| signalDate |
tradeDate |
factor |
fexp |
facret |
contrib |
category |
| 2025-04-30 |
2025-05-01 |
quality |
3.0381 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-04-30 |
2025-05-01 |
value_liq |
0.7279 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-04-30 |
2025-05-01 |
fmom |
0.5397 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-04-30 |
2025-05-01 |
linkage |
0.5455 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-30 |
2025-05-01 |
neglect |
0.8835 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-04-30 |
2025-05-01 |
stability |
4.9097 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-04-30 |
2025-05-01 |
momentum |
0.1448 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-30 |
2025-05-01 |
reversal |
0.7277 |
-0.0000 |
-0.0000 |
alpha_REVERSAL |
| 2025-04-30 |
2025-05-01 |
value_gc |
1.5856 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-04-30 |
2025-05-01 |
revision |
0.6443 |
-0.0004 |
-0.0002 |
alpha_REVISION |
| 2025-05-01 |
2025-05-02 |
neglect |
0.8700 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-05-01 |
2025-05-02 |
revision |
0.5924 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-05-01 |
2025-05-02 |
momentum |
0.1443 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-01 |
2025-05-02 |
fmom |
0.5518 |
0.0005 |
0.0003 |
alpha_QUALITY |
| 2025-05-01 |
2025-05-02 |
value_gc |
1.5846 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-05-01 |
2025-05-02 |
reversal |
0.7280 |
0.0009 |
0.0006 |
alpha_REVERSAL |
| 2025-05-01 |
2025-05-02 |
quality |
3.0509 |
0.0003 |
0.0008 |
alpha_QUALITY |
| 2025-05-01 |
2025-05-02 |
stability |
4.9099 |
-0.0005 |
-0.0026 |
alpha_QUALITY |
| 2025-05-01 |
2025-05-02 |
value_liq |
0.7260 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-05-01 |
2025-05-02 |
linkage |
0.5379 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-02 |
2025-05-05 |
stability |
4.6072 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-05-02 |
2025-05-05 |
linkage |
0.6223 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-02 |
2025-05-05 |
value_liq |
0.7004 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-05-02 |
2025-05-05 |
quality |
2.9843 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-05-02 |
2025-05-05 |
fmom |
0.4506 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-05-02 |
2025-05-05 |
neglect |
0.7387 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-05-02 |
2025-05-05 |
momentum |
0.1961 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-02 |
2025-05-05 |
revision |
0.6195 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-05-02 |
2025-05-05 |
value_gc |
1.5716 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-02 |
2025-05-05 |
reversal |
0.8147 |
0.0003 |
0.0002 |
alpha_REVERSAL |
| 2025-05-05 |
2025-05-06 |
stability |
4.6753 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-05-05 |
2025-05-06 |
value_liq |
0.6980 |
-0.0011 |
-0.0008 |
alpha_VALUE |
| 2025-05-05 |
2025-05-06 |
momentum |
0.1640 |
0.0017 |
0.0003 |
alpha_MOMENTUM |
| 2025-05-05 |
2025-05-06 |
linkage |
0.7091 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-05-05 |
2025-05-06 |
value_gc |
1.5767 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-05-05 |
2025-05-06 |
reversal |
0.8451 |
0.0017 |
0.0014 |
alpha_REVERSAL |
| 2025-05-05 |
2025-05-06 |
fmom |
0.5053 |
-0.0008 |
-0.0004 |
alpha_QUALITY |
| 2025-05-05 |
2025-05-06 |
neglect |
0.7400 |
0.0009 |
0.0006 |
alpha_VALUE |
| 2025-05-05 |
2025-05-06 |
quality |
3.0727 |
-0.0012 |
-0.0036 |
alpha_QUALITY |
| 2025-05-05 |
2025-05-06 |
revision |
0.6611 |
0.0003 |
0.0002 |
alpha_REVISION |
| 2025-05-06 |
2025-05-07 |
fmom |
0.5041 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-05-06 |
2025-05-07 |
reversal |
0.8163 |
0.0022 |
0.0018 |
alpha_REVERSAL |
| 2025-05-06 |
2025-05-07 |
neglect |
0.7241 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-05-06 |
2025-05-07 |
value_gc |
1.5175 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-05-06 |
2025-05-07 |
momentum |
0.0950 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-06 |
2025-05-07 |
revision |
0.7065 |
0.0006 |
0.0004 |
alpha_REVISION |
| 2025-05-06 |
2025-05-07 |
value_liq |
0.6786 |
0.0011 |
0.0007 |
alpha_VALUE |
| 2025-05-06 |
2025-05-07 |
quality |
3.0587 |
0.0006 |
0.0019 |
alpha_QUALITY |
| 2025-05-06 |
2025-05-07 |
linkage |
0.7641 |
0.0005 |
0.0004 |
alpha_MOMENTUM |
| 2025-05-06 |
2025-05-07 |
stability |
4.5855 |
-0.0004 |
-0.0019 |
alpha_QUALITY |
| 2025-05-07 |
2025-05-08 |
stability |
4.6262 |
0.0005 |
0.0024 |
alpha_QUALITY |
| 2025-05-07 |
2025-05-08 |
revision |
0.7777 |
-0.0006 |
-0.0004 |
alpha_REVISION |
| 2025-05-07 |
2025-05-08 |
momentum |
0.0326 |
0.0010 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-07 |
2025-05-08 |
value_gc |
1.4986 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-05-07 |
2025-05-08 |
linkage |
0.8449 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-07 |
2025-05-08 |
reversal |
0.7413 |
-0.0009 |
-0.0006 |
alpha_REVERSAL |
| 2025-05-07 |
2025-05-08 |
value_liq |
0.6654 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-07 |
2025-05-08 |
quality |
3.0866 |
0.0002 |
0.0007 |
alpha_QUALITY |
| 2025-05-07 |
2025-05-08 |
neglect |
0.7188 |
-0.0011 |
-0.0008 |
alpha_VALUE |
| 2025-05-07 |
2025-05-08 |
fmom |
0.4575 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-05-08 |
2025-05-09 |
value_gc |
1.4880 |
0.0010 |
0.0014 |
alpha_VALUE |
| 2025-05-08 |
2025-05-09 |
quality |
3.1051 |
0.0012 |
0.0037 |
alpha_QUALITY |
| 2025-05-08 |
2025-05-09 |
fmom |
0.4316 |
0.0007 |
0.0003 |
alpha_QUALITY |
| 2025-05-08 |
2025-05-09 |
momentum |
-0.0265 |
-0.0006 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-08 |
2025-05-09 |
linkage |
0.8127 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-05-08 |
2025-05-09 |
neglect |
0.7043 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-05-08 |
2025-05-09 |
stability |
4.6432 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-05-08 |
2025-05-09 |
value_liq |
0.6620 |
0.0009 |
0.0006 |
alpha_VALUE |
| 2025-05-08 |
2025-05-09 |
reversal |
0.6925 |
0.0011 |
0.0008 |
alpha_REVERSAL |
| 2025-05-08 |
2025-05-09 |
revision |
0.7679 |
0.0009 |
0.0007 |
alpha_REVISION |
| 2025-05-09 |
2025-05-12 |
neglect |
0.7093 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-05-09 |
2025-05-12 |
linkage |
0.7822 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-05-09 |
2025-05-12 |
value_liq |
0.6752 |
0.0012 |
0.0008 |
alpha_VALUE |
| 2025-05-09 |
2025-05-12 |
quality |
3.1121 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-05-09 |
2025-05-12 |
value_gc |
1.5092 |
0.0013 |
0.0020 |
alpha_VALUE |
| 2025-05-09 |
2025-05-12 |
reversal |
0.6996 |
0.0005 |
0.0003 |
alpha_REVERSAL |
| 2025-05-09 |
2025-05-12 |
revision |
0.7536 |
-0.0021 |
-0.0016 |
alpha_REVISION |
| 2025-05-09 |
2025-05-12 |
momentum |
-0.0470 |
-0.0009 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-09 |
2025-05-12 |
fmom |
0.4057 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-05-09 |
2025-05-12 |
stability |
4.6630 |
0.0005 |
0.0023 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
value_liq |
0.6846 |
0.0008 |
0.0005 |
alpha_VALUE |
| 2025-05-12 |
2025-05-13 |
stability |
4.6882 |
-0.0009 |
-0.0044 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
reversal |
0.8852 |
0.0020 |
0.0018 |
alpha_REVERSAL |
| 2025-05-12 |
2025-05-13 |
revision |
0.7542 |
-0.0017 |
-0.0013 |
alpha_REVISION |
| 2025-05-12 |
2025-05-13 |
fmom |
0.4047 |
0.0012 |
0.0005 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
neglect |
0.7267 |
-0.0015 |
-0.0011 |
alpha_VALUE |
| 2025-05-12 |
2025-05-13 |
quality |
3.1276 |
0.0015 |
0.0048 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
value_gc |
1.5398 |
0.0012 |
0.0019 |
alpha_VALUE |
| 2025-05-12 |
2025-05-13 |
linkage |
0.8052 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-12 |
2025-05-13 |
momentum |
-0.0606 |
-0.0008 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-13 |
2025-05-14 |
revision |
0.7178 |
0.0011 |
0.0008 |
alpha_REVISION |
| 2025-05-13 |
2025-05-14 |
momentum |
-0.0586 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-13 |
2025-05-14 |
fmom |
0.4026 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-05-13 |
2025-05-14 |
stability |
4.6880 |
-0.0008 |
-0.0036 |
alpha_QUALITY |
| 2025-05-13 |
2025-05-14 |
reversal |
0.9807 |
-0.0020 |
-0.0020 |
alpha_REVERSAL |
| 2025-05-13 |
2025-05-14 |
neglect |
0.7306 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-05-13 |
2025-05-14 |
value_liq |
0.6741 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-05-13 |
2025-05-14 |
quality |
3.0887 |
0.0010 |
0.0032 |
alpha_QUALITY |
| 2025-05-13 |
2025-05-14 |
value_gc |
1.5658 |
0.0012 |
0.0019 |
alpha_VALUE |
| 2025-05-13 |
2025-05-14 |
linkage |
0.8470 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-14 |
2025-05-15 |
reversal |
1.0526 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-05-14 |
2025-05-15 |
fmom |
0.3860 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-05-14 |
2025-05-15 |
linkage |
0.9054 |
-0.0010 |
-0.0009 |
alpha_MOMENTUM |
| 2025-05-14 |
2025-05-15 |
momentum |
-0.0537 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-14 |
2025-05-15 |
value_gc |
1.5007 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-05-14 |
2025-05-15 |
quality |
3.0489 |
0.0009 |
0.0029 |
alpha_QUALITY |
| 2025-05-14 |
2025-05-15 |
value_liq |
0.6634 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-14 |
2025-05-15 |
revision |
0.7006 |
0.0004 |
0.0003 |
alpha_REVISION |
| 2025-05-14 |
2025-05-15 |
stability |
4.6837 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-05-14 |
2025-05-15 |
neglect |
0.7313 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-05-15 |
2025-05-16 |
stability |
4.7103 |
-0.0002 |
-0.0008 |
alpha_QUALITY |
| 2025-05-15 |
2025-05-16 |
reversal |
0.9504 |
0.0016 |
0.0016 |
alpha_REVERSAL |
| 2025-05-15 |
2025-05-16 |
fmom |
0.3372 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-05-15 |
2025-05-16 |
value_liq |
0.6543 |
-0.0009 |
-0.0006 |
alpha_VALUE |
| 2025-05-15 |
2025-05-16 |
quality |
3.0647 |
0.0005 |
0.0015 |
alpha_QUALITY |
| 2025-05-15 |
2025-05-16 |
linkage |
0.9413 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-05-15 |
2025-05-16 |
momentum |
-0.0457 |
0.0005 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-15 |
2025-05-16 |
value_gc |
1.4891 |
0.0000 |
0.0001 |
alpha_VALUE |
| 2025-05-15 |
2025-05-16 |
neglect |
0.7405 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-05-15 |
2025-05-16 |
revision |
0.7125 |
0.0007 |
0.0005 |
alpha_REVISION |
| 2025-05-16 |
2025-05-19 |
neglect |
0.8067 |
0.0011 |
0.0009 |
alpha_VALUE |
| 2025-05-16 |
2025-05-19 |
linkage |
0.9719 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-05-16 |
2025-05-19 |
fmom |
0.2584 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-05-16 |
2025-05-19 |
stability |
4.6586 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-05-16 |
2025-05-19 |
revision |
0.7377 |
0.0006 |
0.0004 |
alpha_REVISION |
| 2025-05-16 |
2025-05-19 |
value_liq |
0.6713 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-05-16 |
2025-05-19 |
quality |
3.0523 |
-0.0007 |
-0.0021 |
alpha_QUALITY |
| 2025-05-16 |
2025-05-19 |
reversal |
0.9507 |
0.0029 |
0.0028 |
alpha_REVERSAL |
| 2025-05-16 |
2025-05-19 |
momentum |
-0.0345 |
0.0012 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-16 |
2025-05-19 |
value_gc |
1.4995 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-05-19 |
2025-05-20 |
linkage |
0.9575 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-05-19 |
2025-05-20 |
quality |
3.0802 |
0.0012 |
0.0037 |
alpha_QUALITY |
| 2025-05-19 |
2025-05-20 |
value_gc |
1.5273 |
-0.0004 |
-0.0006 |
alpha_VALUE |
| 2025-05-19 |
2025-05-20 |
neglect |
0.8231 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-05-19 |
2025-05-20 |
revision |
0.6668 |
0.0004 |
0.0003 |
alpha_REVISION |
| 2025-05-19 |
2025-05-20 |
momentum |
-0.0768 |
0.0003 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-19 |
2025-05-20 |
reversal |
0.9597 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-05-19 |
2025-05-20 |
fmom |
0.2225 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-05-19 |
2025-05-20 |
stability |
4.6948 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-05-19 |
2025-05-20 |
value_liq |
0.6915 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-05-20 |
2025-05-21 |
stability |
4.7009 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-05-20 |
2025-05-21 |
neglect |
0.8210 |
-0.0008 |
-0.0007 |
alpha_VALUE |
| 2025-05-20 |
2025-05-21 |
value_liq |
0.6876 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-05-20 |
2025-05-21 |
quality |
3.1165 |
0.0003 |
0.0010 |
alpha_QUALITY |
| 2025-05-20 |
2025-05-21 |
momentum |
-0.1154 |
-0.0008 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-20 |
2025-05-21 |
revision |
0.6670 |
0.0013 |
0.0009 |
alpha_REVISION |
| 2025-05-20 |
2025-05-21 |
linkage |
0.9347 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-05-20 |
2025-05-21 |
reversal |
0.9693 |
-0.0004 |
-0.0004 |
alpha_REVERSAL |
| 2025-05-20 |
2025-05-21 |
fmom |
0.1983 |
0.0006 |
0.0001 |
alpha_QUALITY |
| 2025-05-20 |
2025-05-21 |
value_gc |
1.5347 |
0.0009 |
0.0014 |
alpha_VALUE |
| 2025-05-21 |
2025-05-22 |
value_gc |
1.5338 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-05-21 |
2025-05-22 |
revision |
0.7165 |
0.0009 |
0.0006 |
alpha_REVISION |
| 2025-05-21 |
2025-05-22 |
value_liq |
0.6901 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-05-21 |
2025-05-22 |
momentum |
-0.1349 |
0.0004 |
-0.0001 |
alpha_MOMENTUM |
| 2025-05-21 |
2025-05-22 |
linkage |
0.9216 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-05-21 |
2025-05-22 |
reversal |
0.9838 |
-0.0005 |
-0.0005 |
alpha_REVERSAL |
| 2025-05-21 |
2025-05-22 |
stability |
4.6746 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-05-21 |
2025-05-22 |
quality |
3.1316 |
0.0006 |
0.0017 |
alpha_QUALITY |
| 2025-05-21 |
2025-05-22 |
neglect |
0.8112 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-05-21 |
2025-05-22 |
fmom |
0.1870 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-05-22 |
2025-05-23 |
quality |
3.1451 |
0.0004 |
0.0012 |
alpha_QUALITY |
| 2025-05-22 |
2025-05-23 |
fmom |
0.1709 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-05-22 |
2025-05-23 |
stability |
4.6740 |
0.0007 |
0.0034 |
alpha_QUALITY |
| 2025-05-22 |
2025-05-23 |
revision |
0.6714 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-05-22 |
2025-05-23 |
momentum |
-0.1483 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-22 |
2025-05-23 |
reversal |
1.0048 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-05-22 |
2025-05-23 |
value_gc |
1.5497 |
0.0002 |
0.0004 |
alpha_VALUE |
| 2025-05-22 |
2025-05-23 |
linkage |
0.9385 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-05-22 |
2025-05-23 |
neglect |
0.8075 |
-0.0010 |
-0.0008 |
alpha_VALUE |
| 2025-05-22 |
2025-05-23 |
value_liq |
0.7205 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-23 |
2025-05-26 |
fmom |
0.1896 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-05-23 |
2025-05-26 |
stability |
4.6952 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-05-23 |
2025-05-26 |
reversal |
0.8919 |
0.0017 |
0.0015 |
alpha_REVERSAL |
| 2025-05-23 |
2025-05-26 |
linkage |
0.9293 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-05-23 |
2025-05-26 |
value_liq |
0.7449 |
-0.0016 |
-0.0012 |
alpha_VALUE |
| 2025-05-23 |
2025-05-26 |
quality |
3.1832 |
-0.0007 |
-0.0021 |
alpha_QUALITY |
| 2025-05-23 |
2025-05-26 |
value_gc |
1.5864 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-05-23 |
2025-05-26 |
momentum |
-0.1154 |
0.0005 |
-0.0001 |
alpha_MOMENTUM |
| 2025-05-23 |
2025-05-26 |
revision |
0.7385 |
-0.0003 |
-0.0002 |
alpha_REVISION |
| 2025-05-23 |
2025-05-26 |
neglect |
0.8106 |
0.0011 |
0.0009 |
alpha_VALUE |
| 2025-05-26 |
2025-05-27 |
value_liq |
0.8126 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-05-26 |
2025-05-27 |
value_gc |
1.6712 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-05-26 |
2025-05-27 |
linkage |
0.9393 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-05-26 |
2025-05-27 |
momentum |
-0.1305 |
-0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-26 |
2025-05-27 |
fmom |
0.2432 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-05-26 |
2025-05-27 |
neglect |
0.8181 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-05-26 |
2025-05-27 |
revision |
0.7924 |
-0.0007 |
-0.0005 |
alpha_REVISION |
| 2025-05-26 |
2025-05-27 |
quality |
3.2516 |
0.0007 |
0.0022 |
alpha_QUALITY |
| 2025-05-26 |
2025-05-27 |
reversal |
0.9722 |
-0.0010 |
-0.0010 |
alpha_REVERSAL |
| 2025-05-26 |
2025-05-27 |
stability |
4.7122 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-05-27 |
2025-05-28 |
value_gc |
1.7143 |
0.0009 |
0.0015 |
alpha_VALUE |
| 2025-05-27 |
2025-05-28 |
linkage |
0.9546 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-27 |
2025-05-28 |
momentum |
-0.1280 |
-0.0012 |
0.0002 |
alpha_MOMENTUM |
| 2025-05-27 |
2025-05-28 |
neglect |
0.7889 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-27 |
2025-05-28 |
quality |
3.2788 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-05-27 |
2025-05-28 |
reversal |
1.1063 |
0.0010 |
0.0011 |
alpha_REVERSAL |
| 2025-05-27 |
2025-05-28 |
revision |
0.8371 |
0.0004 |
0.0004 |
alpha_REVISION |
| 2025-05-27 |
2025-05-28 |
stability |
4.6992 |
0.0008 |
0.0036 |
alpha_QUALITY |
| 2025-05-27 |
2025-05-28 |
value_liq |
0.8532 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-05-27 |
2025-05-28 |
fmom |
0.2796 |
0.0013 |
0.0004 |
alpha_QUALITY |
| 2025-05-28 |
2025-05-29 |
value_liq |
0.8397 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-05-28 |
2025-05-29 |
fmom |
0.2659 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-05-28 |
2025-05-29 |
stability |
4.6960 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-05-28 |
2025-05-29 |
quality |
3.3013 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-05-28 |
2025-05-29 |
neglect |
0.7503 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-05-28 |
2025-05-29 |
momentum |
-0.1177 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-05-28 |
2025-05-29 |
linkage |
0.9369 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-05-28 |
2025-05-29 |
reversal |
0.8787 |
0.0008 |
0.0007 |
alpha_REVERSAL |
| 2025-05-28 |
2025-05-29 |
value_gc |
1.7183 |
0.0006 |
0.0011 |
alpha_VALUE |
| 2025-05-28 |
2025-05-29 |
revision |
0.8415 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-05-29 |
2025-05-30 |
reversal |
0.7735 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-05-29 |
2025-05-30 |
quality |
3.3339 |
0.0003 |
0.0009 |
alpha_QUALITY |
| 2025-05-29 |
2025-05-30 |
revision |
0.9036 |
0.0004 |
0.0004 |
alpha_REVISION |
| 2025-05-29 |
2025-05-30 |
neglect |
0.7231 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-05-29 |
2025-05-30 |
momentum |
-0.1226 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-29 |
2025-05-30 |
linkage |
0.9348 |
0.0004 |
0.0004 |
alpha_MOMENTUM |
| 2025-05-29 |
2025-05-30 |
value_gc |
1.7239 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-05-29 |
2025-05-30 |
stability |
4.6904 |
-0.0003 |
-0.0015 |
alpha_QUALITY |
| 2025-05-29 |
2025-05-30 |
fmom |
0.2437 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-05-29 |
2025-05-30 |
value_liq |
0.8386 |
0.0003 |
0.0003 |
alpha_VALUE |