| signalDate |
tradeDate |
factor |
fexp |
facret |
contrib |
category |
| 2025-07-31 |
2025-08-01 |
fmom |
0.5640 |
-0.0005 |
-0.0003 |
alpha_QUALITY |
| 2025-07-31 |
2025-08-01 |
value_gc |
1.8843 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-07-31 |
2025-08-01 |
reversal |
0.9278 |
0.0012 |
0.0011 |
alpha_REVERSAL |
| 2025-07-31 |
2025-08-01 |
linkage |
0.5637 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-31 |
2025-08-01 |
momentum |
-0.0827 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-31 |
2025-08-01 |
stability |
4.4765 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-07-31 |
2025-08-01 |
neglect |
0.7923 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-07-31 |
2025-08-01 |
revision |
0.6799 |
-0.0005 |
-0.0003 |
alpha_REVISION |
| 2025-07-31 |
2025-08-01 |
quality |
4.0485 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-31 |
2025-08-01 |
value_liq |
0.5157 |
0.0004 |
0.0002 |
alpha_VALUE |
| 2025-08-01 |
2025-08-04 |
value_liq |
0.5307 |
-0.0013 |
-0.0007 |
alpha_VALUE |
| 2025-08-01 |
2025-08-04 |
linkage |
0.5563 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-01 |
2025-08-04 |
reversal |
0.9099 |
0.0016 |
0.0015 |
alpha_REVERSAL |
| 2025-08-01 |
2025-08-04 |
momentum |
-0.0465 |
0.0010 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-01 |
2025-08-04 |
stability |
4.3975 |
0.0008 |
0.0035 |
alpha_QUALITY |
| 2025-08-01 |
2025-08-04 |
quality |
4.0406 |
-0.0004 |
-0.0017 |
alpha_QUALITY |
| 2025-08-01 |
2025-08-04 |
neglect |
0.7984 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-08-01 |
2025-08-04 |
fmom |
0.5168 |
-0.0004 |
-0.0002 |
alpha_QUALITY |
| 2025-08-01 |
2025-08-04 |
revision |
0.7316 |
0.0011 |
0.0008 |
alpha_REVISION |
| 2025-08-01 |
2025-08-04 |
value_gc |
1.8628 |
-0.0003 |
-0.0005 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
revision |
0.7197 |
0.0016 |
0.0012 |
alpha_REVISION |
| 2025-08-04 |
2025-08-05 |
reversal |
0.7538 |
-0.0009 |
-0.0007 |
alpha_REVERSAL |
| 2025-08-04 |
2025-08-05 |
linkage |
0.5360 |
0.0008 |
0.0004 |
alpha_MOMENTUM |
| 2025-08-04 |
2025-08-05 |
neglect |
0.8341 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
quality |
4.0689 |
0.0003 |
0.0011 |
alpha_QUALITY |
| 2025-08-04 |
2025-08-05 |
value_gc |
1.8650 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
fmom |
0.5254 |
0.0005 |
0.0003 |
alpha_QUALITY |
| 2025-08-04 |
2025-08-05 |
value_liq |
0.5574 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-08-04 |
2025-08-05 |
stability |
4.4566 |
-0.0004 |
-0.0019 |
alpha_QUALITY |
| 2025-08-04 |
2025-08-05 |
momentum |
-0.0870 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-08-05 |
2025-08-06 |
quality |
4.0506 |
-0.0012 |
-0.0050 |
alpha_QUALITY |
| 2025-08-05 |
2025-08-06 |
fmom |
0.5060 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-08-05 |
2025-08-06 |
value_liq |
0.6377 |
-0.0004 |
-0.0002 |
alpha_VALUE |
| 2025-08-05 |
2025-08-06 |
revision |
0.6593 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-08-05 |
2025-08-06 |
value_gc |
1.9416 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-08-05 |
2025-08-06 |
neglect |
0.8703 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-08-05 |
2025-08-06 |
stability |
4.4775 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-08-05 |
2025-08-06 |
reversal |
0.9838 |
-0.0014 |
-0.0014 |
alpha_REVERSAL |
| 2025-08-05 |
2025-08-06 |
momentum |
-0.1278 |
0.0015 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-05 |
2025-08-06 |
linkage |
0.5700 |
-0.0010 |
-0.0006 |
alpha_MOMENTUM |
| 2025-08-06 |
2025-08-07 |
revision |
0.5946 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-08-06 |
2025-08-07 |
value_liq |
0.6852 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-08-06 |
2025-08-07 |
momentum |
-0.1486 |
0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-06 |
2025-08-07 |
quality |
4.0236 |
0.0006 |
0.0025 |
alpha_QUALITY |
| 2025-08-06 |
2025-08-07 |
linkage |
0.5113 |
0.0010 |
0.0005 |
alpha_MOMENTUM |
| 2025-08-06 |
2025-08-07 |
fmom |
0.4654 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-08-06 |
2025-08-07 |
reversal |
1.0755 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-08-06 |
2025-08-07 |
stability |
4.4719 |
-0.0005 |
-0.0024 |
alpha_QUALITY |
| 2025-08-06 |
2025-08-07 |
neglect |
0.8851 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-08-06 |
2025-08-07 |
value_gc |
1.9959 |
0.0007 |
0.0013 |
alpha_VALUE |
| 2025-08-07 |
2025-08-08 |
stability |
4.4680 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-08-07 |
2025-08-08 |
value_gc |
1.9970 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-08-07 |
2025-08-08 |
value_liq |
0.6808 |
0.0013 |
0.0009 |
alpha_VALUE |
| 2025-08-07 |
2025-08-08 |
fmom |
0.4493 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-08-07 |
2025-08-08 |
quality |
4.0003 |
0.0007 |
0.0028 |
alpha_QUALITY |
| 2025-08-07 |
2025-08-08 |
reversal |
1.0723 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-08-07 |
2025-08-08 |
revision |
0.6156 |
0.0013 |
0.0008 |
alpha_REVISION |
| 2025-08-07 |
2025-08-08 |
linkage |
0.4515 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-07 |
2025-08-08 |
momentum |
-0.1637 |
-0.0015 |
0.0002 |
alpha_MOMENTUM |
| 2025-08-07 |
2025-08-08 |
neglect |
0.8861 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-08-08 |
2025-08-11 |
neglect |
0.8726 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-08-08 |
2025-08-11 |
fmom |
0.4400 |
-0.0011 |
-0.0005 |
alpha_QUALITY |
| 2025-08-08 |
2025-08-11 |
value_gc |
2.0010 |
-0.0011 |
-0.0021 |
alpha_VALUE |
| 2025-08-08 |
2025-08-11 |
momentum |
-0.1607 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-08 |
2025-08-11 |
revision |
0.6135 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-08-08 |
2025-08-11 |
linkage |
0.4628 |
-0.0009 |
-0.0004 |
alpha_MOMENTUM |
| 2025-08-08 |
2025-08-11 |
value_liq |
0.6731 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-08-08 |
2025-08-11 |
quality |
3.9660 |
0.0003 |
0.0013 |
alpha_QUALITY |
| 2025-08-08 |
2025-08-11 |
stability |
4.4617 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-08-08 |
2025-08-11 |
reversal |
0.8038 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-08-11 |
2025-08-12 |
revision |
0.5893 |
0.0010 |
0.0006 |
alpha_REVISION |
| 2025-08-11 |
2025-08-12 |
reversal |
1.0123 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-08-11 |
2025-08-12 |
value_liq |
0.6898 |
0.0001 |
0.0000 |
alpha_VALUE |
| 2025-08-11 |
2025-08-12 |
stability |
4.4893 |
0.0004 |
0.0017 |
alpha_QUALITY |
| 2025-08-11 |
2025-08-12 |
quality |
3.9529 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-08-11 |
2025-08-12 |
value_gc |
2.0261 |
0.0010 |
0.0020 |
alpha_VALUE |
| 2025-08-11 |
2025-08-12 |
momentum |
-0.1530 |
0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-11 |
2025-08-12 |
linkage |
0.4971 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-11 |
2025-08-12 |
neglect |
0.8809 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-08-11 |
2025-08-12 |
fmom |
0.4450 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-08-12 |
2025-08-13 |
stability |
4.5153 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-08-12 |
2025-08-13 |
neglect |
0.9026 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-08-12 |
2025-08-13 |
momentum |
-0.1491 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-12 |
2025-08-13 |
fmom |
0.4541 |
0.0013 |
0.0006 |
alpha_QUALITY |
| 2025-08-12 |
2025-08-13 |
revision |
0.6403 |
0.0006 |
0.0004 |
alpha_REVISION |
| 2025-08-12 |
2025-08-13 |
value_liq |
0.7200 |
-0.0018 |
-0.0013 |
alpha_VALUE |
| 2025-08-12 |
2025-08-13 |
value_gc |
2.0516 |
0.0007 |
0.0014 |
alpha_VALUE |
| 2025-08-12 |
2025-08-13 |
quality |
3.9353 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-08-12 |
2025-08-13 |
reversal |
0.9540 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-08-12 |
2025-08-13 |
linkage |
0.5079 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-13 |
2025-08-14 |
linkage |
0.5128 |
0.0009 |
0.0005 |
alpha_MOMENTUM |
| 2025-08-13 |
2025-08-14 |
value_gc |
2.0520 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-08-13 |
2025-08-14 |
reversal |
0.8188 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-08-13 |
2025-08-14 |
value_liq |
0.7184 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-08-13 |
2025-08-14 |
revision |
0.6727 |
0.0004 |
0.0003 |
alpha_REVISION |
| 2025-08-13 |
2025-08-14 |
quality |
3.9852 |
-0.0008 |
-0.0033 |
alpha_QUALITY |
| 2025-08-13 |
2025-08-14 |
momentum |
-0.1688 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-13 |
2025-08-14 |
neglect |
0.9652 |
-0.0008 |
-0.0008 |
alpha_VALUE |
| 2025-08-13 |
2025-08-14 |
fmom |
0.4565 |
0.0010 |
0.0005 |
alpha_QUALITY |
| 2025-08-13 |
2025-08-14 |
stability |
4.5961 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-08-14 |
2025-08-15 |
fmom |
0.4513 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-08-14 |
2025-08-15 |
neglect |
1.0454 |
0.0006 |
0.0006 |
alpha_VALUE |
| 2025-08-14 |
2025-08-15 |
quality |
4.0497 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-08-14 |
2025-08-15 |
value_liq |
0.7185 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-08-14 |
2025-08-15 |
value_gc |
2.0938 |
-0.0004 |
-0.0009 |
alpha_VALUE |
| 2025-08-14 |
2025-08-15 |
reversal |
1.1546 |
-0.0018 |
-0.0021 |
alpha_REVERSAL |
| 2025-08-14 |
2025-08-15 |
revision |
0.7523 |
-0.0001 |
-0.0000 |
alpha_REVISION |
| 2025-08-14 |
2025-08-15 |
momentum |
-0.1960 |
0.0005 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-14 |
2025-08-15 |
stability |
4.7120 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-08-14 |
2025-08-15 |
linkage |
0.5043 |
-0.0010 |
-0.0005 |
alpha_MOMENTUM |
| 2025-08-15 |
2025-08-18 |
reversal |
1.2584 |
0.0014 |
0.0018 |
alpha_REVERSAL |
| 2025-08-15 |
2025-08-18 |
value_gc |
2.0981 |
-0.0006 |
-0.0013 |
alpha_VALUE |
| 2025-08-15 |
2025-08-18 |
revision |
0.8206 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-08-15 |
2025-08-18 |
momentum |
-0.1580 |
0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-15 |
2025-08-18 |
quality |
4.1225 |
-0.0014 |
-0.0056 |
alpha_QUALITY |
| 2025-08-15 |
2025-08-18 |
neglect |
1.0199 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-08-15 |
2025-08-18 |
fmom |
0.3631 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-08-15 |
2025-08-18 |
linkage |
0.6370 |
-0.0005 |
-0.0003 |
alpha_MOMENTUM |
| 2025-08-15 |
2025-08-18 |
stability |
4.7939 |
0.0002 |
0.0012 |
alpha_QUALITY |
| 2025-08-15 |
2025-08-18 |
value_liq |
0.6786 |
-0.0012 |
-0.0008 |
alpha_VALUE |
| 2025-08-18 |
2025-08-19 |
value_gc |
2.0437 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-08-18 |
2025-08-19 |
fmom |
0.3327 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-08-18 |
2025-08-19 |
stability |
4.7315 |
0.0004 |
0.0017 |
alpha_QUALITY |
| 2025-08-18 |
2025-08-19 |
neglect |
0.9954 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-08-18 |
2025-08-19 |
reversal |
1.1991 |
0.0025 |
0.0030 |
alpha_REVERSAL |
| 2025-08-18 |
2025-08-19 |
momentum |
-0.1698 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-08-18 |
2025-08-19 |
quality |
4.1151 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-08-18 |
2025-08-19 |
linkage |
0.6416 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-18 |
2025-08-19 |
value_liq |
0.6408 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-08-18 |
2025-08-19 |
revision |
0.7778 |
-0.0006 |
-0.0005 |
alpha_REVISION |
| 2025-08-19 |
2025-08-20 |
neglect |
0.9645 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-08-19 |
2025-08-20 |
fmom |
0.3422 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-08-19 |
2025-08-20 |
quality |
4.0768 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-08-19 |
2025-08-20 |
stability |
4.6530 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-08-19 |
2025-08-20 |
value_liq |
0.6434 |
0.0016 |
0.0011 |
alpha_VALUE |
| 2025-08-19 |
2025-08-20 |
value_gc |
2.0630 |
-0.0011 |
-0.0022 |
alpha_VALUE |
| 2025-08-19 |
2025-08-20 |
revision |
0.8149 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-08-19 |
2025-08-20 |
linkage |
0.6506 |
-0.0005 |
-0.0003 |
alpha_MOMENTUM |
| 2025-08-19 |
2025-08-20 |
reversal |
1.0274 |
0.0007 |
0.0008 |
alpha_REVERSAL |
| 2025-08-19 |
2025-08-20 |
momentum |
-0.1715 |
0.0010 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-20 |
2025-08-21 |
value_gc |
2.1131 |
-0.0003 |
-0.0007 |
alpha_VALUE |
| 2025-08-20 |
2025-08-21 |
reversal |
0.9226 |
0.0014 |
0.0013 |
alpha_REVERSAL |
| 2025-08-20 |
2025-08-21 |
quality |
4.1399 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-08-20 |
2025-08-21 |
linkage |
0.7298 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-20 |
2025-08-21 |
momentum |
-0.1858 |
-0.0010 |
0.0002 |
alpha_MOMENTUM |
| 2025-08-20 |
2025-08-21 |
stability |
4.7224 |
-0.0005 |
-0.0021 |
alpha_QUALITY |
| 2025-08-20 |
2025-08-21 |
neglect |
0.9515 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-08-20 |
2025-08-21 |
fmom |
0.3665 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-08-20 |
2025-08-21 |
revision |
0.8613 |
0.0016 |
0.0014 |
alpha_REVISION |
| 2025-08-20 |
2025-08-21 |
value_liq |
0.6552 |
0.0019 |
0.0013 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
stability |
4.6767 |
-0.0002 |
-0.0008 |
alpha_QUALITY |
| 2025-08-21 |
2025-08-22 |
momentum |
-0.1978 |
0.0015 |
-0.0003 |
alpha_MOMENTUM |
| 2025-08-21 |
2025-08-22 |
neglect |
0.9221 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
value_liq |
0.6686 |
-0.0017 |
-0.0012 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
fmom |
0.3926 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-08-21 |
2025-08-22 |
quality |
4.1243 |
-0.0017 |
-0.0068 |
alpha_QUALITY |
| 2025-08-21 |
2025-08-22 |
revision |
0.8960 |
0.0004 |
0.0004 |
alpha_REVISION |
| 2025-08-21 |
2025-08-22 |
value_gc |
2.0984 |
0.0007 |
0.0015 |
alpha_VALUE |
| 2025-08-21 |
2025-08-22 |
reversal |
0.9257 |
-0.0008 |
-0.0008 |
alpha_REVERSAL |
| 2025-08-21 |
2025-08-22 |
linkage |
0.7763 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-22 |
2025-08-25 |
linkage |
0.7923 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-22 |
2025-08-25 |
momentum |
-0.0882 |
-0.0009 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-22 |
2025-08-25 |
quality |
4.2070 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-08-22 |
2025-08-25 |
reversal |
1.2540 |
0.0032 |
0.0040 |
alpha_REVERSAL |
| 2025-08-22 |
2025-08-25 |
value_gc |
2.1702 |
0.0004 |
0.0010 |
alpha_VALUE |
| 2025-08-22 |
2025-08-25 |
revision |
0.9558 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-08-22 |
2025-08-25 |
stability |
4.6708 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-08-22 |
2025-08-25 |
value_liq |
0.7261 |
-0.0005 |
-0.0003 |
alpha_VALUE |
| 2025-08-22 |
2025-08-25 |
fmom |
0.4452 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-08-22 |
2025-08-25 |
neglect |
0.8682 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
reversal |
1.0044 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-08-25 |
2025-08-26 |
neglect |
0.8294 |
-0.0007 |
-0.0005 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
momentum |
-0.0907 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-08-25 |
2025-08-26 |
fmom |
0.4131 |
0.0005 |
0.0002 |
alpha_QUALITY |
| 2025-08-25 |
2025-08-26 |
revision |
1.0179 |
0.0007 |
0.0008 |
alpha_REVISION |
| 2025-08-25 |
2025-08-26 |
quality |
4.1136 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-08-25 |
2025-08-26 |
linkage |
0.7927 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-25 |
2025-08-26 |
value_liq |
0.7249 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
value_gc |
2.1258 |
0.0005 |
0.0012 |
alpha_VALUE |
| 2025-08-25 |
2025-08-26 |
stability |
4.5343 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-08-26 |
2025-08-27 |
value_liq |
0.7178 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-08-26 |
2025-08-27 |
revision |
0.9724 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-08-26 |
2025-08-27 |
fmom |
0.3517 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-08-26 |
2025-08-27 |
momentum |
-0.1029 |
0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-26 |
2025-08-27 |
linkage |
0.8115 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-08-26 |
2025-08-27 |
neglect |
0.8227 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-08-26 |
2025-08-27 |
reversal |
1.1677 |
0.0010 |
0.0012 |
alpha_REVERSAL |
| 2025-08-26 |
2025-08-27 |
value_gc |
2.0574 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-08-26 |
2025-08-27 |
quality |
4.0363 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-08-26 |
2025-08-27 |
stability |
4.4654 |
0.0004 |
0.0016 |
alpha_QUALITY |
| 2025-08-27 |
2025-08-28 |
value_liq |
0.7709 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-08-27 |
2025-08-28 |
revision |
1.0562 |
0.0017 |
0.0018 |
alpha_REVISION |
| 2025-08-27 |
2025-08-28 |
value_gc |
2.0804 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-08-27 |
2025-08-28 |
neglect |
0.8679 |
0.0005 |
0.0004 |
alpha_VALUE |
| 2025-08-27 |
2025-08-28 |
quality |
3.9714 |
-0.0011 |
-0.0045 |
alpha_QUALITY |
| 2025-08-27 |
2025-08-28 |
reversal |
1.1134 |
-0.0022 |
-0.0025 |
alpha_REVERSAL |
| 2025-08-27 |
2025-08-28 |
fmom |
0.3201 |
-0.0006 |
-0.0002 |
alpha_QUALITY |
| 2025-08-27 |
2025-08-28 |
stability |
4.4483 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-08-27 |
2025-08-28 |
linkage |
0.8100 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-08-27 |
2025-08-28 |
momentum |
-0.1540 |
0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-08-28 |
2025-08-29 |
revision |
1.1071 |
0.0017 |
0.0019 |
alpha_REVISION |
| 2025-08-28 |
2025-08-29 |
linkage |
0.9209 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-08-28 |
2025-08-29 |
momentum |
-0.2236 |
-0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-08-28 |
2025-08-29 |
neglect |
0.8794 |
-0.0016 |
-0.0014 |
alpha_VALUE |
| 2025-08-28 |
2025-08-29 |
quality |
3.9193 |
0.0024 |
0.0094 |
alpha_QUALITY |
| 2025-08-28 |
2025-08-29 |
reversal |
0.9402 |
0.0019 |
0.0018 |
alpha_REVERSAL |
| 2025-08-28 |
2025-08-29 |
stability |
4.4692 |
-0.0004 |
-0.0017 |
alpha_QUALITY |
| 2025-08-28 |
2025-08-29 |
fmom |
0.3508 |
0.0010 |
0.0003 |
alpha_QUALITY |
| 2025-08-28 |
2025-08-29 |
value_gc |
2.1086 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-08-28 |
2025-08-29 |
value_liq |
0.8569 |
0.0008 |
0.0007 |
alpha_VALUE |