICIR -0.146μ 1.0055σ 0.1940
Ref($open, 41)/$closeIC -0.0063ICIR -0.107μ 1.0058σ 0.1898
Ref($open, 40)/$closeIC -0.0074ICIR -0.128μ 1.0096σ 0.1873
Ref($open, 39)/$closeIC -0.0065ICIR -0.111μ 1.0046σ 0.1824
Ref($open, 38)/$closeIC -0.0048ICIR -0.081μ 1.0053σ 0.1798
Ref($open, 37)/$closeIC -0.0035ICIR -0.061μ 1.0063σ 0.1759
Ref($open, 36)/$closeIC -0.0021ICIR -0.036μ 1.0036σ 0.1730
Ref($open, 35)/$closeIC -0.0020ICIR -0.035μ 1.0054σ 0.1696
Ref($open, 34)/$closeIC -0.0001ICIR -0.003μ 1.0136σ 0.1682
Ref($open, 33)/$closeIC 0.0000ICIR 0.000μ 1.0133σ 0.1666
Ref($open, 32)/$closeIC 0.0001ICIR 0.002μ 1.0124σ 0.1623
Ref($open, 31)/$closeIC 0.0015ICIR 0.029μ 1.0089σ 0.1586
Ref($open, 30)/$closeIC 0.0021ICIR 0.039μ 1.0104σ 0.1562
Ref($open, 29)/$closeIC 0.0037ICIR 0.072μ 1.0157σ 0.1553
Ref($open, 28)/$closeIC 0.0055ICIR 0.106μ 1.0184σ 0.1555
Ref($open, 27)/$closeIC 0.0062ICIR 0.120μ 1.0222σ 0.1528
Ref($open, 26)/$closeIC 0.0065ICIR 0.125μ 1.0220σ 0.1500
Ref($open, 25)/$closeIC 0.0078ICIR 0.150μ 1.0192σ 0.1497
Ref($open, 24)/$closeIC 0.0084ICIR 0.163μ 1.0153σ 0.1485
Ref($open, 23)/$closeIC 0.0096ICIR 0.190μ 1.0143σ 0.1471
Ref($open, 22)/$closeIC 0.0101ICIR 0.200μ 1.0158σ 0.1459
Ref($open, 21)/$closeIC 0.0131ICIR 0.254μ 1.0093σ 0.1430
Ref($open, 20)/$closeIC 0.0136ICIR 0.261μ 1.0085σ 0.1414
Ref($open, 19)/$closeIC 0.0142ICIR 0.272μ 1.0076σ 0.1339
Ref($open, 18)/$closeIC 0.0148ICIR 0.284μ 1.0054σ 0.1266
Ref($open, 17)/$closeIC 0.0162ICIR 0.321μ 1.0042σ 0.1204
Ref($open, 16)/$closeIC 0.0151ICIR 0.310μ 1.0001σ 0.1144
Ref($open, 15)/$closeIC 0.0172ICIR 0.343μ 1.0002σ 0.1082
Ref($open, 14)/$closeIC 0.0160ICIR 0.326μ 0.9972σ 0.1021
Ref($open, 13)/$closeIC 0.0149ICIR 0.301μ 1.0015σ 0.0972
Ref($open, 12)/$closeIC 0.0141ICIR 0.280μ 0.9983σ 0.0911
Ref($open, 11)/$closeIC 0.0155ICIR 0.297μ 0.9962σ 0.0883
Ref($open, 10)/$closeIC 0.0163ICIR 0.314μ 0.9958σ 0.0816
Ref($open, 9)/$closeIC 0.0149ICIR 0.271μ 0.9920σ 0.0747
Ref($open, 8)/$closeIC 0.0133ICIR 0.246μ 0.9934σ 0.0696
Ref($open, 7)/$closeIC 0.0096ICIR 0.165μ 0.9964σ 0.0653
Ref($open, 6)/$closeIC 0.0046ICIR 0.081μ 0.9938σ 0.0600
Ref($open, 5)/$closeIC 0.0085ICIR 0.128μ 0.9950σ 0.0541
Ref($open, 4)/$closeIC 0.0081ICIR 0.127μ 1.0004σ 0.0477
Ref($open, 3)/$closeIC 0.0034ICIR 0.049μ 0.9996σ 0.0429
Ref($open, 2)/$closeIC 0.0070ICIR 0.106μ 1.0018σ 0.0357
Ref($open, 1)/$closeIC 0.0138ICIR 0.191μ 1.0016σ 0.0269
$open/$closeIC 0.0194ICIR 0.280μ 0.9996σ 0.0184
Ref($high, 59)/$closeIC -0.0104ICIR -0.182μ 1.0197σ 0.2253
Ref($high, 58)/$closeIC -0.0104ICIR -0.179μ 1.0191σ 0.2230
Ref($high, 57)/$closeIC -0.0112ICIR -0.192μ 1.0178σ 0.2184
Ref($high, 56)/$closeIC -0.0096ICIR -0.164μ 1.0197σ 0.2148
Ref($high, 55)/$closeIC -0.0111ICIR -0.189μ 1.0198σ 0.2118
Ref($high, 54)/$closeIC -0.0114ICIR -0.194μ 1.0194σ 0.2093
Ref($high, 53)/$closeIC -0.0111ICIR -0.191μ 1.0204σ 0.2064
Ref($high, 52)/$closeIC -0.0101ICIR -0.174μ 1.0215σ 0.2073
Ref($high, 51)/$closeIC -0.0102ICIR -0.180μ 1.0219σ 0.2093
Ref($high, 50)/$closeIC -0.0114ICIR -0.198μ 1.0237σ 0.2070
Ref($high, 49)/$closeIC -0.0103ICIR -0.181μ 1.0233σ 0.2030
Ref($high, 48)/$closeIC -0.0106ICIR -0.183μ 1.0241σ 0.2027
Ref($high, 47)/$closeIC -0.0095ICIR -0.165μ 1.0230σ 0.2028
Ref($high, 46)/$closeIC -0.0093ICIR -0.162μ 1.0197σ 0.1998
Ref($high, 45)/$closeIC -0.0084ICIR -0.144μ 1.0187σ 0.1994
Ref($high, 44)/$closeIC -0.0086ICIR -0.146μ 1.0194σ 0.2018
Ref($high, 43)/$closeIC -0.0086ICIR -0.145μ 1.0211σ 0.1989
Ref($high, 42)/$closeIC -0.0077ICIR -0.131μ 1.0222σ 0.1965
Ref($high, 41)/$closeIC -0.0057ICIR -0.096μ 1.0247σ 0.1930
Ref($high, 40)/$closeIC -0.0056ICIR -0.096μ 1.0237σ 0.1904
Ref($high, 39)/$closeIC -0.0046ICIR -0.079μ 1.0204σ 0.1851
Ref($high, 38)/$closeIC -0.0033ICIR -0.057μ 1.0238σ 0.1836
Ref($high, 37)/$closeIC -0.0030ICIR -0.053μ 1.0210σ 0.1786
Ref($high, 36)/$closeIC -0.0019ICIR -0.033μ 1.0201σ 0.1734
Ref($high, 35)/$closeIC -0.0010ICIR -0.019μ 1.0277σ 0.1718
Ref($high, 34)/$closeIC -0.0013ICIR -0.024μ 1.0302σ 0.1703
Ref($high, 33)/$closeIC -0.0006ICIR -0.011μ 1.0287σ 0.1683
Ref($high, 32)/$closeIC 0.0004ICIR 0.007μ 1.0270σ 0.1638
Ref($high, 31)/$closeIC 0.0009ICIR 0.016μ 1.0259σ 0.1610
Ref($high, 30)/$closeIC 0.0017ICIR 0.033μ 1.0289σ 0.1579
Ref($high, 29)/$closeIC 0.0042ICIR 0.079μ 1.0335σ 0.1578
Ref($high, 28)/$closeIC 0.0063ICIR 0.121μ 1.0357σ 0.1566
Ref($high, 27)/$closeIC 0.0068ICIR 0.131μ 1.0388σ 0.1557
Ref($high, 26)/$closeIC 0.0066ICIR 0.125μ 1.0368σ 0.1536
Ref($high, 25)/$closeIC 0.0077ICIR 0.149μ 1.0336σ 0.1526
Ref($high, 24)/$closeIC 0.0088ICIR 0.172μ 1.0315σ 0.1515
Ref($high, 23)/$closeIC 0.0108ICIR 0.216μ 1.0314σ 0.1489
Ref($high, 22)/$closeIC 0.0120ICIR 0.239μ 1.0293σ 0.1474
Ref($high, 21)/$closeIC 0.0126ICIR 0.247μ 1.0252σ 0.1468
Ref($high, 20)/$closeIC 0.0118ICIR 0.224μ 1.0232σ 0.1411
Ref($high, 19)/$closeIC 0.0144ICIR 0.285μ 1.0242σ 0.1339
Ref($high, 18)/$closeIC 0.0158ICIR 0.309μ 1.0207σ 0.1259
Ref($high, 17)/$closeIC 0.0163ICIR 0.332μ 1.0185σ 0.1210
Ref($high, 16)/$closeIC 0.0145ICIR 0.295μ 1.0167σ 0.1157
Ref($high, 15)/$closeIC 0.0162ICIR 0.331μ 1.0147σ 0.1084
Ref($high, 14)/$closeIC 0.0152ICIR 0.328μ 1.0164σ 0.1002
Ref($high, 13)/$closeIC 0.0132ICIR 0.269μ 1.0162σ 0.0966
Ref($high, 12)/$closeIC 0.0178ICIR 0.369μ 1.0135σ 0.0917
Ref($high, 11)/$closeIC 0.0155ICIR 0.312μ 1.0135σ 0.0870
Ref($high, 10)/$closeIC 0.0164ICIR 0.310μ 1.0097σ 0.0813
Ref($high, 9)/$closeIC 0.0128ICIR 0.241μ 1.0085σ 0.0746
Ref($high, 8)/$closeIC 0.0137ICIR 0.255μ 1.0111σ 0.0685
Ref($high, 7)/$closeIC 0.0068ICIR 0.135μ 1.0120σ 0.0646
Ref($high, 6)/$closeIC 0.0057ICIR 0.098μ 1.0098σ 0.0588
Ref($high, 5)/$closeIC 0.0093ICIR 0.153μ 1.0144σ 0.0512
Ref($high, 4)/$closeIC 0.0050ICIR 0.078μ 1.0160σ 0.0458
Ref($high, 3)/$closeIC 0.0040ICIR 0.059μ 1.0168σ 0.0413
Ref($high, 2)/$closeIC 0.0152ICIR 0.242μ 1.0179σ 0.0332
Ref($high, 1)/$closeIC 0.0157ICIR 0.235μ 1.0169σ 0.0267
$high/$closeIC 0.0067ICIR 0.092μ 1.0166σ 0.0156
Ref($low, 59)/$closeIC -0.0115ICIR -0.202μ 0.9874σ 0.2203
Ref($low, 58)/$closeIC -0.0116ICIR -0.200μ 0.9862σ 0.2161
Ref($low, 57)/$closeIC -0.0093ICIR -0.158μ 0.9872σ 0.2116
Ref($low, 56)/$closeIC -0.0109ICIR -0.185μ 0.9871σ 0.2087
Ref($low, 55)/$closeIC -0.0107ICIR -0.176μ 0.9872σ 0.2048
Ref($low, 54)/$closeIC -0.0125ICIR -0.208μ 0.9881σ 0.2018
Ref($low, 53)/$closeIC -0.0128ICIR -0.214μ 0.9893σ 0.2026
Ref($low, 52)/$closeIC -0.0123ICIR -0.210μ 0.9909σ 0.2022
Ref($low, 51)/$closeIC -0.0112ICIR -0.193μ 0.9907σ 0.2002
Ref($low, 50)/$closeIC -0.0097ICIR -0.168μ 0.9905σ 0.1993
Ref($low, 49)/$closeIC -0.0096ICIR -0.164μ 0.9920σ 0.1979
Ref($low, 48)/$closeIC -0.0091ICIR -0.158μ 0.9920σ 0.1964
Ref($low, 47)/$closeIC -0.0101ICIR -0.179μ 0.9908σ 0.1958
Ref($low, 46)/$closeIC -0.0092ICIR -0.157μ 0.9882σ 0.1948
Ref($low, 45)/$closeIC -0.0090ICIR -0.152μ 0.9869σ 0.1943
Ref($low, 44)/$closeIC -0.0071ICIR -0.120μ 0.9882σ 0.1921
Ref($low, 43)/$closeIC -0.0078ICIR -0.131μ 0.9891σ 0.1921
Ref($low, 42)/$closeIC -0.0081ICIR -0.133μ 0.9894σ 0.1880
Ref($low, 41)/$closeIC -0.0070ICIR -0.119μ 0.9910σ 0.1853
Ref($low, 40)/$closeIC -0.0076ICIR -0.130μ 0.9901σ 0.1793
Ref($low, 39)/$closeIC -0.0062ICIR -0.105μ 0.9897σ 0.1779
Ref($low, 38)/$closeIC -0.0048ICIR -0.083μ 0.9888σ 0.1730
Ref($low, 37)/$closeIC -0.0032ICIR -0.055μ 0.9898σ 0.1710
Ref($low, 36)/$closeIC -0.0020ICIR -0.035μ 0.9891σ 0.1694
Ref($low, 35)/$closeIC -0.0013ICIR -0.023μ 0.9910σ 0.1659
Ref($low, 34)/$closeIC 0.0010ICIR 0.020μ 0.9965σ 0.1642
Ref($low, 33)/$closeIC -0.0000ICIR -0.000μ 0.9973σ 0.1617
Ref($low, 32)/$closeIC 0.0007ICIR 0.014μ 0.9935σ 0.1585
Ref($low, 31)/$closeIC 0.0019ICIR 0.035μ 0.9937σ 0.1541
Ref($low, 30)/$closeIC 0.0038ICIR 0.071μ 0.9971σ 0.1532
Ref($low, 29)/$closeIC 0.0048ICIR 0.092μ 1.0008σ 0.1527
Ref($low, 28)/$closeIC 0.0061ICIR 0.114μ 1.0047σ 0.1515
Ref($low, 27)/$closeIC 0.0060ICIR 0.117μ 1.0058σ 0.1477
Ref($low, 26)/$closeIC 0.0067ICIR 0.129μ 1.0043σ 0.1471
Ref($low, 25)/$closeIC 0.0076ICIR 0.143μ 1.0019σ 0.1461
Ref($low, 24)/$closeIC 0.0089ICIR 0.172μ 0.9983σ 0.1454
Ref($low, 23)/$closeIC 0.0098ICIR 0.185μ 0.9982σ 0.1438
Ref($low, 22)/$closeIC 0.0116ICIR 0.221μ 0.9958σ 0.1417
Ref($low, 21)/$closeIC 0.0149ICIR 0.288μ 0.9928σ 0.1389
Ref($low, 20)/$closeIC 0.0158ICIR 0.304μ 0.9931σ 0.1348
Ref($low, 19)/$closeIC 0.0143ICIR 0.268μ 0.9881σ 0.1278
Ref($low, 18)/$closeIC 0.0153ICIR 0.300μ 0.9889σ 0.1220
Ref($low, 17)/$closeIC 0.0154ICIR 0.304μ 0.9860σ 0.1144
Ref($low, 16)/$closeIC 0.0175ICIR 0.340μ 0.9839σ 0.1071
Ref($low, 15)/$closeIC 0.0165ICIR 0.320μ 0.9823σ 0.1018
Ref($low, 14)/$closeIC 0.0159ICIR 0.313μ 0.9824σ 0.1000
Ref($low, 13)/$closeIC 0.0154ICIR 0.294μ 0.9838σ 0.0925
Ref($low, 12)/$closeIC 0.0137ICIR 0.246μ 0.9822σ 0.0889
Ref($low, 11)/$closeIC 0.0166ICIR 0.297μ 0.9799σ 0.0842
Ref($low, 10)/$closeIC 0.0134ICIR 0.243μ 0.9787σ 0.0764
Ref($low, 9)/$closeIC 0.0146ICIR 0.261μ 0.9769σ 0.0711
Ref($low, 8)/$closeIC 0.0102ICIR 0.172μ 0.9786σ 0.0672
Ref($low, 7)/$closeIC 0.0063ICIR 0.096μ 0.9791σ 0.0617
Ref($low, 6)/$closeIC 0.0073ICIR 0.108μ 0.9796σ 0.0568
Ref($low, 5)/$closeIC 0.0067ICIR 0.100μ 0.9810σ 0.0513
Ref($low, 4)/$closeIC 0.0076ICIR 0.107μ 0.9844σ 0.0452
Ref($low, 3)/$closeIC 0.0047ICIR 0.068μ 0.9847σ 0.0391
Ref($low, 2)/$closeIC 0.0081ICIR 0.111μ 0.9846σ 0.0356
Ref($low, 1)/$closeIC 0.0075ICIR 0.097μ 0.9844σ 0.0212
$low/$closeIC 0.0151ICIR 0.191μ 0.9835σ 0.0158
Ref($vwap, 59)/$closeIC -0.0109ICIR -0.191μ 1.0034σ 0.2223
Ref($vwap, 58)/$closeIC -0.0109ICIR -0.187μ 1.0027σ 0.2185
Ref($vwap, 57)/$closeIC -0.0104ICIR -0.179μ 1.0027σ 0.2142
Ref($vwap, 56)/$closeIC -0.0106ICIR -0.181μ 1.0034σ 0.2108
Ref($vwap, 55)/$closeIC -0.0114ICIR -0.190μ 1.0038σ 0.2076
Ref($vwap, 54)/$closeIC -0.0119ICIR -0.200μ 1.0034σ 0.2049
Ref($vwap, 53)/$closeIC -0.0119ICIR -0.204μ 1.0055σ 0.2044
Ref($vwap, 52)/$closeIC -0.0112ICIR -0.192μ 1.0061σ 0.2045
Ref($vwap, 51)/$closeIC -0.0109ICIR -0.190μ 1.0064σ 0.2043
Ref($vwap, 50)/$closeIC -0.0108ICIR -0.188μ 1.0073σ 0.2023
Ref($vwap, 49)/$closeIC -0.0103ICIR -0.177μ 1.0079σ 0.2000
Ref($vwap, 48)/$closeIC -0.0099ICIR -0.172μ 1.0081σ 0.1993
Ref($vwap, 47)/$closeIC -0.0096ICIR -0.168μ 1.0066σ 0.1987
Ref($vwap, 46)/$closeIC -0.0093ICIR -0.160μ 1.0035σ 0.1967
Ref($vwap, 45)/$closeIC -0.0082ICIR -0.141μ 1.0030σ 0.1965
Ref($vwap, 44)/$closeIC -0.0080ICIR -0.136μ 1.0038σ 0.1967
Ref($vwap, 43)/$closeIC -0.0082ICIR -0.138μ 1.0055σ 0.1946
Ref($vwap, 42)/$closeIC -0.0073ICIR -0.122μ 1.0059σ 0.1913
Ref($vwap, 41)/$closeIC -0.0065ICIR -0.111μ 1.0084σ 0.1881
Ref($vwap, 40)/$closeIC -0.0064ICIR -0.109μ 1.0061σ 0.1837
Ref($vwap, 39)/$closeIC -0.0056ICIR -0.095μ 1.0052σ 0.1807
Ref($vwap, 38)/$closeIC -0.0039ICIR -0.066μ 1.0064σ 0.1772
Ref($vwap, 37)/$closeIC -0.0030ICIR -0.051μ 1.0048σ 0.1738
Ref($vwap, 36)/$closeIC -0.0020ICIR -0.035μ 1.0048σ 0.1704
Ref($vwap, 35)/$closeIC -0.0007ICIR -0.013μ 1.0107σ 0.1681
Ref($vwap, 34)/$closeIC -0.0003ICIR -0.005μ 1.0134σ 0.1665
Ref($vwap, 33)/$closeIC -0.0003ICIR -0.005μ 1.0127σ 0.1637
Ref($vwap, 32)/$closeIC 0.0012ICIR 0.023μ 1.0095σ 0.1599
Ref($vwap, 31)/$closeIC 0.0014ICIR 0.027μ 1.0100σ 0.1567
Ref($vwap, 30)/$closeIC 0.0030ICIR 0.058μ 1.0137σ 0.1549
Ref($vwap, 29)/$closeIC 0.0045ICIR 0.087μ 1.0178σ 0.1547
Ref($vwap, 28)/$closeIC 0.0063ICIR 0.120μ 1.0207σ 0.1534
Ref($vwap, 27)/$closeIC 0.0065ICIR 0.126μ 1.0222σ 0.1511
Ref($vwap, 26)/$closeIC 0.0073ICIR 0.138μ 1.0202σ 0.1496
Ref($vwap, 25)/$closeIC 0.0078ICIR 0.149μ 1.0169σ 0.1487
Ref($vwap, 24)/$closeIC 0.0089ICIR 0.176μ 1.0146σ 0.1476
Ref($vwap, 23)/$closeIC 0.0104ICIR 0.202μ 1.0151σ 0.1455
Ref($vwap, 22)/$closeIC 0.0126ICIR 0.247μ 1.0117σ 0.1438
Ref($vwap, 21)/$closeIC 0.0140ICIR 0.272μ 1.0089σ 0.1419
Ref($vwap, 20)/$closeIC 0.0143ICIR 0.273μ 1.0079σ 0.1361
Ref($vwap, 19)/$closeIC 0.0145ICIR 0.281μ 1.0058σ 0.1286
Ref($vwap, 18)/$closeIC 0.0158ICIR 0.312μ 1.0047σ 0.1223
Ref($vwap, 17)/$closeIC 0.0155ICIR 0.315μ 1.0014σ 0.1162
Ref($vwap, 16)/$closeIC 0.0164ICIR 0.332μ 1.0001σ 0.1097
Ref($vwap, 15)/$closeIC 0.0165ICIR 0.335μ 0.9979σ 0.1033
Ref($vwap, 14)/$closeIC 0.0154ICIR 0.316μ 1.0002σ 0.0985
Ref($vwap, 13)/$closeIC 0.0145ICIR 0.290μ 0.9994σ 0.0929
Ref($vwap, 12)/$closeIC 0.0160ICIR 0.308μ 0.9975σ 0.0889
Ref($vwap, 11)/$closeIC 0.0161ICIR 0.310μ 0.9964σ 0.0836
Ref($vwap, 10)/$closeIC 0.0152ICIR 0.285μ 0.9935σ 0.0766
Ref($vwap, 9)/$closeIC 0.0137ICIR 0.255μ 0.9929σ 0.0710
Ref($vwap, 8)/$closeIC 0.0117ICIR 0.207μ 0.9951σ 0.0668
Ref($vwap, 7)/$closeIC 0.0056ICIR 0.098μ 0.9950σ 0.0608
Ref($vwap, 6)/$closeIC 0.0068ICIR 0.104μ 0.9948σ 0.0557
Ref($vwap, 5)/$closeIC 0.0089ICIR 0.136μ 0.9985σ 0.0487
Ref($vwap, 4)/$closeIC 0.0066ICIR 0.097μ 0.9997σ 0.0440
Ref($vwap, 3)/$closeIC 0.0042ICIR 0.064μ 1.0010σ 0.0372
Ref($vwap, 2)/$closeIC 0.0122ICIR 0.178μ 1.0011σ 0.0299
Ref($vwap, 1)/$closeIC 0.0174ICIR 0.243μ 1.0002σ 0.0191
$vwap/$closeIC 0.0152ICIR 0.224μ 1.0001σ 0.0065
Ref($volume, 59)/($volume+1e-12)IC -0.0027ICIR -0.045μ 1.1647σ 0.7576
Ref($volume, 58)/($volume+1e-12)IC 0.0083ICIR 0.122μ 1.2076σ 0.8650
Ref($volume, 57)/($volume+1e-12)IC 0.0006ICIR 0.009μ 1.1430σ 0.7028
Ref($volume, 56)/($volume+1e-12)IC 0.0110ICIR 0.184μ 1.1670σ 0.8321
Ref($volume, 55)/($volume+1e-12)IC 0.0009ICIR 0.015μ 1.1805σ 0.8044
Ref($volume, 54)/($volume+1e-12)IC 0.0098ICIR 0.153μ 1.1515σ 0.7760
Ref($volume, 53)/($volume+1e-12)IC 0.0081ICIR 0.133μ 1.1779σ 0.7222
Ref($volume, 52)/($volume+1e-12)IC 0.0128ICIR 0.217μ 1.1467σ 0.7701
Ref($volume, 51)/($volume+1e-12)IC 0.0018ICIR 0.029μ 1.1609σ 0.7411
Ref($volume, 50)/($volume+1e-12)IC 0.0005ICIR 0.008μ 1.1382σ 0.7421
Ref($volume, 49)/($volume+1e-12)IC -0.0022ICIR -0.035μ 1.2094σ 0.7921
Ref($volume, 48)/($volume+1e-12)IC 0.0041ICIR 0.067μ 1.1408σ 0.7046
Ref($volume, 47)/($volume+1e-12)IC 0.0011ICIR 0.020μ 1.1595σ 0.7697
Ref($volume, 46)/($volume+1e-12)IC 0.0052ICIR 0.087μ 1.2076σ 0.9186
Ref($volume, 45)/($volume+1e-12)IC 0.0059ICIR 0.105μ 1.1524σ 0.6988
Ref($volume, 44)/($volume+1e-12)IC 0.0039ICIR 0.061μ 1.1363σ 0.7242
Ref($volume, 43)/($volume+1e-12)IC 0.0066ICIR 0.118μ 1.1299σ 0.6992
Ref($volume, 42)/($volume+1e-12)IC 0.0043ICIR 0.059μ 1.2130σ 0.9012
Ref($volume, 41)/($volume+1e-12)IC 0.0008ICIR 0.014μ 1.1909σ 0.7533
Ref($volume, 40)/($volume+1e-12)IC 0.0072ICIR 0.120μ 1.1586σ 0.7107
Ref($volume, 39)/($volume+1e-12)IC 0.0033ICIR 0.049μ 1.1311σ 0.7546
Ref($volume, 38)/($volume+1e-12)IC 0.0151ICIR 0.231μ 1.1946σ 0.7881
Ref($volume, 37)/($volume+1e-12)IC 0.0132ICIR 0.236μ 1.1625σ 0.7137
Ref($volume, 36)/($volume+1e-12)IC 0.0057ICIR 0.092μ 1.1994σ 0.9196
Ref($volume, 35)/($volume+1e-12)IC 0.0094ICIR 0.144μ 1.3137σ 0.9710
Ref($volume, 34)/($volume+1e-12)IC 0.0021ICIR 0.032μ 1.1933σ 0.7638
Ref($volume, 33)/($volume+1e-12)IC 0.0044ICIR 0.065μ 1.1452σ 0.6925
Ref($volume, 32)/($volume+1e-12)IC 0.0000ICIR 0.000μ 1.2060σ 0.8135
Ref($volume, 31)/($volume+1e-12)IC 0.0021ICIR 0.032μ 1.1376σ 0.7478
Ref($volume, 30)/($volume+1e-12)IC -0.0043ICIR -0.071μ 1.1980σ 0.8250
Ref($volume, 29)/($volume+1e-12)IC 0.0073ICIR 0.124μ 1.1463σ 0.8176
Ref($volume, 28)/($volume+1e-12)IC 0.0063ICIR 0.109μ 1.1124σ 0.6546
Ref($volume, 27)/($volume+1e-12)IC 0.0111ICIR 0.168μ 1.1509σ 0.6818
Ref($volume, 26)/($volume+1e-12)IC -0.0058ICIR -0.121μ 1.1493σ 0.6913
Ref($volume, 25)/($volume+1e-12)IC 0.0053ICIR 0.095μ 1.1708σ 0.7229
Ref($volume, 24)/($volume+1e-12)IC 0.0003ICIR 0.006μ 1.2093σ 0.8678
Ref($volume, 23)/($volume+1e-12)IC 0.0028ICIR 0.041μ 1.2178σ 0.7755
Ref($volume, 22)/($volume+1e-12)IC 0.0050ICIR 0.087μ 1.2367σ 0.8553
Ref($volume, 21)/($volume+1e-12)IC 0.0028ICIR 0.046μ 1.1610σ 0.7424
Ref($volume, 20)/($volume+1e-12)IC 0.0059ICIR 0.103μ 1.1110σ 0.8001
Ref($volume, 19)/($volume+1e-12)IC 0.0011ICIR 0.019μ 1.2463σ 0.9049
Ref($volume, 18)/($volume+1e-12)IC 0.0093ICIR 0.141μ 1.1563σ 0.7678
Ref($volume, 17)/($volume+1e-12)IC 0.0024ICIR 0.035μ 1.1780σ 0.7719
Ref($volume, 16)/($volume+1e-12)IC -0.0021ICIR -0.036μ 1.1881σ 0.7147
Ref($volume, 15)/($volume+1e-12)IC 0.0061ICIR 0.094μ 1.1429σ 0.7341
Ref($volume, 14)/($volume+1e-12)IC -0.0001ICIR -0.002μ 1.2824σ 0.8248
Ref($volume, 13)/($volume+1e-12)IC -0.0044ICIR -0.068μ 1.1516σ 0.7534
Ref($volume, 12)/($volume+1e-12)IC 0.0167ICIR 0.266μ 1.1571σ 0.8137
Ref($volume, 11)/($volume+1e-12)IC 0.0050ICIR 0.096μ 1.2517σ 0.7383
Ref($volume, 10)/($volume+1e-12)IC 0.0052ICIR 0.080μ 1.1836σ 0.7848
Ref($volume, 9)/($volume+1e-12)IC -0.0022ICIR -0.040μ 1.1632σ 0.6959
Ref($volume, 8)/($volume+1e-12)IC 0.0076ICIR 0.112μ 1.2437σ 0.8641
Ref($volume, 7)/($volume+1e-12)IC 0.0038ICIR 0.059μ 1.2253σ 0.7849
Ref($volume, 6)/($volume+1e-12)IC 0.0048ICIR 0.084μ 1.1904σ 0.7957
Ref($volume, 5)/($volume+1e-12)IC 0.0138ICIR 0.221μ 1.1780σ 0.7207
Ref($volume, 4)/($volume+1e-12)IC 0.0094ICIR 0.145μ 1.1244σ 0.6568
Ref($volume, 3)/($volume+1e-12)IC 0.0046ICIR 0.074μ 1.1884σ 0.8368
Ref($volume, 2)/($volume+1e-12)IC 0.0070ICIR 0.139μ 1.1879σ 0.7556
Ref($volume, 1)/($volume+1e-12)IC 0.0006ICIR 0.009μ 1.2109σ 0.8223
$volume/($volume+1e-12)IC 0.0052ICIR 0.071μ 1.0000σ 0.0000