| signalDate |
tradeDate |
factor |
fexp |
facret |
contrib |
category |
| 2025-05-30 |
2025-06-02 |
stability |
4.6605 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-05-30 |
2025-06-02 |
reversal |
0.8691 |
0.0008 |
0.0007 |
alpha_REVERSAL |
| 2025-05-30 |
2025-06-02 |
value_liq |
0.8184 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-05-30 |
2025-06-02 |
revision |
0.9574 |
0.0019 |
0.0018 |
alpha_REVISION |
| 2025-05-30 |
2025-06-02 |
neglect |
0.7197 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-05-30 |
2025-06-02 |
momentum |
-0.1264 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-30 |
2025-06-02 |
quality |
3.3542 |
0.0003 |
0.0010 |
alpha_QUALITY |
| 2025-05-30 |
2025-06-02 |
fmom |
0.2489 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-05-30 |
2025-06-02 |
value_gc |
1.7444 |
-0.0003 |
-0.0005 |
alpha_VALUE |
| 2025-05-30 |
2025-06-02 |
linkage |
0.9283 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-02 |
2025-06-03 |
linkage |
0.9235 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-06-02 |
2025-06-03 |
quality |
3.4090 |
0.0004 |
0.0015 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
momentum |
-0.1537 |
-0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-02 |
2025-06-03 |
fmom |
0.2404 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
stability |
4.6471 |
-0.0002 |
-0.0010 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
neglect |
0.7251 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-02 |
2025-06-03 |
value_liq |
0.7897 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-02 |
2025-06-03 |
value_gc |
1.7604 |
-0.0004 |
-0.0007 |
alpha_VALUE |
| 2025-06-02 |
2025-06-03 |
revision |
0.9447 |
0.0005 |
0.0005 |
alpha_REVISION |
| 2025-06-02 |
2025-06-03 |
reversal |
0.8286 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-06-03 |
2025-06-04 |
reversal |
0.9148 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-06-03 |
2025-06-04 |
quality |
3.4737 |
0.0010 |
0.0035 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
fmom |
0.2208 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
linkage |
0.9413 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-06-03 |
2025-06-04 |
value_liq |
0.8000 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
value_gc |
1.7758 |
-0.0006 |
-0.0011 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
neglect |
0.7615 |
-0.0010 |
-0.0008 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
revision |
0.8243 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-06-03 |
2025-06-04 |
stability |
4.6536 |
-0.0007 |
-0.0032 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
momentum |
-0.1750 |
-0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-04 |
2025-06-05 |
quality |
3.5119 |
-0.0009 |
-0.0032 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
linkage |
0.9646 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-06-04 |
2025-06-05 |
momentum |
-0.1784 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-04 |
2025-06-05 |
neglect |
0.7918 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
revision |
0.8430 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-06-04 |
2025-06-05 |
value_gc |
1.8132 |
0.0006 |
0.0011 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
value_liq |
0.8186 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
fmom |
0.2105 |
-0.0006 |
-0.0001 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
stability |
4.6865 |
0.0008 |
0.0040 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
reversal |
0.9757 |
0.0018 |
0.0017 |
alpha_REVERSAL |
| 2025-06-05 |
2025-06-06 |
neglect |
0.8032 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
quality |
3.5400 |
-0.0011 |
-0.0037 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
linkage |
0.9970 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-06-05 |
2025-06-06 |
fmom |
0.2151 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
reversal |
0.9055 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-06-05 |
2025-06-06 |
value_gc |
1.8245 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
stability |
4.6913 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
value_liq |
0.8190 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
momentum |
-0.2059 |
-0.0010 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-05 |
2025-06-06 |
revision |
0.9135 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-06-06 |
2025-06-09 |
linkage |
1.0154 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-06 |
2025-06-09 |
stability |
4.6665 |
-0.0005 |
-0.0023 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
fmom |
0.2221 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
revision |
0.9157 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-06-06 |
2025-06-09 |
reversal |
1.0344 |
0.0005 |
0.0005 |
alpha_REVERSAL |
| 2025-06-06 |
2025-06-09 |
neglect |
0.8043 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
value_gc |
1.8657 |
0.0001 |
0.0002 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
quality |
3.5617 |
0.0009 |
0.0031 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
momentum |
-0.2100 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-06 |
2025-06-09 |
value_liq |
0.8384 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
value_gc |
1.8481 |
0.0003 |
0.0006 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
stability |
4.6716 |
-0.0004 |
-0.0018 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
linkage |
1.0116 |
0.0009 |
0.0009 |
alpha_MOMENTUM |
| 2025-06-09 |
2025-06-10 |
fmom |
0.2376 |
0.0012 |
0.0003 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
value_liq |
0.8267 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
momentum |
-0.1885 |
-0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-09 |
2025-06-10 |
quality |
3.5715 |
0.0012 |
0.0042 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
revision |
0.9282 |
-0.0005 |
-0.0005 |
alpha_REVISION |
| 2025-06-09 |
2025-06-10 |
reversal |
0.9574 |
0.0013 |
0.0012 |
alpha_REVERSAL |
| 2025-06-09 |
2025-06-10 |
neglect |
0.7860 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
value_gc |
1.8196 |
-0.0006 |
-0.0010 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
value_liq |
0.7841 |
0.0020 |
0.0015 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
momentum |
-0.1607 |
0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-10 |
2025-06-11 |
quality |
3.5678 |
0.0011 |
0.0038 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
stability |
4.6732 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
fmom |
0.2361 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
neglect |
0.7702 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
revision |
0.9846 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-06-10 |
2025-06-11 |
reversal |
0.7445 |
-0.0003 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-10 |
2025-06-11 |
linkage |
1.0297 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-11 |
2025-06-12 |
stability |
4.6589 |
0.0001 |
0.0006 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
value_gc |
1.8082 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
revision |
0.9770 |
0.0011 |
0.0011 |
alpha_REVISION |
| 2025-06-11 |
2025-06-12 |
neglect |
0.7810 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
value_liq |
0.7782 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
momentum |
-0.1444 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-11 |
2025-06-12 |
quality |
3.5478 |
-0.0003 |
-0.0010 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
reversal |
0.8213 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-11 |
2025-06-12 |
fmom |
0.2266 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
linkage |
1.0311 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-06-12 |
2025-06-13 |
momentum |
-0.1628 |
0.0007 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-12 |
2025-06-13 |
revision |
0.9757 |
0.0019 |
0.0019 |
alpha_REVISION |
| 2025-06-12 |
2025-06-13 |
quality |
3.4892 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-06-12 |
2025-06-13 |
reversal |
0.8507 |
-0.0007 |
-0.0006 |
alpha_REVERSAL |
| 2025-06-12 |
2025-06-13 |
stability |
4.5934 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-06-12 |
2025-06-13 |
value_gc |
1.7771 |
0.0012 |
0.0021 |
alpha_VALUE |
| 2025-06-12 |
2025-06-13 |
fmom |
0.2101 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-06-12 |
2025-06-13 |
linkage |
0.9882 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-12 |
2025-06-13 |
neglect |
0.7758 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-12 |
2025-06-13 |
value_liq |
0.7510 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
value_gc |
1.8033 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
neglect |
0.7706 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
stability |
4.5919 |
0.0002 |
0.0007 |
alpha_QUALITY |
| 2025-06-13 |
2025-06-16 |
linkage |
1.0091 |
0.0009 |
0.0009 |
alpha_MOMENTUM |
| 2025-06-13 |
2025-06-16 |
momentum |
-0.1732 |
0.0011 |
-0.0002 |
alpha_MOMENTUM |
| 2025-06-13 |
2025-06-16 |
value_liq |
0.7622 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
reversal |
0.9907 |
-0.0009 |
-0.0009 |
alpha_REVERSAL |
| 2025-06-13 |
2025-06-16 |
revision |
0.9484 |
0.0007 |
0.0006 |
alpha_REVISION |
| 2025-06-13 |
2025-06-16 |
fmom |
0.2282 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-13 |
2025-06-16 |
quality |
3.5117 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
value_gc |
1.8393 |
0.0011 |
0.0019 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
value_liq |
0.7747 |
0.0010 |
0.0008 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
fmom |
0.2784 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
momentum |
-0.1973 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-16 |
2025-06-17 |
quality |
3.5861 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
linkage |
0.9500 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-16 |
2025-06-17 |
revision |
0.9177 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-06-16 |
2025-06-17 |
reversal |
0.9486 |
0.0006 |
0.0006 |
alpha_REVERSAL |
| 2025-06-16 |
2025-06-17 |
neglect |
0.7775 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
stability |
4.6326 |
-0.0001 |
-0.0007 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
revision |
0.8651 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-06-17 |
2025-06-18 |
neglect |
0.7850 |
-0.0008 |
-0.0006 |
alpha_VALUE |
| 2025-06-17 |
2025-06-18 |
value_gc |
1.8286 |
0.0008 |
0.0014 |
alpha_VALUE |
| 2025-06-17 |
2025-06-18 |
linkage |
0.8827 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-17 |
2025-06-18 |
momentum |
-0.1666 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-17 |
2025-06-18 |
quality |
3.6210 |
-0.0009 |
-0.0033 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
reversal |
0.7975 |
0.0003 |
0.0002 |
alpha_REVERSAL |
| 2025-06-17 |
2025-06-18 |
fmom |
0.3185 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
stability |
4.5963 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
value_liq |
0.7134 |
-0.0012 |
-0.0008 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
fmom |
0.3400 |
-0.0006 |
-0.0002 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
reversal |
1.0132 |
-0.0012 |
-0.0013 |
alpha_REVERSAL |
| 2025-06-18 |
2025-06-19 |
quality |
3.6414 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
momentum |
-0.1249 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-18 |
2025-06-19 |
stability |
4.5472 |
0.0007 |
0.0031 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
revision |
0.8250 |
0.0012 |
0.0010 |
alpha_REVISION |
| 2025-06-18 |
2025-06-19 |
neglect |
0.7918 |
-0.0011 |
-0.0009 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
value_liq |
0.6622 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
linkage |
0.8244 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-18 |
2025-06-19 |
value_gc |
1.7979 |
-0.0005 |
-0.0008 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
reversal |
0.9349 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-06-19 |
2025-06-20 |
value_liq |
0.6545 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
stability |
4.5055 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
fmom |
0.3358 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
value_gc |
1.8136 |
0.0008 |
0.0015 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
linkage |
0.7675 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-19 |
2025-06-20 |
quality |
3.6564 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
revision |
0.8424 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-06-19 |
2025-06-20 |
neglect |
0.8013 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
momentum |
-0.0910 |
-0.0010 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-20 |
2025-06-23 |
reversal |
0.8599 |
0.0007 |
0.0006 |
alpha_REVERSAL |
| 2025-06-20 |
2025-06-23 |
neglect |
0.7998 |
0.0010 |
0.0008 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
revision |
0.8038 |
0.0008 |
0.0006 |
alpha_REVISION |
| 2025-06-20 |
2025-06-23 |
value_gc |
1.8161 |
-0.0008 |
-0.0014 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
stability |
4.5114 |
-0.0006 |
-0.0026 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
momentum |
-0.0298 |
0.0008 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-20 |
2025-06-23 |
linkage |
0.7334 |
0.0009 |
0.0007 |
alpha_MOMENTUM |
| 2025-06-20 |
2025-06-23 |
fmom |
0.3427 |
-0.0009 |
-0.0003 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
value_liq |
0.6281 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
quality |
3.6829 |
-0.0006 |
-0.0022 |
alpha_QUALITY |
| 2025-06-23 |
2025-06-24 |
value_liq |
0.6084 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-06-23 |
2025-06-24 |
stability |
4.5356 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-06-23 |
2025-06-24 |
quality |
3.7298 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-06-23 |
2025-06-24 |
reversal |
1.0017 |
0.0023 |
0.0023 |
alpha_REVERSAL |
| 2025-06-23 |
2025-06-24 |
neglect |
0.8155 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-06-23 |
2025-06-24 |
momentum |
-0.0412 |
0.0012 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-23 |
2025-06-24 |
revision |
0.7186 |
0.0003 |
0.0002 |
alpha_REVISION |
| 2025-06-23 |
2025-06-24 |
value_gc |
1.8205 |
0.0000 |
0.0001 |
alpha_VALUE |
| 2025-06-23 |
2025-06-24 |
linkage |
0.7022 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-23 |
2025-06-24 |
fmom |
0.3625 |
0.0005 |
0.0002 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
revision |
0.8241 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-06-24 |
2025-06-25 |
value_liq |
0.6065 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-06-24 |
2025-06-25 |
value_gc |
1.8208 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-24 |
2025-06-25 |
linkage |
0.7186 |
0.0008 |
0.0005 |
alpha_MOMENTUM |
| 2025-06-24 |
2025-06-25 |
fmom |
0.3858 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
momentum |
-0.0575 |
0.0007 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-24 |
2025-06-25 |
quality |
3.7826 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
neglect |
0.8339 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-06-24 |
2025-06-25 |
stability |
4.5890 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
reversal |
0.9622 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-25 |
2025-06-26 |
revision |
0.8381 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-06-25 |
2025-06-26 |
neglect |
0.8065 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
reversal |
0.9207 |
0.0007 |
0.0007 |
alpha_REVERSAL |
| 2025-06-25 |
2025-06-26 |
value_gc |
1.8225 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
stability |
4.5845 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-06-25 |
2025-06-26 |
quality |
3.7971 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-06-25 |
2025-06-26 |
value_liq |
0.6085 |
0.0008 |
0.0005 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
momentum |
-0.0634 |
-0.0008 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-25 |
2025-06-26 |
linkage |
0.7319 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-25 |
2025-06-26 |
fmom |
0.4174 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
value_liq |
0.6008 |
0.0001 |
0.0000 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
value_gc |
1.8283 |
0.0003 |
0.0006 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
linkage |
0.7254 |
-0.0012 |
-0.0009 |
alpha_MOMENTUM |
| 2025-06-26 |
2025-06-27 |
momentum |
-0.0470 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-26 |
2025-06-27 |
neglect |
0.7795 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
revision |
0.8416 |
-0.0006 |
-0.0005 |
alpha_REVISION |
| 2025-06-26 |
2025-06-27 |
reversal |
0.8152 |
0.0020 |
0.0016 |
alpha_REVERSAL |
| 2025-06-26 |
2025-06-27 |
fmom |
0.4199 |
0.0006 |
0.0002 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
stability |
4.5465 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
quality |
3.7865 |
0.0005 |
0.0020 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
stability |
4.5509 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
value_gc |
1.8151 |
-0.0009 |
-0.0016 |
alpha_VALUE |
| 2025-06-27 |
2025-06-30 |
reversal |
0.8704 |
0.0010 |
0.0009 |
alpha_REVERSAL |
| 2025-06-27 |
2025-06-30 |
linkage |
0.7798 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-27 |
2025-06-30 |
quality |
3.7687 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
momentum |
0.0312 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-27 |
2025-06-30 |
fmom |
0.4216 |
-0.0007 |
-0.0003 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
neglect |
0.7516 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-27 |
2025-06-30 |
revision |
0.9562 |
0.0008 |
0.0008 |
alpha_REVISION |
| 2025-06-27 |
2025-06-30 |
value_liq |
0.5651 |
-0.0007 |
-0.0004 |
alpha_VALUE |