| signalDate |
tradeDate |
factor |
fexp |
facret |
contrib |
category |
| 2025-06-30 |
2025-07-01 |
momentum |
0.0589 |
-0.0007 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-30 |
2025-07-01 |
quality |
3.7752 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-06-30 |
2025-07-01 |
stability |
4.5762 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-06-30 |
2025-07-01 |
fmom |
0.4149 |
0.0008 |
0.0003 |
alpha_QUALITY |
| 2025-06-30 |
2025-07-01 |
neglect |
0.7281 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-06-30 |
2025-07-01 |
value_gc |
1.8037 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-06-30 |
2025-07-01 |
value_liq |
0.5254 |
0.0008 |
0.0004 |
alpha_VALUE |
| 2025-06-30 |
2025-07-01 |
linkage |
0.8154 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-30 |
2025-07-01 |
reversal |
0.8104 |
0.0006 |
0.0005 |
alpha_REVERSAL |
| 2025-06-30 |
2025-07-01 |
revision |
0.9980 |
0.0011 |
0.0011 |
alpha_REVISION |
| 2025-07-01 |
2025-07-02 |
neglect |
0.7258 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
reversal |
0.7207 |
0.0022 |
0.0016 |
alpha_REVERSAL |
| 2025-07-01 |
2025-07-02 |
stability |
4.5406 |
-0.0004 |
-0.0018 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
value_gc |
1.7372 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
revision |
0.9766 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-07-01 |
2025-07-02 |
linkage |
0.8114 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-01 |
2025-07-02 |
value_liq |
0.4406 |
0.0030 |
0.0013 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
fmom |
0.4125 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
momentum |
0.0573 |
-0.0014 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-01 |
2025-07-02 |
quality |
3.7551 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-07-02 |
2025-07-03 |
momentum |
0.0660 |
-0.0013 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-02 |
2025-07-03 |
value_gc |
1.7220 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-07-02 |
2025-07-03 |
neglect |
0.7169 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-07-02 |
2025-07-03 |
value_liq |
0.3924 |
0.0007 |
0.0003 |
alpha_VALUE |
| 2025-07-02 |
2025-07-03 |
stability |
4.4959 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-02 |
2025-07-03 |
linkage |
0.7640 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-07-02 |
2025-07-03 |
revision |
0.9791 |
-0.0014 |
-0.0013 |
alpha_REVISION |
| 2025-07-02 |
2025-07-03 |
quality |
3.7270 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-07-02 |
2025-07-03 |
reversal |
0.8212 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-07-02 |
2025-07-03 |
fmom |
0.4181 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
momentum |
0.0801 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-03 |
2025-07-04 |
reversal |
0.9759 |
-0.0011 |
-0.0011 |
alpha_REVERSAL |
| 2025-07-03 |
2025-07-04 |
stability |
4.4839 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
linkage |
0.7565 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-03 |
2025-07-04 |
value_liq |
0.3653 |
0.0004 |
0.0002 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
fmom |
0.4226 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
quality |
3.7233 |
0.0003 |
0.0011 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
revision |
0.9234 |
0.0011 |
0.0010 |
alpha_REVISION |
| 2025-07-03 |
2025-07-04 |
neglect |
0.7338 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
value_gc |
1.7227 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
stability |
4.4609 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-07-04 |
2025-07-07 |
value_liq |
0.3299 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
revision |
0.9810 |
0.0012 |
0.0012 |
alpha_REVISION |
| 2025-07-04 |
2025-07-07 |
value_gc |
1.7116 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
momentum |
0.0946 |
0.0008 |
0.0001 |
alpha_MOMENTUM |
| 2025-07-04 |
2025-07-07 |
linkage |
0.7016 |
-0.0006 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-04 |
2025-07-07 |
quality |
3.7087 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-04 |
2025-07-07 |
neglect |
0.6985 |
0.0006 |
0.0004 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
fmom |
0.4362 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-07-04 |
2025-07-07 |
reversal |
0.9685 |
0.0013 |
0.0012 |
alpha_REVERSAL |
| 2025-07-07 |
2025-07-08 |
revision |
0.9714 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-07-07 |
2025-07-08 |
value_liq |
0.3385 |
0.0011 |
0.0004 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
value_gc |
1.7183 |
-0.0008 |
-0.0014 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
quality |
3.7044 |
0.0011 |
0.0040 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
reversal |
1.0691 |
0.0015 |
0.0016 |
alpha_REVERSAL |
| 2025-07-07 |
2025-07-08 |
stability |
4.4742 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
momentum |
0.0878 |
0.0009 |
0.0001 |
alpha_MOMENTUM |
| 2025-07-07 |
2025-07-08 |
linkage |
0.7512 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-07 |
2025-07-08 |
fmom |
0.4554 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
neglect |
0.6651 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
quality |
3.7025 |
0.0009 |
0.0032 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
revision |
0.9254 |
-0.0008 |
-0.0007 |
alpha_REVISION |
| 2025-07-08 |
2025-07-09 |
value_gc |
1.7201 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
value_liq |
0.3562 |
0.0016 |
0.0006 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
reversal |
0.9940 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-07-08 |
2025-07-09 |
neglect |
0.6746 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
stability |
4.4795 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
momentum |
0.0724 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-08 |
2025-07-09 |
fmom |
0.4592 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
linkage |
0.7901 |
0.0008 |
0.0006 |
alpha_MOMENTUM |
| 2025-07-09 |
2025-07-10 |
fmom |
0.4643 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-09 |
2025-07-10 |
value_liq |
0.3340 |
0.0016 |
0.0005 |
alpha_VALUE |
| 2025-07-09 |
2025-07-10 |
stability |
4.4807 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-07-09 |
2025-07-10 |
reversal |
0.9485 |
-0.0009 |
-0.0008 |
alpha_REVERSAL |
| 2025-07-09 |
2025-07-10 |
value_gc |
1.7328 |
-0.0007 |
-0.0011 |
alpha_VALUE |
| 2025-07-09 |
2025-07-10 |
quality |
3.7124 |
0.0007 |
0.0025 |
alpha_QUALITY |
| 2025-07-09 |
2025-07-10 |
revision |
0.9105 |
-0.0007 |
-0.0006 |
alpha_REVISION |
| 2025-07-09 |
2025-07-10 |
momentum |
0.0556 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-09 |
2025-07-10 |
linkage |
0.8237 |
-0.0006 |
-0.0005 |
alpha_MOMENTUM |
| 2025-07-09 |
2025-07-10 |
neglect |
0.6900 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
fmom |
0.4536 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
value_liq |
0.2984 |
0.0009 |
0.0003 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
linkage |
0.7974 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-10 |
2025-07-11 |
neglect |
0.6720 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
revision |
0.9044 |
-0.0015 |
-0.0013 |
alpha_REVISION |
| 2025-07-10 |
2025-07-11 |
quality |
3.7567 |
-0.0004 |
-0.0013 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
stability |
4.4891 |
0.0001 |
0.0007 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
momentum |
0.0546 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-10 |
2025-07-11 |
value_gc |
1.7456 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
reversal |
0.8443 |
0.0020 |
0.0017 |
alpha_REVERSAL |
| 2025-07-11 |
2025-07-14 |
reversal |
0.9154 |
0.0010 |
0.0009 |
alpha_REVERSAL |
| 2025-07-11 |
2025-07-14 |
stability |
4.4564 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
neglect |
0.6040 |
-0.0006 |
-0.0003 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
momentum |
0.0765 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-11 |
2025-07-14 |
revision |
1.0983 |
0.0013 |
0.0014 |
alpha_REVISION |
| 2025-07-11 |
2025-07-14 |
quality |
3.7829 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
value_gc |
1.7373 |
0.0007 |
0.0011 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
value_liq |
0.2664 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
fmom |
0.4335 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
linkage |
0.7800 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-07-14 |
2025-07-15 |
value_gc |
1.7263 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
linkage |
0.7323 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-07-14 |
2025-07-15 |
quality |
3.8242 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
revision |
1.1804 |
0.0013 |
0.0016 |
alpha_REVISION |
| 2025-07-14 |
2025-07-15 |
value_liq |
0.2341 |
-0.0005 |
-0.0001 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
stability |
4.4308 |
0.0005 |
0.0022 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
reversal |
0.9871 |
0.0007 |
0.0006 |
alpha_REVERSAL |
| 2025-07-14 |
2025-07-15 |
fmom |
0.4558 |
0.0012 |
0.0005 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
momentum |
0.0611 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-14 |
2025-07-15 |
neglect |
0.5380 |
-0.0013 |
-0.0007 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
neglect |
0.5295 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
quality |
3.8871 |
0.0003 |
0.0010 |
alpha_QUALITY |
| 2025-07-15 |
2025-07-16 |
value_gc |
1.7469 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
stability |
4.4371 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-07-15 |
2025-07-16 |
linkage |
0.6827 |
-0.0005 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-15 |
2025-07-16 |
value_liq |
0.2599 |
-0.0005 |
-0.0001 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
revision |
1.1409 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-07-15 |
2025-07-16 |
fmom |
0.4799 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-15 |
2025-07-16 |
momentum |
0.0589 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-15 |
2025-07-16 |
reversal |
1.0839 |
0.0007 |
0.0008 |
alpha_REVERSAL |
| 2025-07-16 |
2025-07-17 |
revision |
1.0353 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-07-16 |
2025-07-17 |
value_gc |
1.7708 |
-0.0010 |
-0.0017 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
value_liq |
0.2976 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
reversal |
0.9914 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-07-16 |
2025-07-17 |
stability |
4.4725 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
momentum |
0.0386 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-16 |
2025-07-17 |
fmom |
0.4670 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
quality |
3.9415 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
neglect |
0.5696 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
linkage |
0.7058 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-17 |
2025-07-18 |
reversal |
0.8823 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-07-17 |
2025-07-18 |
value_liq |
0.3291 |
0.0006 |
0.0002 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
stability |
4.5021 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-07-17 |
2025-07-18 |
momentum |
0.0104 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-17 |
2025-07-18 |
quality |
3.9840 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-07-17 |
2025-07-18 |
revision |
1.0013 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-07-17 |
2025-07-18 |
value_gc |
1.7906 |
0.0002 |
0.0004 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
neglect |
0.5932 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
fmom |
0.4793 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-07-17 |
2025-07-18 |
linkage |
0.7635 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-18 |
2025-07-21 |
value_liq |
0.3202 |
0.0004 |
0.0001 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
stability |
4.4898 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-07-18 |
2025-07-21 |
neglect |
0.6015 |
0.0007 |
0.0004 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
revision |
0.9002 |
0.0002 |
0.0001 |
alpha_REVISION |
| 2025-07-18 |
2025-07-21 |
linkage |
0.7623 |
-0.0005 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-18 |
2025-07-21 |
reversal |
1.0097 |
0.0010 |
0.0010 |
alpha_REVERSAL |
| 2025-07-18 |
2025-07-21 |
momentum |
0.0589 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-18 |
2025-07-21 |
quality |
3.9900 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-07-18 |
2025-07-21 |
value_gc |
1.7802 |
0.0008 |
0.0015 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
fmom |
0.5163 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
neglect |
0.6201 |
-0.0006 |
-0.0003 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
quality |
4.0307 |
0.0010 |
0.0042 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
value_gc |
1.7589 |
0.0009 |
0.0016 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
reversal |
0.9250 |
-0.0014 |
-0.0013 |
alpha_REVERSAL |
| 2025-07-21 |
2025-07-22 |
fmom |
0.5435 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
stability |
4.5463 |
-0.0003 |
-0.0014 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
linkage |
0.8066 |
-0.0020 |
-0.0016 |
alpha_MOMENTUM |
| 2025-07-21 |
2025-07-22 |
revision |
0.9145 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-07-21 |
2025-07-22 |
momentum |
0.0742 |
-0.0012 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-21 |
2025-07-22 |
value_liq |
0.2988 |
0.0013 |
0.0004 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
quality |
4.0614 |
-0.0007 |
-0.0030 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
fmom |
0.5440 |
0.0007 |
0.0004 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
momentum |
0.0721 |
-0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-22 |
2025-07-23 |
value_liq |
0.2763 |
0.0013 |
0.0004 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
stability |
4.5925 |
-0.0005 |
-0.0025 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
value_gc |
1.7436 |
0.0007 |
0.0012 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
reversal |
0.7885 |
0.0021 |
0.0017 |
alpha_REVERSAL |
| 2025-07-22 |
2025-07-23 |
revision |
0.9152 |
-0.0021 |
-0.0019 |
alpha_REVISION |
| 2025-07-22 |
2025-07-23 |
neglect |
0.6445 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
linkage |
0.8242 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-23 |
2025-07-24 |
stability |
4.6205 |
-0.0007 |
-0.0031 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
value_liq |
0.2875 |
0.0003 |
0.0001 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
reversal |
1.1322 |
-0.0009 |
-0.0011 |
alpha_REVERSAL |
| 2025-07-23 |
2025-07-24 |
value_gc |
1.7651 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
fmom |
0.5499 |
-0.0015 |
-0.0008 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
neglect |
0.6606 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
linkage |
0.8473 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-23 |
2025-07-24 |
revision |
0.9566 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-07-23 |
2025-07-24 |
momentum |
0.0588 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-23 |
2025-07-24 |
quality |
4.0836 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
value_liq |
0.3116 |
-0.0004 |
-0.0001 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
linkage |
0.8133 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-07-24 |
2025-07-25 |
revision |
1.0173 |
0.0015 |
0.0015 |
alpha_REVISION |
| 2025-07-24 |
2025-07-25 |
fmom |
0.5725 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
momentum |
0.0443 |
0.0010 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-24 |
2025-07-25 |
neglect |
0.6571 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
stability |
4.5960 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
reversal |
1.0613 |
0.0010 |
0.0011 |
alpha_REVERSAL |
| 2025-07-24 |
2025-07-25 |
value_gc |
1.7970 |
-0.0005 |
-0.0008 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
quality |
4.0813 |
-0.0011 |
-0.0044 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
value_gc |
1.8217 |
-0.0010 |
-0.0018 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
neglect |
0.6636 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
value_liq |
0.3689 |
0.0007 |
0.0003 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
linkage |
0.7690 |
0.0012 |
0.0009 |
alpha_MOMENTUM |
| 2025-07-25 |
2025-07-28 |
revision |
0.9601 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-07-25 |
2025-07-28 |
reversal |
1.3825 |
0.0015 |
0.0021 |
alpha_REVERSAL |
| 2025-07-25 |
2025-07-28 |
stability |
4.5432 |
0.0007 |
0.0033 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
fmom |
0.5797 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
quality |
4.0604 |
-0.0006 |
-0.0024 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
momentum |
0.0307 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-28 |
2025-07-29 |
linkage |
0.6832 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-07-28 |
2025-07-29 |
value_gc |
1.8693 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
revision |
0.9319 |
0.0018 |
0.0016 |
alpha_REVISION |
| 2025-07-28 |
2025-07-29 |
neglect |
0.7070 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
fmom |
0.5793 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
momentum |
-0.0010 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-28 |
2025-07-29 |
quality |
4.0859 |
0.0010 |
0.0040 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
stability |
4.5512 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
reversal |
1.1227 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-07-28 |
2025-07-29 |
value_liq |
0.4171 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
value_liq |
0.4721 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
linkage |
0.6583 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-07-29 |
2025-07-30 |
momentum |
-0.0297 |
-0.0012 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-29 |
2025-07-30 |
neglect |
0.7564 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
fmom |
0.5673 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
quality |
4.0909 |
0.0007 |
0.0028 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
stability |
4.5540 |
0.0004 |
0.0020 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
reversal |
1.0040 |
0.0011 |
0.0011 |
alpha_REVERSAL |
| 2025-07-29 |
2025-07-30 |
value_gc |
1.9111 |
0.0009 |
0.0018 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
revision |
0.8775 |
0.0006 |
0.0005 |
alpha_REVISION |
| 2025-07-30 |
2025-07-31 |
quality |
4.0695 |
-0.0008 |
-0.0032 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
reversal |
0.9500 |
0.0016 |
0.0016 |
alpha_REVERSAL |
| 2025-07-30 |
2025-07-31 |
revision |
0.8173 |
0.0022 |
0.0018 |
alpha_REVISION |
| 2025-07-30 |
2025-07-31 |
stability |
4.5224 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
value_gc |
1.9405 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-07-30 |
2025-07-31 |
fmom |
0.5566 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
linkage |
0.6593 |
0.0007 |
0.0005 |
alpha_MOMENTUM |
| 2025-07-30 |
2025-07-31 |
momentum |
-0.0597 |
0.0014 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-30 |
2025-07-31 |
neglect |
0.7953 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-07-30 |
2025-07-31 |
value_liq |
0.5088 |
-0.0023 |
-0.0012 |
alpha_VALUE |