| signalDate |
tradeDate |
factor |
fexp |
facret |
contrib |
category |
| 2024-12-31 |
2025-01-01 |
value_gc |
1.1594 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2024-12-31 |
2025-01-01 |
neglect |
1.1235 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2024-12-31 |
2025-01-01 |
fmom |
1.3759 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2024-12-31 |
2025-01-01 |
revision |
0.9857 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2024-12-31 |
2025-01-01 |
quality |
3.3687 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2024-12-31 |
2025-01-01 |
reversal |
0.9552 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2024-12-31 |
2025-01-01 |
stability |
4.8646 |
-0.0000 |
-0.0002 |
alpha_QUALITY |
| 2024-12-31 |
2025-01-01 |
value_liq |
0.4203 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2024-12-31 |
2025-01-01 |
momentum |
0.3454 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2024-12-31 |
2025-01-01 |
linkage |
1.1446 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-01-01 |
2025-01-02 |
revision |
1.0144 |
-0.0005 |
-0.0005 |
alpha_REVISION |
| 2025-01-01 |
2025-01-02 |
linkage |
1.1294 |
0.0003 |
0.0004 |
alpha_MOMENTUM |
| 2025-01-01 |
2025-01-02 |
fmom |
1.3385 |
-0.0006 |
-0.0008 |
alpha_QUALITY |
| 2025-01-01 |
2025-01-02 |
reversal |
1.1252 |
0.0016 |
0.0018 |
alpha_REVERSAL |
| 2025-01-01 |
2025-01-02 |
quality |
3.3382 |
0.0008 |
0.0027 |
alpha_QUALITY |
| 2025-01-01 |
2025-01-02 |
neglect |
1.1083 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-01-01 |
2025-01-02 |
value_gc |
1.1683 |
0.0011 |
0.0013 |
alpha_VALUE |
| 2025-01-01 |
2025-01-02 |
momentum |
0.3352 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-01 |
2025-01-02 |
value_liq |
0.4644 |
-0.0008 |
-0.0004 |
alpha_VALUE |
| 2025-01-01 |
2025-01-02 |
stability |
4.8022 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-01-02 |
2025-01-03 |
revision |
0.9829 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-01-02 |
2025-01-03 |
stability |
4.8102 |
0.0006 |
0.0028 |
alpha_QUALITY |
| 2025-01-02 |
2025-01-03 |
value_liq |
0.5071 |
0.0024 |
0.0012 |
alpha_VALUE |
| 2025-01-02 |
2025-01-03 |
neglect |
1.1132 |
-0.0028 |
-0.0032 |
alpha_VALUE |
| 2025-01-02 |
2025-01-03 |
linkage |
1.1206 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-01-02 |
2025-01-03 |
fmom |
1.3110 |
0.0005 |
0.0006 |
alpha_QUALITY |
| 2025-01-02 |
2025-01-03 |
value_gc |
1.2079 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-02 |
2025-01-03 |
momentum |
0.3170 |
0.0013 |
0.0004 |
alpha_MOMENTUM |
| 2025-01-02 |
2025-01-03 |
quality |
3.3589 |
0.0007 |
0.0023 |
alpha_QUALITY |
| 2025-01-02 |
2025-01-03 |
reversal |
0.8796 |
-0.0008 |
-0.0007 |
alpha_REVERSAL |
| 2025-01-03 |
2025-01-06 |
linkage |
1.1440 |
-0.0008 |
-0.0009 |
alpha_MOMENTUM |
| 2025-01-03 |
2025-01-06 |
revision |
0.9917 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-01-03 |
2025-01-06 |
neglect |
1.1396 |
-0.0008 |
-0.0009 |
alpha_VALUE |
| 2025-01-03 |
2025-01-06 |
value_liq |
0.5436 |
0.0012 |
0.0006 |
alpha_VALUE |
| 2025-01-03 |
2025-01-06 |
value_gc |
1.2414 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-01-03 |
2025-01-06 |
quality |
3.3997 |
0.0001 |
0.0002 |
alpha_QUALITY |
| 2025-01-03 |
2025-01-06 |
reversal |
0.8541 |
-0.0011 |
-0.0009 |
alpha_REVERSAL |
| 2025-01-03 |
2025-01-06 |
fmom |
1.3214 |
-0.0002 |
-0.0003 |
alpha_QUALITY |
| 2025-01-03 |
2025-01-06 |
momentum |
0.3454 |
-0.0004 |
-0.0001 |
alpha_MOMENTUM |
| 2025-01-03 |
2025-01-06 |
stability |
4.8802 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-01-06 |
2025-01-07 |
quality |
3.4730 |
-0.0009 |
-0.0031 |
alpha_QUALITY |
| 2025-01-06 |
2025-01-07 |
fmom |
1.3078 |
0.0006 |
0.0008 |
alpha_QUALITY |
| 2025-01-06 |
2025-01-07 |
value_liq |
0.5267 |
-0.0027 |
-0.0014 |
alpha_VALUE |
| 2025-01-06 |
2025-01-07 |
neglect |
1.1829 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-01-06 |
2025-01-07 |
value_gc |
1.2552 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-01-06 |
2025-01-07 |
revision |
1.0006 |
0.0009 |
0.0009 |
alpha_REVISION |
| 2025-01-06 |
2025-01-07 |
reversal |
0.9027 |
0.0031 |
0.0028 |
alpha_REVERSAL |
| 2025-01-06 |
2025-01-07 |
momentum |
0.3078 |
0.0008 |
0.0003 |
alpha_MOMENTUM |
| 2025-01-06 |
2025-01-07 |
linkage |
1.1943 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-01-06 |
2025-01-07 |
stability |
4.9135 |
-0.0004 |
-0.0017 |
alpha_QUALITY |
| 2025-01-07 |
2025-01-08 |
neglect |
1.1394 |
0.0007 |
0.0008 |
alpha_VALUE |
| 2025-01-07 |
2025-01-08 |
revision |
1.0140 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-01-07 |
2025-01-08 |
value_liq |
0.5053 |
-0.0006 |
-0.0003 |
alpha_VALUE |
| 2025-01-07 |
2025-01-08 |
linkage |
1.1953 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-01-07 |
2025-01-08 |
fmom |
1.2919 |
0.0006 |
0.0008 |
alpha_QUALITY |
| 2025-01-07 |
2025-01-08 |
stability |
4.8623 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-01-07 |
2025-01-08 |
reversal |
0.8956 |
-0.0007 |
-0.0007 |
alpha_REVERSAL |
| 2025-01-07 |
2025-01-08 |
quality |
3.5039 |
0.0003 |
0.0011 |
alpha_QUALITY |
| 2025-01-07 |
2025-01-08 |
value_gc |
1.2372 |
0.0007 |
0.0008 |
alpha_VALUE |
| 2025-01-07 |
2025-01-08 |
momentum |
0.2962 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-01-08 |
2025-01-09 |
neglect |
1.0536 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-01-08 |
2025-01-09 |
linkage |
1.1412 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-08 |
2025-01-09 |
value_liq |
0.4866 |
-0.0014 |
-0.0007 |
alpha_VALUE |
| 2025-01-08 |
2025-01-09 |
momentum |
0.2910 |
-0.0006 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-08 |
2025-01-09 |
value_gc |
1.2306 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-08 |
2025-01-09 |
fmom |
1.2882 |
0.0002 |
0.0002 |
alpha_QUALITY |
| 2025-01-08 |
2025-01-09 |
reversal |
1.0142 |
0.0014 |
0.0014 |
alpha_REVERSAL |
| 2025-01-08 |
2025-01-09 |
quality |
3.4992 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-01-08 |
2025-01-09 |
stability |
4.7871 |
0.0009 |
0.0041 |
alpha_QUALITY |
| 2025-01-08 |
2025-01-09 |
revision |
1.0488 |
0.0015 |
0.0016 |
alpha_REVISION |
| 2025-01-09 |
2025-01-10 |
fmom |
1.2740 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-01-09 |
2025-01-10 |
neglect |
0.9669 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-01-09 |
2025-01-10 |
reversal |
0.9954 |
-0.0005 |
-0.0005 |
alpha_REVERSAL |
| 2025-01-09 |
2025-01-10 |
quality |
3.4966 |
0.0005 |
0.0018 |
alpha_QUALITY |
| 2025-01-09 |
2025-01-10 |
value_gc |
1.2252 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-01-09 |
2025-01-10 |
stability |
4.7385 |
0.0012 |
0.0056 |
alpha_QUALITY |
| 2025-01-09 |
2025-01-10 |
momentum |
0.2845 |
0.0008 |
0.0002 |
alpha_MOMENTUM |
| 2025-01-09 |
2025-01-10 |
revision |
0.9977 |
0.0013 |
0.0013 |
alpha_REVISION |
| 2025-01-09 |
2025-01-10 |
linkage |
1.1262 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-01-09 |
2025-01-10 |
value_liq |
0.4840 |
0.0005 |
0.0002 |
alpha_VALUE |
| 2025-01-10 |
2025-01-13 |
linkage |
1.1125 |
0.0010 |
0.0011 |
alpha_MOMENTUM |
| 2025-01-10 |
2025-01-13 |
revision |
0.9497 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-01-10 |
2025-01-13 |
momentum |
0.3061 |
-0.0014 |
-0.0004 |
alpha_MOMENTUM |
| 2025-01-10 |
2025-01-13 |
neglect |
0.9357 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-01-10 |
2025-01-13 |
fmom |
1.2891 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-01-10 |
2025-01-13 |
stability |
4.7437 |
0.0002 |
0.0011 |
alpha_QUALITY |
| 2025-01-10 |
2025-01-13 |
quality |
3.5249 |
0.0007 |
0.0025 |
alpha_QUALITY |
| 2025-01-10 |
2025-01-13 |
value_liq |
0.4837 |
0.0014 |
0.0007 |
alpha_VALUE |
| 2025-01-10 |
2025-01-13 |
reversal |
0.7893 |
-0.0007 |
-0.0006 |
alpha_REVERSAL |
| 2025-01-10 |
2025-01-13 |
value_gc |
1.2321 |
-0.0011 |
-0.0013 |
alpha_VALUE |
| 2025-01-13 |
2025-01-14 |
reversal |
0.8529 |
0.0035 |
0.0030 |
alpha_REVERSAL |
| 2025-01-13 |
2025-01-14 |
value_liq |
0.4953 |
-0.0012 |
-0.0006 |
alpha_VALUE |
| 2025-01-13 |
2025-01-14 |
linkage |
1.1292 |
0.0009 |
0.0010 |
alpha_MOMENTUM |
| 2025-01-13 |
2025-01-14 |
stability |
4.8012 |
-0.0006 |
-0.0030 |
alpha_QUALITY |
| 2025-01-13 |
2025-01-14 |
value_gc |
1.2564 |
0.0006 |
0.0007 |
alpha_VALUE |
| 2025-01-13 |
2025-01-14 |
quality |
3.5760 |
-0.0015 |
-0.0055 |
alpha_QUALITY |
| 2025-01-13 |
2025-01-14 |
momentum |
0.3459 |
-0.0009 |
-0.0003 |
alpha_MOMENTUM |
| 2025-01-13 |
2025-01-14 |
revision |
0.9149 |
0.0009 |
0.0008 |
alpha_REVISION |
| 2025-01-13 |
2025-01-14 |
neglect |
0.9872 |
0.0009 |
0.0009 |
alpha_VALUE |
| 2025-01-13 |
2025-01-14 |
fmom |
1.2955 |
0.0002 |
0.0003 |
alpha_QUALITY |
| 2025-01-14 |
2025-01-15 |
reversal |
0.8005 |
-0.0005 |
-0.0004 |
alpha_REVERSAL |
| 2025-01-14 |
2025-01-15 |
value_gc |
1.2599 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-01-14 |
2025-01-15 |
momentum |
0.4025 |
-0.0006 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-14 |
2025-01-15 |
fmom |
1.3190 |
-0.0005 |
-0.0006 |
alpha_QUALITY |
| 2025-01-14 |
2025-01-15 |
quality |
3.6440 |
0.0008 |
0.0028 |
alpha_QUALITY |
| 2025-01-14 |
2025-01-15 |
value_liq |
0.4782 |
0.0005 |
0.0002 |
alpha_VALUE |
| 2025-01-14 |
2025-01-15 |
linkage |
1.0859 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-01-14 |
2025-01-15 |
revision |
0.9128 |
-0.0002 |
-0.0002 |
alpha_REVISION |
| 2025-01-14 |
2025-01-15 |
neglect |
1.0088 |
0.0006 |
0.0006 |
alpha_VALUE |
| 2025-01-14 |
2025-01-15 |
stability |
4.8859 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-01-15 |
2025-01-16 |
neglect |
0.9665 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-15 |
2025-01-16 |
momentum |
0.4458 |
0.0009 |
0.0004 |
alpha_MOMENTUM |
| 2025-01-15 |
2025-01-16 |
linkage |
0.9701 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-15 |
2025-01-16 |
quality |
3.6103 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-01-15 |
2025-01-16 |
value_gc |
1.2349 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-15 |
2025-01-16 |
fmom |
1.3352 |
0.0003 |
0.0004 |
alpha_QUALITY |
| 2025-01-15 |
2025-01-16 |
stability |
4.8871 |
-0.0005 |
-0.0024 |
alpha_QUALITY |
| 2025-01-15 |
2025-01-16 |
value_liq |
0.4549 |
-0.0007 |
-0.0003 |
alpha_VALUE |
| 2025-01-15 |
2025-01-16 |
revision |
0.8379 |
-0.0009 |
-0.0007 |
alpha_REVISION |
| 2025-01-15 |
2025-01-16 |
reversal |
0.9712 |
0.0019 |
0.0018 |
alpha_REVERSAL |
| 2025-01-16 |
2025-01-17 |
revision |
0.8409 |
0.0011 |
0.0009 |
alpha_REVISION |
| 2025-01-16 |
2025-01-17 |
reversal |
1.0419 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-01-16 |
2025-01-17 |
momentum |
0.4737 |
0.0006 |
0.0003 |
alpha_MOMENTUM |
| 2025-01-16 |
2025-01-17 |
quality |
3.6129 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-01-16 |
2025-01-17 |
value_liq |
0.4804 |
0.0011 |
0.0005 |
alpha_VALUE |
| 2025-01-16 |
2025-01-17 |
fmom |
1.3710 |
0.0006 |
0.0008 |
alpha_QUALITY |
| 2025-01-16 |
2025-01-17 |
value_gc |
1.2394 |
-0.0006 |
-0.0007 |
alpha_VALUE |
| 2025-01-16 |
2025-01-17 |
neglect |
0.9557 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-01-16 |
2025-01-17 |
linkage |
0.9018 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-01-16 |
2025-01-17 |
stability |
4.9696 |
0.0005 |
0.0026 |
alpha_QUALITY |
| 2025-01-17 |
2025-01-20 |
revision |
0.8881 |
-0.0002 |
-0.0001 |
alpha_REVISION |
| 2025-01-17 |
2025-01-20 |
quality |
3.5768 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-01-17 |
2025-01-20 |
stability |
5.0155 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-01-17 |
2025-01-20 |
neglect |
0.9562 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-01-17 |
2025-01-20 |
linkage |
0.8780 |
-0.0007 |
-0.0006 |
alpha_MOMENTUM |
| 2025-01-17 |
2025-01-20 |
value_liq |
0.5000 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-01-17 |
2025-01-20 |
value_gc |
1.2321 |
-0.0005 |
-0.0006 |
alpha_VALUE |
| 2025-01-17 |
2025-01-20 |
fmom |
1.3645 |
0.0008 |
0.0011 |
alpha_QUALITY |
| 2025-01-17 |
2025-01-20 |
reversal |
1.0551 |
0.0029 |
0.0031 |
alpha_REVERSAL |
| 2025-01-17 |
2025-01-20 |
momentum |
0.4912 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-20 |
2025-01-21 |
value_gc |
1.2337 |
-0.0003 |
-0.0004 |
alpha_VALUE |
| 2025-01-20 |
2025-01-21 |
reversal |
0.8332 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-01-20 |
2025-01-21 |
revision |
0.9815 |
0.0010 |
0.0010 |
alpha_REVISION |
| 2025-01-20 |
2025-01-21 |
quality |
3.5912 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-01-20 |
2025-01-21 |
fmom |
1.3412 |
0.0005 |
0.0007 |
alpha_QUALITY |
| 2025-01-20 |
2025-01-21 |
linkage |
0.8202 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-20 |
2025-01-21 |
momentum |
0.4709 |
0.0013 |
0.0006 |
alpha_MOMENTUM |
| 2025-01-20 |
2025-01-21 |
value_liq |
0.5172 |
-0.0005 |
-0.0003 |
alpha_VALUE |
| 2025-01-20 |
2025-01-21 |
stability |
5.0766 |
0.0009 |
0.0047 |
alpha_QUALITY |
| 2025-01-20 |
2025-01-21 |
neglect |
0.9868 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-01-21 |
2025-01-22 |
neglect |
1.0139 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-01-21 |
2025-01-22 |
stability |
5.0875 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-01-21 |
2025-01-22 |
linkage |
0.8071 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-01-21 |
2025-01-22 |
momentum |
0.4554 |
0.0010 |
0.0004 |
alpha_MOMENTUM |
| 2025-01-21 |
2025-01-22 |
fmom |
1.3168 |
0.0012 |
0.0016 |
alpha_QUALITY |
| 2025-01-21 |
2025-01-22 |
quality |
3.6169 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-01-21 |
2025-01-22 |
value_liq |
0.5241 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-21 |
2025-01-22 |
reversal |
0.7775 |
0.0006 |
0.0005 |
alpha_REVERSAL |
| 2025-01-21 |
2025-01-22 |
revision |
0.9126 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-01-21 |
2025-01-22 |
value_gc |
1.2250 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-01-22 |
2025-01-23 |
stability |
5.0603 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-01-22 |
2025-01-23 |
linkage |
0.8382 |
-0.0012 |
-0.0010 |
alpha_MOMENTUM |
| 2025-01-22 |
2025-01-23 |
fmom |
1.3002 |
0.0002 |
0.0003 |
alpha_QUALITY |
| 2025-01-22 |
2025-01-23 |
neglect |
1.0210 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-01-22 |
2025-01-23 |
reversal |
0.8981 |
0.0027 |
0.0024 |
alpha_REVERSAL |
| 2025-01-22 |
2025-01-23 |
revision |
0.8781 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-01-22 |
2025-01-23 |
value_liq |
0.5244 |
0.0011 |
0.0006 |
alpha_VALUE |
| 2025-01-22 |
2025-01-23 |
momentum |
0.4461 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-22 |
2025-01-23 |
value_gc |
1.2348 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-01-22 |
2025-01-23 |
quality |
3.6221 |
0.0005 |
0.0018 |
alpha_QUALITY |
| 2025-01-23 |
2025-01-24 |
reversal |
0.8227 |
-0.0003 |
-0.0002 |
alpha_REVERSAL |
| 2025-01-23 |
2025-01-24 |
quality |
3.6549 |
-0.0005 |
-0.0017 |
alpha_QUALITY |
| 2025-01-23 |
2025-01-24 |
fmom |
1.3026 |
-0.0003 |
-0.0004 |
alpha_QUALITY |
| 2025-01-23 |
2025-01-24 |
value_liq |
0.5296 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-01-23 |
2025-01-24 |
linkage |
0.8677 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-01-23 |
2025-01-24 |
stability |
5.1074 |
0.0001 |
0.0007 |
alpha_QUALITY |
| 2025-01-23 |
2025-01-24 |
neglect |
1.0212 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-01-23 |
2025-01-24 |
value_gc |
1.2283 |
-0.0006 |
-0.0008 |
alpha_VALUE |
| 2025-01-23 |
2025-01-24 |
revision |
0.8837 |
0.0009 |
0.0008 |
alpha_REVISION |
| 2025-01-23 |
2025-01-24 |
momentum |
0.4504 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-01-24 |
2025-01-27 |
value_gc |
1.2050 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-01-24 |
2025-01-27 |
revision |
0.9477 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-01-24 |
2025-01-27 |
quality |
3.5973 |
0.0006 |
0.0022 |
alpha_QUALITY |
| 2025-01-24 |
2025-01-27 |
reversal |
1.0781 |
0.0008 |
0.0008 |
alpha_REVERSAL |
| 2025-01-24 |
2025-01-27 |
momentum |
0.4864 |
-0.0005 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-24 |
2025-01-27 |
value_liq |
0.5380 |
0.0026 |
0.0014 |
alpha_VALUE |
| 2025-01-24 |
2025-01-27 |
fmom |
1.2763 |
0.0003 |
0.0003 |
alpha_QUALITY |
| 2025-01-24 |
2025-01-27 |
linkage |
0.9214 |
-0.0007 |
-0.0006 |
alpha_MOMENTUM |
| 2025-01-24 |
2025-01-27 |
stability |
5.0270 |
0.0004 |
0.0022 |
alpha_QUALITY |
| 2025-01-24 |
2025-01-27 |
neglect |
0.9594 |
-0.0009 |
-0.0008 |
alpha_VALUE |
| 2025-01-27 |
2025-01-28 |
neglect |
0.9220 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-01-27 |
2025-01-28 |
fmom |
1.2886 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-01-27 |
2025-01-28 |
linkage |
0.9885 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-01-27 |
2025-01-28 |
momentum |
0.4753 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-27 |
2025-01-28 |
value_liq |
0.5261 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-01-27 |
2025-01-28 |
reversal |
0.9141 |
-0.0010 |
-0.0009 |
alpha_REVERSAL |
| 2025-01-27 |
2025-01-28 |
quality |
3.6040 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-01-27 |
2025-01-28 |
value_gc |
1.1957 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-01-27 |
2025-01-28 |
stability |
5.0237 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-01-27 |
2025-01-28 |
revision |
0.8705 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-01-28 |
2025-01-29 |
reversal |
0.9558 |
0.0008 |
0.0007 |
alpha_REVERSAL |
| 2025-01-28 |
2025-01-29 |
quality |
3.6693 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-01-28 |
2025-01-29 |
stability |
5.0839 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-01-28 |
2025-01-29 |
revision |
0.8818 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-01-28 |
2025-01-29 |
neglect |
0.9409 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-01-28 |
2025-01-29 |
fmom |
1.3169 |
0.0002 |
0.0002 |
alpha_QUALITY |
| 2025-01-28 |
2025-01-29 |
linkage |
1.0107 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-28 |
2025-01-29 |
momentum |
0.4714 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-01-28 |
2025-01-29 |
value_liq |
0.5444 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-01-28 |
2025-01-29 |
value_gc |
1.2321 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-01-29 |
2025-01-30 |
value_gc |
1.2443 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-01-29 |
2025-01-30 |
stability |
5.1032 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-01-29 |
2025-01-30 |
neglect |
0.9560 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-01-29 |
2025-01-30 |
linkage |
0.9950 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-01-29 |
2025-01-30 |
value_liq |
0.5396 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-01-29 |
2025-01-30 |
revision |
0.8455 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-01-29 |
2025-01-30 |
fmom |
1.3309 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-01-29 |
2025-01-30 |
reversal |
0.9858 |
0.0005 |
0.0005 |
alpha_REVERSAL |
| 2025-01-29 |
2025-01-30 |
momentum |
0.4785 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-29 |
2025-01-30 |
quality |
3.6867 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-01-30 |
2025-01-31 |
revision |
0.8251 |
0.0003 |
0.0002 |
alpha_REVISION |
| 2025-01-30 |
2025-01-31 |
value_liq |
0.5085 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-01-30 |
2025-01-31 |
quality |
3.7150 |
-0.0003 |
-0.0009 |
alpha_QUALITY |
| 2025-01-30 |
2025-01-31 |
momentum |
0.4820 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-01-30 |
2025-01-31 |
fmom |
1.3511 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-01-30 |
2025-01-31 |
reversal |
0.8595 |
0.0012 |
0.0010 |
alpha_REVERSAL |
| 2025-01-30 |
2025-01-31 |
neglect |
0.9682 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-01-30 |
2025-01-31 |
linkage |
0.9836 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-01-30 |
2025-01-31 |
value_gc |
1.2255 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-01-30 |
2025-01-31 |
stability |
5.0918 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-01-31 |
2025-02-03 |
value_gc |
1.1828 |
-0.0009 |
-0.0011 |
alpha_VALUE |
| 2025-01-31 |
2025-02-03 |
fmom |
1.3275 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-01-31 |
2025-02-03 |
stability |
5.0443 |
0.0001 |
0.0008 |
alpha_QUALITY |
| 2025-01-31 |
2025-02-03 |
neglect |
0.9828 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-01-31 |
2025-02-03 |
linkage |
0.9711 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-01-31 |
2025-02-03 |
value_liq |
0.5029 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-01-31 |
2025-02-03 |
reversal |
0.8785 |
-0.0004 |
-0.0004 |
alpha_REVERSAL |
| 2025-01-31 |
2025-02-03 |
momentum |
0.4284 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-01-31 |
2025-02-03 |
revision |
0.8247 |
0.0019 |
0.0016 |
alpha_REVISION |
| 2025-01-31 |
2025-02-03 |
quality |
3.6906 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 2025-02-03 |
2025-02-04 |
linkage |
0.9866 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-02-03 |
2025-02-04 |
stability |
5.0349 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-02-03 |
2025-02-04 |
fmom |
1.3223 |
0.0002 |
0.0003 |
alpha_QUALITY |
| 2025-02-03 |
2025-02-04 |
revision |
0.8070 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-02-03 |
2025-02-04 |
neglect |
0.9945 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-02-03 |
2025-02-04 |
value_gc |
1.2145 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-02-03 |
2025-02-04 |
reversal |
0.8800 |
0.0012 |
0.0010 |
alpha_REVERSAL |
| 2025-02-03 |
2025-02-04 |
momentum |
0.4041 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-02-03 |
2025-02-04 |
quality |
3.6461 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-02-03 |
2025-02-04 |
value_liq |
0.5354 |
-0.0007 |
-0.0003 |
alpha_VALUE |
| 2025-02-04 |
2025-02-05 |
linkage |
0.9773 |
0.0011 |
0.0011 |
alpha_MOMENTUM |
| 2025-02-04 |
2025-02-05 |
neglect |
0.9991 |
0.0012 |
0.0012 |
alpha_VALUE |
| 2025-02-04 |
2025-02-05 |
quality |
3.6412 |
-0.0012 |
-0.0042 |
alpha_QUALITY |
| 2025-02-04 |
2025-02-05 |
value_liq |
0.5309 |
-0.0023 |
-0.0012 |
alpha_VALUE |
| 2025-02-04 |
2025-02-05 |
momentum |
0.4088 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-02-04 |
2025-02-05 |
revision |
0.8414 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-02-04 |
2025-02-05 |
stability |
5.0590 |
-0.0007 |
-0.0037 |
alpha_QUALITY |
| 2025-02-04 |
2025-02-05 |
value_gc |
1.2067 |
0.0011 |
0.0013 |
alpha_VALUE |
| 2025-02-04 |
2025-02-05 |
reversal |
1.0331 |
0.0019 |
0.0020 |
alpha_REVERSAL |
| 2025-02-04 |
2025-02-05 |
fmom |
1.3169 |
-0.0005 |
-0.0006 |
alpha_QUALITY |
| 2025-02-05 |
2025-02-06 |
value_gc |
1.2498 |
0.0007 |
0.0009 |
alpha_VALUE |
| 2025-02-05 |
2025-02-06 |
quality |
3.6426 |
-0.0017 |
-0.0061 |
alpha_QUALITY |
| 2025-02-05 |
2025-02-06 |
revision |
0.8874 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-02-05 |
2025-02-06 |
neglect |
1.0455 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-02-05 |
2025-02-06 |
linkage |
0.8990 |
0.0005 |
0.0004 |
alpha_MOMENTUM |
| 2025-02-05 |
2025-02-06 |
momentum |
0.4781 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-02-05 |
2025-02-06 |
value_liq |
0.5876 |
-0.0018 |
-0.0011 |
alpha_VALUE |
| 2025-02-05 |
2025-02-06 |
fmom |
1.3116 |
-0.0007 |
-0.0009 |
alpha_QUALITY |
| 2025-02-05 |
2025-02-06 |
reversal |
1.1496 |
-0.0003 |
-0.0004 |
alpha_REVERSAL |
| 2025-02-05 |
2025-02-06 |
stability |
5.1311 |
0.0005 |
0.0027 |
alpha_QUALITY |
| 2025-02-06 |
2025-02-07 |
stability |
5.2091 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-02-06 |
2025-02-07 |
linkage |
0.8684 |
-0.0007 |
-0.0006 |
alpha_MOMENTUM |
| 2025-02-06 |
2025-02-07 |
neglect |
1.1335 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-02-06 |
2025-02-07 |
revision |
0.9372 |
-0.0002 |
-0.0002 |
alpha_REVISION |
| 2025-02-06 |
2025-02-07 |
fmom |
1.3296 |
0.0002 |
0.0003 |
alpha_QUALITY |
| 2025-02-06 |
2025-02-07 |
momentum |
0.5381 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-02-06 |
2025-02-07 |
value_liq |
0.6229 |
0.0006 |
0.0004 |
alpha_VALUE |
| 2025-02-06 |
2025-02-07 |
reversal |
1.2229 |
0.0017 |
0.0021 |
alpha_REVERSAL |
| 2025-02-06 |
2025-02-07 |
quality |
3.6305 |
0.0004 |
0.0014 |
alpha_QUALITY |
| 2025-02-06 |
2025-02-07 |
value_gc |
1.2262 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-02-07 |
2025-02-10 |
stability |
5.1843 |
-0.0010 |
-0.0049 |
alpha_QUALITY |
| 2025-02-07 |
2025-02-10 |
reversal |
1.1687 |
-0.0005 |
-0.0006 |
alpha_REVERSAL |
| 2025-02-07 |
2025-02-10 |
value_gc |
1.2191 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-02-07 |
2025-02-10 |
neglect |
1.1720 |
0.0021 |
0.0024 |
alpha_VALUE |
| 2025-02-07 |
2025-02-10 |
fmom |
1.3396 |
-0.0005 |
-0.0007 |
alpha_QUALITY |
| 2025-02-07 |
2025-02-10 |
momentum |
0.5498 |
-0.0006 |
-0.0003 |
alpha_MOMENTUM |
| 2025-02-07 |
2025-02-10 |
revision |
0.9264 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-02-07 |
2025-02-10 |
value_liq |
0.6373 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-02-07 |
2025-02-10 |
quality |
3.5889 |
-0.0009 |
-0.0032 |
alpha_QUALITY |
| 2025-02-07 |
2025-02-10 |
linkage |
0.9648 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-02-10 |
2025-02-11 |
revision |
0.9103 |
0.0012 |
0.0011 |
alpha_REVISION |
| 2025-02-10 |
2025-02-11 |
quality |
3.5567 |
0.0008 |
0.0029 |
alpha_QUALITY |
| 2025-02-10 |
2025-02-11 |
value_liq |
0.6477 |
0.0006 |
0.0004 |
alpha_VALUE |
| 2025-02-10 |
2025-02-11 |
value_gc |
1.2287 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-02-10 |
2025-02-11 |
stability |
5.1936 |
0.0006 |
0.0034 |
alpha_QUALITY |
| 2025-02-10 |
2025-02-11 |
reversal |
1.2485 |
0.0004 |
0.0005 |
alpha_REVERSAL |
| 2025-02-10 |
2025-02-11 |
momentum |
0.5506 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-02-10 |
2025-02-11 |
fmom |
1.3798 |
0.0003 |
0.0003 |
alpha_QUALITY |
| 2025-02-10 |
2025-02-11 |
linkage |
0.9646 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-02-10 |
2025-02-11 |
neglect |
1.1781 |
-0.0006 |
-0.0007 |
alpha_VALUE |
| 2025-02-11 |
2025-02-12 |
momentum |
0.5256 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-02-11 |
2025-02-12 |
fmom |
1.3526 |
-0.0003 |
-0.0004 |
alpha_QUALITY |
| 2025-02-11 |
2025-02-12 |
quality |
3.5551 |
-0.0004 |
-0.0014 |
alpha_QUALITY |
| 2025-02-11 |
2025-02-12 |
reversal |
1.1835 |
-0.0009 |
-0.0011 |
alpha_REVERSAL |
| 2025-02-11 |
2025-02-12 |
value_gc |
1.2247 |
-0.0009 |
-0.0011 |
alpha_VALUE |
| 2025-02-11 |
2025-02-12 |
revision |
0.9620 |
0.0007 |
0.0006 |
alpha_REVISION |
| 2025-02-11 |
2025-02-12 |
neglect |
1.2168 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-02-11 |
2025-02-12 |
linkage |
1.0247 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-02-11 |
2025-02-12 |
value_liq |
0.6163 |
0.0004 |
0.0002 |
alpha_VALUE |
| 2025-02-11 |
2025-02-12 |
stability |
5.2148 |
-0.0002 |
-0.0012 |
alpha_QUALITY |
| 2025-02-12 |
2025-02-13 |
fmom |
1.3314 |
0.0003 |
0.0005 |
alpha_QUALITY |
| 2025-02-12 |
2025-02-13 |
value_liq |
0.6336 |
0.0018 |
0.0011 |
alpha_VALUE |
| 2025-02-12 |
2025-02-13 |
reversal |
1.2467 |
0.0024 |
0.0030 |
alpha_REVERSAL |
| 2025-02-12 |
2025-02-13 |
quality |
3.5134 |
-0.0006 |
-0.0019 |
alpha_QUALITY |
| 2025-02-12 |
2025-02-13 |
value_gc |
1.2219 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-02-12 |
2025-02-13 |
stability |
5.2178 |
-0.0007 |
-0.0035 |
alpha_QUALITY |
| 2025-02-12 |
2025-02-13 |
revision |
0.9130 |
-0.0019 |
-0.0017 |
alpha_REVISION |
| 2025-02-12 |
2025-02-13 |
neglect |
1.2651 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-02-12 |
2025-02-13 |
momentum |
0.5017 |
-0.0016 |
-0.0008 |
alpha_MOMENTUM |
| 2025-02-12 |
2025-02-13 |
linkage |
1.0583 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-02-13 |
2025-02-14 |
quality |
3.4877 |
-0.0006 |
-0.0021 |
alpha_QUALITY |
| 2025-02-13 |
2025-02-14 |
momentum |
0.5092 |
-0.0012 |
-0.0006 |
alpha_MOMENTUM |
| 2025-02-13 |
2025-02-14 |
revision |
0.9912 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-02-13 |
2025-02-14 |
value_liq |
0.6444 |
0.0021 |
0.0013 |
alpha_VALUE |
| 2025-02-13 |
2025-02-14 |
reversal |
1.1606 |
-0.0012 |
-0.0014 |
alpha_REVERSAL |
| 2025-02-13 |
2025-02-14 |
value_gc |
1.2222 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-02-13 |
2025-02-14 |
stability |
5.2716 |
0.0005 |
0.0025 |
alpha_QUALITY |
| 2025-02-13 |
2025-02-14 |
fmom |
1.2870 |
0.0002 |
0.0002 |
alpha_QUALITY |
| 2025-02-13 |
2025-02-14 |
linkage |
1.0651 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-02-13 |
2025-02-14 |
neglect |
1.3298 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-02-14 |
2025-02-17 |
value_gc |
1.2175 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-02-14 |
2025-02-17 |
linkage |
1.0203 |
-0.0002 |
-0.0003 |
alpha_MOMENTUM |
| 2025-02-14 |
2025-02-17 |
momentum |
0.5030 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-02-14 |
2025-02-17 |
revision |
1.0378 |
-0.0006 |
-0.0006 |
alpha_REVISION |
| 2025-02-14 |
2025-02-17 |
value_liq |
0.6550 |
-0.0014 |
-0.0009 |
alpha_VALUE |
| 2025-02-14 |
2025-02-17 |
fmom |
1.2154 |
-0.0003 |
-0.0004 |
alpha_QUALITY |
| 2025-02-14 |
2025-02-17 |
neglect |
1.3367 |
0.0015 |
0.0020 |
alpha_VALUE |
| 2025-02-14 |
2025-02-17 |
reversal |
1.0214 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-02-14 |
2025-02-17 |
stability |
5.3038 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-02-14 |
2025-02-17 |
quality |
3.4664 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-02-17 |
2025-02-18 |
neglect |
1.3269 |
-0.0025 |
-0.0033 |
alpha_VALUE |
| 2025-02-17 |
2025-02-18 |
reversal |
1.0911 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-02-17 |
2025-02-18 |
quality |
3.4019 |
0.0010 |
0.0034 |
alpha_QUALITY |
| 2025-02-17 |
2025-02-18 |
revision |
0.9064 |
0.0006 |
0.0005 |
alpha_REVISION |
| 2025-02-17 |
2025-02-18 |
value_liq |
0.6426 |
0.0010 |
0.0006 |
alpha_VALUE |
| 2025-02-17 |
2025-02-18 |
fmom |
1.1689 |
-0.0002 |
-0.0003 |
alpha_QUALITY |
| 2025-02-17 |
2025-02-18 |
momentum |
0.4817 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-02-17 |
2025-02-18 |
stability |
5.2915 |
0.0006 |
0.0033 |
alpha_QUALITY |
| 2025-02-17 |
2025-02-18 |
value_gc |
1.2035 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-02-17 |
2025-02-18 |
linkage |
0.9793 |
-0.0011 |
-0.0010 |
alpha_MOMENTUM |
| 2025-02-18 |
2025-02-19 |
linkage |
1.0072 |
0.0007 |
0.0007 |
alpha_MOMENTUM |
| 2025-02-18 |
2025-02-19 |
neglect |
1.3483 |
0.0009 |
0.0012 |
alpha_VALUE |
| 2025-02-18 |
2025-02-19 |
stability |
5.3233 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-02-18 |
2025-02-19 |
value_gc |
1.1884 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-02-18 |
2025-02-19 |
value_liq |
0.6441 |
-0.0017 |
-0.0011 |
alpha_VALUE |
| 2025-02-18 |
2025-02-19 |
fmom |
1.1856 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-02-18 |
2025-02-19 |
momentum |
0.4854 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-02-18 |
2025-02-19 |
revision |
0.8908 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-02-18 |
2025-02-19 |
reversal |
1.1073 |
-0.0004 |
-0.0004 |
alpha_REVERSAL |
| 2025-02-18 |
2025-02-19 |
quality |
3.3844 |
-0.0023 |
-0.0078 |
alpha_QUALITY |
| 2025-02-19 |
2025-02-20 |
reversal |
1.3722 |
0.0003 |
0.0004 |
alpha_REVERSAL |
| 2025-02-19 |
2025-02-20 |
quality |
3.3946 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-02-19 |
2025-02-20 |
linkage |
1.0341 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-02-19 |
2025-02-20 |
fmom |
1.2135 |
0.0003 |
0.0004 |
alpha_QUALITY |
| 2025-02-19 |
2025-02-20 |
momentum |
0.4790 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-02-19 |
2025-02-20 |
revision |
0.8956 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-02-19 |
2025-02-20 |
stability |
5.3541 |
0.0003 |
0.0018 |
alpha_QUALITY |
| 2025-02-19 |
2025-02-20 |
value_liq |
0.6701 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-02-19 |
2025-02-20 |
neglect |
1.3541 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-02-19 |
2025-02-20 |
value_gc |
1.2067 |
0.0001 |
0.0002 |
alpha_VALUE |
| 2025-02-20 |
2025-02-21 |
neglect |
1.3434 |
-0.0009 |
-0.0012 |
alpha_VALUE |
| 2025-02-20 |
2025-02-21 |
value_liq |
0.6941 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-02-20 |
2025-02-21 |
stability |
5.4201 |
0.0003 |
0.0015 |
alpha_QUALITY |
| 2025-02-20 |
2025-02-21 |
linkage |
1.0592 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-02-20 |
2025-02-21 |
reversal |
1.1704 |
-0.0015 |
-0.0018 |
alpha_REVERSAL |
| 2025-02-20 |
2025-02-21 |
value_gc |
1.2006 |
-0.0008 |
-0.0010 |
alpha_VALUE |
| 2025-02-20 |
2025-02-21 |
fmom |
1.2477 |
-0.0008 |
-0.0010 |
alpha_QUALITY |
| 2025-02-20 |
2025-02-21 |
quality |
3.4124 |
-0.0011 |
-0.0039 |
alpha_QUALITY |
| 2025-02-20 |
2025-02-21 |
momentum |
0.4556 |
0.0006 |
0.0003 |
alpha_MOMENTUM |
| 2025-02-20 |
2025-02-21 |
revision |
0.9352 |
0.0011 |
0.0011 |
alpha_REVISION |
| 2025-02-21 |
2025-02-24 |
momentum |
0.4903 |
-0.0005 |
-0.0003 |
alpha_MOMENTUM |
| 2025-02-21 |
2025-02-24 |
revision |
0.8233 |
-0.0004 |
-0.0003 |
alpha_REVISION |
| 2025-02-21 |
2025-02-24 |
quality |
3.3765 |
-0.0017 |
-0.0057 |
alpha_QUALITY |
| 2025-02-21 |
2025-02-24 |
reversal |
1.1954 |
0.0022 |
0.0027 |
alpha_REVERSAL |
| 2025-02-21 |
2025-02-24 |
fmom |
1.1735 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-02-21 |
2025-02-24 |
stability |
5.4555 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-02-21 |
2025-02-24 |
linkage |
1.0236 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-02-21 |
2025-02-24 |
value_gc |
1.2091 |
0.0011 |
0.0013 |
alpha_VALUE |
| 2025-02-21 |
2025-02-24 |
value_liq |
0.7097 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-02-21 |
2025-02-24 |
neglect |
1.3549 |
0.0009 |
0.0013 |
alpha_VALUE |
| 2025-02-24 |
2025-02-25 |
reversal |
1.1763 |
0.0006 |
0.0007 |
alpha_REVERSAL |
| 2025-02-24 |
2025-02-25 |
quality |
3.3290 |
-0.0014 |
-0.0047 |
alpha_QUALITY |
| 2025-02-24 |
2025-02-25 |
revision |
0.8019 |
0.0011 |
0.0009 |
alpha_REVISION |
| 2025-02-24 |
2025-02-25 |
momentum |
0.4794 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-02-24 |
2025-02-25 |
neglect |
1.3122 |
0.0007 |
0.0009 |
alpha_VALUE |
| 2025-02-24 |
2025-02-25 |
fmom |
1.1901 |
-0.0006 |
-0.0007 |
alpha_QUALITY |
| 2025-02-24 |
2025-02-25 |
linkage |
1.0471 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-02-24 |
2025-02-25 |
value_gc |
1.1920 |
0.0006 |
0.0007 |
alpha_VALUE |
| 2025-02-24 |
2025-02-25 |
stability |
5.3934 |
-0.0005 |
-0.0029 |
alpha_QUALITY |
| 2025-02-24 |
2025-02-25 |
value_liq |
0.7164 |
-0.0011 |
-0.0008 |
alpha_VALUE |
| 2025-02-25 |
2025-02-26 |
momentum |
0.5042 |
-0.0008 |
-0.0004 |
alpha_MOMENTUM |
| 2025-02-25 |
2025-02-26 |
value_liq |
0.7551 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-02-25 |
2025-02-26 |
reversal |
1.1714 |
0.0016 |
0.0019 |
alpha_REVERSAL |
| 2025-02-25 |
2025-02-26 |
stability |
5.4201 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-02-25 |
2025-02-26 |
fmom |
1.2402 |
-0.0003 |
-0.0003 |
alpha_QUALITY |
| 2025-02-25 |
2025-02-26 |
neglect |
1.2958 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-02-25 |
2025-02-26 |
linkage |
1.0629 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-02-25 |
2025-02-26 |
quality |
3.3207 |
-0.0008 |
-0.0025 |
alpha_QUALITY |
| 2025-02-25 |
2025-02-26 |
value_gc |
1.2256 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-02-25 |
2025-02-26 |
revision |
0.8967 |
-0.0002 |
-0.0002 |
alpha_REVISION |
| 2025-02-26 |
2025-02-27 |
linkage |
1.0328 |
-0.0004 |
-0.0005 |
alpha_MOMENTUM |
| 2025-02-26 |
2025-02-27 |
reversal |
0.8477 |
0.0009 |
0.0007 |
alpha_REVERSAL |
| 2025-02-26 |
2025-02-27 |
stability |
5.4667 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-02-26 |
2025-02-27 |
revision |
0.9680 |
0.0007 |
0.0007 |
alpha_REVISION |
| 2025-02-26 |
2025-02-27 |
quality |
3.2946 |
0.0006 |
0.0019 |
alpha_QUALITY |
| 2025-02-26 |
2025-02-27 |
neglect |
1.2896 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-02-26 |
2025-02-27 |
fmom |
1.2732 |
-0.0002 |
-0.0003 |
alpha_QUALITY |
| 2025-02-26 |
2025-02-27 |
value_gc |
1.2194 |
0.0014 |
0.0017 |
alpha_VALUE |
| 2025-02-26 |
2025-02-27 |
momentum |
0.5517 |
-0.0006 |
-0.0003 |
alpha_MOMENTUM |
| 2025-02-26 |
2025-02-27 |
value_liq |
0.7550 |
0.0009 |
0.0007 |
alpha_VALUE |
| 2025-02-27 |
2025-02-28 |
reversal |
0.9032 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-02-27 |
2025-02-28 |
fmom |
1.2100 |
-0.0003 |
-0.0004 |
alpha_QUALITY |
| 2025-02-27 |
2025-02-28 |
momentum |
0.5649 |
0.0010 |
0.0006 |
alpha_MOMENTUM |
| 2025-02-27 |
2025-02-28 |
neglect |
1.2254 |
-0.0010 |
-0.0012 |
alpha_VALUE |
| 2025-02-27 |
2025-02-28 |
linkage |
0.9495 |
-0.0006 |
-0.0006 |
alpha_MOMENTUM |
| 2025-02-27 |
2025-02-28 |
stability |
5.3617 |
-0.0002 |
-0.0012 |
alpha_QUALITY |
| 2025-02-27 |
2025-02-28 |
value_liq |
0.7472 |
0.0034 |
0.0025 |
alpha_VALUE |
| 2025-02-27 |
2025-02-28 |
value_gc |
1.1909 |
-0.0005 |
-0.0006 |
alpha_VALUE |
| 2025-02-27 |
2025-02-28 |
revision |
0.9557 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-02-27 |
2025-02-28 |
quality |
3.1500 |
0.0013 |
0.0042 |
alpha_QUALITY |
| 2025-02-28 |
2025-03-03 |
reversal |
0.8614 |
0.0016 |
0.0013 |
alpha_REVERSAL |
| 2025-02-28 |
2025-03-03 |
revision |
1.0318 |
0.0006 |
0.0007 |
alpha_REVISION |
| 2025-02-28 |
2025-03-03 |
value_gc |
1.1976 |
-0.0005 |
-0.0006 |
alpha_VALUE |
| 2025-02-28 |
2025-03-03 |
linkage |
0.9169 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-02-28 |
2025-03-03 |
stability |
5.2727 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-02-28 |
2025-03-03 |
value_liq |
0.7414 |
0.0013 |
0.0009 |
alpha_VALUE |
| 2025-02-28 |
2025-03-03 |
quality |
3.0230 |
0.0004 |
0.0011 |
alpha_QUALITY |
| 2025-02-28 |
2025-03-03 |
neglect |
1.1771 |
-0.0006 |
-0.0007 |
alpha_VALUE |
| 2025-02-28 |
2025-03-03 |
momentum |
0.5313 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-02-28 |
2025-03-03 |
fmom |
1.1458 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-03-03 |
2025-03-04 |
quality |
2.9827 |
-0.0003 |
-0.0009 |
alpha_QUALITY |
| 2025-03-03 |
2025-03-04 |
revision |
1.0787 |
0.0011 |
0.0012 |
alpha_REVISION |
| 2025-03-03 |
2025-03-04 |
value_gc |
1.2642 |
0.0008 |
0.0010 |
alpha_VALUE |
| 2025-03-03 |
2025-03-04 |
stability |
5.3773 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-03-03 |
2025-03-04 |
neglect |
1.2486 |
0.0018 |
0.0022 |
alpha_VALUE |
| 2025-03-03 |
2025-03-04 |
value_liq |
0.8773 |
-0.0022 |
-0.0020 |
alpha_VALUE |
| 2025-03-03 |
2025-03-04 |
linkage |
0.9173 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-03-03 |
2025-03-04 |
reversal |
1.0438 |
0.0012 |
0.0013 |
alpha_REVERSAL |
| 2025-03-03 |
2025-03-04 |
fmom |
1.1139 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-03-03 |
2025-03-04 |
momentum |
0.5223 |
0.0009 |
0.0005 |
alpha_MOMENTUM |
| 2025-03-04 |
2025-03-05 |
value_gc |
1.3136 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-03-04 |
2025-03-05 |
linkage |
0.8764 |
0.0007 |
0.0006 |
alpha_MOMENTUM |
| 2025-03-04 |
2025-03-05 |
neglect |
1.3007 |
0.0008 |
0.0010 |
alpha_VALUE |
| 2025-03-04 |
2025-03-05 |
value_liq |
0.9415 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-04 |
2025-03-05 |
stability |
5.3717 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-03-04 |
2025-03-05 |
reversal |
0.9702 |
0.0021 |
0.0021 |
alpha_REVERSAL |
| 2025-03-04 |
2025-03-05 |
quality |
2.8969 |
-0.0004 |
-0.0012 |
alpha_QUALITY |
| 2025-03-04 |
2025-03-05 |
momentum |
0.5095 |
0.0007 |
0.0004 |
alpha_MOMENTUM |
| 2025-03-04 |
2025-03-05 |
revision |
1.0874 |
0.0004 |
0.0005 |
alpha_REVISION |
| 2025-03-04 |
2025-03-05 |
fmom |
1.0848 |
0.0005 |
0.0005 |
alpha_QUALITY |
| 2025-03-05 |
2025-03-06 |
revision |
1.0951 |
0.0011 |
0.0012 |
alpha_REVISION |
| 2025-03-05 |
2025-03-06 |
momentum |
0.4949 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-03-05 |
2025-03-06 |
fmom |
1.0884 |
0.0003 |
0.0003 |
alpha_QUALITY |
| 2025-03-05 |
2025-03-06 |
reversal |
0.8936 |
0.0013 |
0.0011 |
alpha_REVERSAL |
| 2025-03-05 |
2025-03-06 |
quality |
2.8555 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-03-05 |
2025-03-06 |
value_liq |
0.9903 |
0.0014 |
0.0014 |
alpha_VALUE |
| 2025-03-05 |
2025-03-06 |
stability |
5.3946 |
0.0007 |
0.0036 |
alpha_QUALITY |
| 2025-03-05 |
2025-03-06 |
value_gc |
1.3532 |
-0.0003 |
-0.0004 |
alpha_VALUE |
| 2025-03-05 |
2025-03-06 |
neglect |
1.2945 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-03-05 |
2025-03-06 |
linkage |
0.8875 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-03-06 |
2025-03-07 |
momentum |
0.4781 |
-0.0007 |
-0.0003 |
alpha_MOMENTUM |
| 2025-03-06 |
2025-03-07 |
quality |
2.8244 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-03-06 |
2025-03-07 |
neglect |
1.2494 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-03-06 |
2025-03-07 |
linkage |
0.8876 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-03-06 |
2025-03-07 |
fmom |
1.0975 |
-0.0004 |
-0.0004 |
alpha_QUALITY |
| 2025-03-06 |
2025-03-07 |
reversal |
0.9458 |
-0.0004 |
-0.0004 |
alpha_REVERSAL |
| 2025-03-06 |
2025-03-07 |
revision |
1.1746 |
-0.0005 |
-0.0006 |
alpha_REVISION |
| 2025-03-06 |
2025-03-07 |
stability |
5.4162 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-03-06 |
2025-03-07 |
value_liq |
1.0013 |
0.0016 |
0.0016 |
alpha_VALUE |
| 2025-03-06 |
2025-03-07 |
value_gc |
1.3455 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-03-07 |
2025-03-10 |
reversal |
1.0299 |
0.0019 |
0.0020 |
alpha_REVERSAL |
| 2025-03-07 |
2025-03-10 |
stability |
5.3957 |
0.0003 |
0.0018 |
alpha_QUALITY |
| 2025-03-07 |
2025-03-10 |
quality |
2.7801 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-03-07 |
2025-03-10 |
revision |
1.2014 |
-0.0009 |
-0.0011 |
alpha_REVISION |
| 2025-03-07 |
2025-03-10 |
neglect |
1.1831 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-03-07 |
2025-03-10 |
fmom |
1.0591 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-03-07 |
2025-03-10 |
value_liq |
1.0133 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-03-07 |
2025-03-10 |
linkage |
0.9055 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-03-07 |
2025-03-10 |
value_gc |
1.3424 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-03-07 |
2025-03-10 |
momentum |
0.4322 |
-0.0010 |
-0.0004 |
alpha_MOMENTUM |
| 2025-03-10 |
2025-03-11 |
value_liq |
0.9878 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-03-10 |
2025-03-11 |
reversal |
0.9638 |
-0.0005 |
-0.0004 |
alpha_REVERSAL |
| 2025-03-10 |
2025-03-11 |
neglect |
1.1441 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-03-10 |
2025-03-11 |
linkage |
0.9027 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-03-10 |
2025-03-11 |
quality |
2.7441 |
0.0012 |
0.0032 |
alpha_QUALITY |
| 2025-03-10 |
2025-03-11 |
momentum |
0.4730 |
-0.0006 |
-0.0003 |
alpha_MOMENTUM |
| 2025-03-10 |
2025-03-11 |
revision |
1.2544 |
-0.0002 |
-0.0003 |
alpha_REVISION |
| 2025-03-10 |
2025-03-11 |
stability |
5.3568 |
-0.0007 |
-0.0036 |
alpha_QUALITY |
| 2025-03-10 |
2025-03-11 |
fmom |
1.0922 |
-0.0004 |
-0.0005 |
alpha_QUALITY |
| 2025-03-10 |
2025-03-11 |
value_gc |
1.3363 |
0.0005 |
0.0007 |
alpha_VALUE |
| 2025-03-11 |
2025-03-12 |
linkage |
0.8917 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-03-11 |
2025-03-12 |
value_liq |
0.9815 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-03-11 |
2025-03-12 |
fmom |
1.0969 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-03-11 |
2025-03-12 |
momentum |
0.5215 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-11 |
2025-03-12 |
neglect |
1.1220 |
0.0005 |
0.0005 |
alpha_VALUE |
| 2025-03-11 |
2025-03-12 |
reversal |
1.1428 |
0.0023 |
0.0027 |
alpha_REVERSAL |
| 2025-03-11 |
2025-03-12 |
revision |
1.2837 |
0.0009 |
0.0012 |
alpha_REVISION |
| 2025-03-11 |
2025-03-12 |
stability |
5.3163 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-03-11 |
2025-03-12 |
quality |
2.6700 |
0.0005 |
0.0015 |
alpha_QUALITY |
| 2025-03-11 |
2025-03-12 |
value_gc |
1.3399 |
0.0008 |
0.0011 |
alpha_VALUE |
| 2025-03-12 |
2025-03-13 |
value_gc |
1.3405 |
0.0008 |
0.0011 |
alpha_VALUE |
| 2025-03-12 |
2025-03-13 |
momentum |
0.5219 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-03-12 |
2025-03-13 |
reversal |
0.9841 |
-0.0000 |
-0.0000 |
alpha_REVERSAL |
| 2025-03-12 |
2025-03-13 |
fmom |
1.0697 |
0.0004 |
0.0005 |
alpha_QUALITY |
| 2025-03-12 |
2025-03-13 |
neglect |
1.1160 |
-0.0015 |
-0.0016 |
alpha_VALUE |
| 2025-03-12 |
2025-03-13 |
revision |
1.3370 |
0.0010 |
0.0013 |
alpha_REVISION |
| 2025-03-12 |
2025-03-13 |
value_liq |
0.9395 |
0.0008 |
0.0007 |
alpha_VALUE |
| 2025-03-12 |
2025-03-13 |
quality |
2.5892 |
0.0011 |
0.0027 |
alpha_QUALITY |
| 2025-03-12 |
2025-03-13 |
linkage |
0.9105 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-03-12 |
2025-03-13 |
stability |
5.3286 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-03-13 |
2025-03-14 |
reversal |
0.9243 |
0.0015 |
0.0014 |
alpha_REVERSAL |
| 2025-03-13 |
2025-03-14 |
quality |
2.5320 |
0.0009 |
0.0023 |
alpha_QUALITY |
| 2025-03-13 |
2025-03-14 |
value_gc |
1.3607 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-03-13 |
2025-03-14 |
fmom |
1.0420 |
0.0003 |
0.0003 |
alpha_QUALITY |
| 2025-03-13 |
2025-03-14 |
value_liq |
0.9492 |
0.0012 |
0.0011 |
alpha_VALUE |
| 2025-03-13 |
2025-03-14 |
stability |
5.4015 |
0.0002 |
0.0012 |
alpha_QUALITY |
| 2025-03-13 |
2025-03-14 |
neglect |
1.1256 |
-0.0006 |
-0.0007 |
alpha_VALUE |
| 2025-03-13 |
2025-03-14 |
momentum |
0.5266 |
0.0012 |
0.0006 |
alpha_MOMENTUM |
| 2025-03-13 |
2025-03-14 |
revision |
1.2867 |
-0.0002 |
-0.0003 |
alpha_REVISION |
| 2025-03-13 |
2025-03-14 |
linkage |
0.9219 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-03-14 |
2025-03-17 |
stability |
5.4085 |
-0.0003 |
-0.0015 |
alpha_QUALITY |
| 2025-03-14 |
2025-03-17 |
linkage |
0.9758 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-03-14 |
2025-03-17 |
momentum |
0.5411 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-03-14 |
2025-03-17 |
quality |
2.4630 |
-0.0005 |
-0.0012 |
alpha_QUALITY |
| 2025-03-14 |
2025-03-17 |
revision |
1.1785 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-03-14 |
2025-03-17 |
value_gc |
1.3781 |
0.0011 |
0.0015 |
alpha_VALUE |
| 2025-03-14 |
2025-03-17 |
reversal |
0.6865 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-03-14 |
2025-03-17 |
neglect |
1.1575 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-14 |
2025-03-17 |
fmom |
1.0322 |
0.0002 |
0.0002 |
alpha_QUALITY |
| 2025-03-14 |
2025-03-17 |
value_liq |
1.0253 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-03-17 |
2025-03-18 |
fmom |
1.0642 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-03-17 |
2025-03-18 |
neglect |
1.2254 |
-0.0011 |
-0.0013 |
alpha_VALUE |
| 2025-03-17 |
2025-03-18 |
value_liq |
1.0804 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-03-17 |
2025-03-18 |
momentum |
0.5235 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-17 |
2025-03-18 |
revision |
1.1341 |
0.0007 |
0.0008 |
alpha_REVISION |
| 2025-03-17 |
2025-03-18 |
value_gc |
1.3884 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-03-17 |
2025-03-18 |
reversal |
0.8444 |
0.0006 |
0.0005 |
alpha_REVERSAL |
| 2025-03-17 |
2025-03-18 |
quality |
2.4638 |
-0.0003 |
-0.0007 |
alpha_QUALITY |
| 2025-03-17 |
2025-03-18 |
stability |
5.4250 |
-0.0003 |
-0.0015 |
alpha_QUALITY |
| 2025-03-17 |
2025-03-18 |
linkage |
0.9319 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-18 |
2025-03-19 |
value_liq |
1.1093 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-18 |
2025-03-19 |
reversal |
0.9143 |
0.0006 |
0.0006 |
alpha_REVERSAL |
| 2025-03-18 |
2025-03-19 |
fmom |
1.0931 |
0.0004 |
0.0005 |
alpha_QUALITY |
| 2025-03-18 |
2025-03-19 |
quality |
2.5004 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-03-18 |
2025-03-19 |
neglect |
1.2704 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-03-18 |
2025-03-19 |
stability |
5.4059 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-03-18 |
2025-03-19 |
linkage |
0.9764 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-03-18 |
2025-03-19 |
value_gc |
1.4191 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-18 |
2025-03-19 |
revision |
1.1806 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-03-18 |
2025-03-19 |
momentum |
0.5339 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-03-19 |
2025-03-20 |
neglect |
1.2961 |
0.0004 |
0.0006 |
alpha_VALUE |
| 2025-03-19 |
2025-03-20 |
momentum |
0.5194 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-03-19 |
2025-03-20 |
value_liq |
1.1260 |
-0.0009 |
-0.0010 |
alpha_VALUE |
| 2025-03-19 |
2025-03-20 |
revision |
1.0918 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-03-19 |
2025-03-20 |
quality |
2.5171 |
-0.0005 |
-0.0011 |
alpha_QUALITY |
| 2025-03-19 |
2025-03-20 |
linkage |
1.0169 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-03-19 |
2025-03-20 |
reversal |
1.0493 |
0.0023 |
0.0024 |
alpha_REVERSAL |
| 2025-03-19 |
2025-03-20 |
stability |
5.3592 |
-0.0000 |
-0.0002 |
alpha_QUALITY |
| 2025-03-19 |
2025-03-20 |
value_gc |
1.4084 |
0.0011 |
0.0016 |
alpha_VALUE |
| 2025-03-19 |
2025-03-20 |
fmom |
1.0734 |
0.0009 |
0.0009 |
alpha_QUALITY |
| 2025-03-20 |
2025-03-21 |
value_liq |
1.1504 |
0.0006 |
0.0007 |
alpha_VALUE |
| 2025-03-20 |
2025-03-21 |
revision |
0.9791 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-03-20 |
2025-03-21 |
quality |
2.5209 |
0.0007 |
0.0017 |
alpha_QUALITY |
| 2025-03-20 |
2025-03-21 |
reversal |
0.8543 |
0.0014 |
0.0012 |
alpha_REVERSAL |
| 2025-03-20 |
2025-03-21 |
neglect |
1.2724 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-03-20 |
2025-03-21 |
momentum |
0.4867 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-20 |
2025-03-21 |
value_gc |
1.3951 |
0.0017 |
0.0023 |
alpha_VALUE |
| 2025-03-20 |
2025-03-21 |
fmom |
1.0062 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-03-20 |
2025-03-21 |
linkage |
1.0017 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-03-20 |
2025-03-21 |
stability |
5.2879 |
-0.0003 |
-0.0017 |
alpha_QUALITY |
| 2025-03-21 |
2025-03-24 |
value_liq |
1.1966 |
0.0024 |
0.0029 |
alpha_VALUE |
| 2025-03-21 |
2025-03-24 |
momentum |
0.4474 |
0.0013 |
0.0006 |
alpha_MOMENTUM |
| 2025-03-21 |
2025-03-24 |
revision |
0.9380 |
0.0012 |
0.0011 |
alpha_REVISION |
| 2025-03-21 |
2025-03-24 |
quality |
2.5102 |
0.0013 |
0.0034 |
alpha_QUALITY |
| 2025-03-21 |
2025-03-24 |
fmom |
0.9973 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-03-21 |
2025-03-24 |
neglect |
1.2386 |
-0.0020 |
-0.0025 |
alpha_VALUE |
| 2025-03-21 |
2025-03-24 |
stability |
5.1353 |
0.0005 |
0.0025 |
alpha_QUALITY |
| 2025-03-21 |
2025-03-24 |
value_gc |
1.4482 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-03-21 |
2025-03-24 |
reversal |
0.9280 |
0.0028 |
0.0026 |
alpha_REVERSAL |
| 2025-03-21 |
2025-03-24 |
linkage |
0.9582 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-24 |
2025-03-25 |
quality |
2.5666 |
0.0013 |
0.0033 |
alpha_QUALITY |
| 2025-03-24 |
2025-03-25 |
neglect |
1.3136 |
-0.0009 |
-0.0011 |
alpha_VALUE |
| 2025-03-24 |
2025-03-25 |
momentum |
0.4170 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-24 |
2025-03-25 |
value_gc |
1.4711 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-03-24 |
2025-03-25 |
stability |
5.2184 |
0.0006 |
0.0032 |
alpha_QUALITY |
| 2025-03-24 |
2025-03-25 |
linkage |
0.9711 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-03-24 |
2025-03-25 |
fmom |
1.0171 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-03-24 |
2025-03-25 |
reversal |
0.7346 |
0.0009 |
0.0006 |
alpha_REVERSAL |
| 2025-03-24 |
2025-03-25 |
value_liq |
1.2484 |
0.0016 |
0.0020 |
alpha_VALUE |
| 2025-03-24 |
2025-03-25 |
revision |
0.8904 |
-0.0012 |
-0.0010 |
alpha_REVISION |
| 2025-03-25 |
2025-03-26 |
revision |
0.9421 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-03-25 |
2025-03-26 |
value_gc |
1.4898 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-25 |
2025-03-26 |
fmom |
0.9975 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-03-25 |
2025-03-26 |
value_liq |
1.2657 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-03-25 |
2025-03-26 |
linkage |
0.9630 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-25 |
2025-03-26 |
stability |
5.2454 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-03-25 |
2025-03-26 |
reversal |
0.6234 |
0.0017 |
0.0011 |
alpha_REVERSAL |
| 2025-03-25 |
2025-03-26 |
quality |
2.5716 |
-0.0002 |
-0.0004 |
alpha_QUALITY |
| 2025-03-25 |
2025-03-26 |
neglect |
1.3558 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-03-25 |
2025-03-26 |
momentum |
0.3541 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-03-26 |
2025-03-27 |
momentum |
0.3300 |
0.0008 |
0.0003 |
alpha_MOMENTUM |
| 2025-03-26 |
2025-03-27 |
linkage |
0.9680 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-03-26 |
2025-03-27 |
neglect |
1.3393 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-03-26 |
2025-03-27 |
quality |
2.5856 |
0.0009 |
0.0022 |
alpha_QUALITY |
| 2025-03-26 |
2025-03-27 |
revision |
1.0659 |
0.0009 |
0.0010 |
alpha_REVISION |
| 2025-03-26 |
2025-03-27 |
fmom |
0.9770 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-03-26 |
2025-03-27 |
stability |
5.3317 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-03-26 |
2025-03-27 |
reversal |
0.7900 |
0.0017 |
0.0014 |
alpha_REVERSAL |
| 2025-03-26 |
2025-03-27 |
value_gc |
1.5407 |
-0.0006 |
-0.0009 |
alpha_VALUE |
| 2025-03-26 |
2025-03-27 |
value_liq |
1.2727 |
0.0009 |
0.0011 |
alpha_VALUE |
| 2025-03-27 |
2025-03-28 |
value_liq |
1.2907 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-03-27 |
2025-03-28 |
momentum |
0.3196 |
0.0009 |
0.0003 |
alpha_MOMENTUM |
| 2025-03-27 |
2025-03-28 |
linkage |
0.9348 |
0.0011 |
0.0011 |
alpha_MOMENTUM |
| 2025-03-27 |
2025-03-28 |
value_gc |
1.5926 |
-0.0005 |
-0.0008 |
alpha_VALUE |
| 2025-03-27 |
2025-03-28 |
stability |
5.2979 |
0.0003 |
0.0013 |
alpha_QUALITY |
| 2025-03-27 |
2025-03-28 |
reversal |
0.9328 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-03-27 |
2025-03-28 |
quality |
2.5729 |
0.0006 |
0.0015 |
alpha_QUALITY |
| 2025-03-27 |
2025-03-28 |
neglect |
1.3034 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-03-27 |
2025-03-28 |
fmom |
0.9468 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-03-27 |
2025-03-28 |
revision |
1.1590 |
0.0012 |
0.0013 |
alpha_REVISION |
| 2025-03-28 |
2025-03-31 |
revision |
0.9926 |
0.0017 |
0.0017 |
alpha_REVISION |
| 2025-03-28 |
2025-03-31 |
quality |
2.5093 |
0.0003 |
0.0007 |
alpha_QUALITY |
| 2025-03-28 |
2025-03-31 |
reversal |
0.8111 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-03-28 |
2025-03-31 |
value_gc |
1.6453 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-03-28 |
2025-03-31 |
momentum |
0.3476 |
0.0010 |
0.0003 |
alpha_MOMENTUM |
| 2025-03-28 |
2025-03-31 |
fmom |
0.8866 |
0.0007 |
0.0006 |
alpha_QUALITY |
| 2025-03-28 |
2025-03-31 |
linkage |
0.8173 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-03-28 |
2025-03-31 |
value_liq |
1.2739 |
-0.0008 |
-0.0010 |
alpha_VALUE |
| 2025-03-28 |
2025-03-31 |
stability |
5.0458 |
0.0009 |
0.0045 |
alpha_QUALITY |
| 2025-03-28 |
2025-03-31 |
neglect |
1.2716 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-03-31 |
2025-04-01 |
momentum |
0.3538 |
-0.0010 |
-0.0003 |
alpha_MOMENTUM |
| 2025-03-31 |
2025-04-01 |
quality |
2.5504 |
0.0005 |
0.0013 |
alpha_QUALITY |
| 2025-03-31 |
2025-04-01 |
revision |
0.9422 |
-0.0004 |
-0.0003 |
alpha_REVISION |
| 2025-03-31 |
2025-04-01 |
reversal |
0.9344 |
0.0010 |
0.0010 |
alpha_REVERSAL |
| 2025-03-31 |
2025-04-01 |
stability |
5.0839 |
-0.0006 |
-0.0029 |
alpha_QUALITY |
| 2025-03-31 |
2025-04-01 |
linkage |
0.8208 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-03-31 |
2025-04-01 |
value_gc |
1.6498 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-03-31 |
2025-04-01 |
neglect |
1.2690 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-03-31 |
2025-04-01 |
fmom |
0.8714 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-03-31 |
2025-04-01 |
value_liq |
1.2643 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-04-01 |
2025-04-02 |
value_gc |
1.6678 |
0.0007 |
0.0011 |
alpha_VALUE |
| 2025-04-01 |
2025-04-02 |
fmom |
0.8570 |
0.0005 |
0.0004 |
alpha_QUALITY |
| 2025-04-01 |
2025-04-02 |
linkage |
0.8646 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-04-01 |
2025-04-02 |
reversal |
0.9702 |
0.0013 |
0.0013 |
alpha_REVERSAL |
| 2025-04-01 |
2025-04-02 |
stability |
5.1045 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-04-01 |
2025-04-02 |
revision |
0.8440 |
0.0006 |
0.0005 |
alpha_REVISION |
| 2025-04-01 |
2025-04-02 |
neglect |
1.2539 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-04-01 |
2025-04-02 |
momentum |
0.3377 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-01 |
2025-04-02 |
value_liq |
1.1896 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-04-01 |
2025-04-02 |
quality |
2.5608 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-04-02 |
2025-04-03 |
stability |
5.0216 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-04-02 |
2025-04-03 |
linkage |
0.7952 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-02 |
2025-04-03 |
reversal |
1.0630 |
-0.0003 |
-0.0004 |
alpha_REVERSAL |
| 2025-04-02 |
2025-04-03 |
neglect |
1.1786 |
0.0013 |
0.0016 |
alpha_VALUE |
| 2025-04-02 |
2025-04-03 |
quality |
2.5134 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-04-02 |
2025-04-03 |
revision |
0.8425 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-04-02 |
2025-04-03 |
value_liq |
1.1222 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-04-02 |
2025-04-03 |
fmom |
0.8473 |
-0.0006 |
-0.0005 |
alpha_QUALITY |
| 2025-04-02 |
2025-04-03 |
momentum |
0.3058 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-02 |
2025-04-03 |
value_gc |
1.5873 |
-0.0013 |
-0.0021 |
alpha_VALUE |
| 2025-04-03 |
2025-04-04 |
revision |
0.8040 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-04-03 |
2025-04-04 |
value_gc |
1.5547 |
-0.0012 |
-0.0018 |
alpha_VALUE |
| 2025-04-03 |
2025-04-04 |
quality |
2.4884 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-04-03 |
2025-04-04 |
momentum |
0.2858 |
0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-03 |
2025-04-04 |
reversal |
1.0393 |
-0.0023 |
-0.0023 |
alpha_REVERSAL |
| 2025-04-03 |
2025-04-04 |
value_liq |
1.1049 |
-0.0006 |
-0.0006 |
alpha_VALUE |
| 2025-04-03 |
2025-04-04 |
linkage |
0.7730 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-04-03 |
2025-04-04 |
neglect |
1.1335 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-04-03 |
2025-04-04 |
stability |
4.9591 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-04-03 |
2025-04-04 |
fmom |
0.8281 |
-0.0011 |
-0.0009 |
alpha_QUALITY |
| 2025-04-04 |
2025-04-07 |
neglect |
1.0257 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-04-04 |
2025-04-07 |
value_liq |
1.0659 |
0.0033 |
0.0036 |
alpha_VALUE |
| 2025-04-04 |
2025-04-07 |
linkage |
0.6518 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-04 |
2025-04-07 |
stability |
4.7072 |
0.0017 |
0.0078 |
alpha_QUALITY |
| 2025-04-04 |
2025-04-07 |
momentum |
0.3094 |
-0.0013 |
-0.0004 |
alpha_MOMENTUM |
| 2025-04-04 |
2025-04-07 |
value_gc |
1.4814 |
-0.0021 |
-0.0031 |
alpha_VALUE |
| 2025-04-04 |
2025-04-07 |
quality |
2.3518 |
0.0024 |
0.0057 |
alpha_QUALITY |
| 2025-04-04 |
2025-04-07 |
revision |
0.7901 |
-0.0013 |
-0.0010 |
alpha_REVISION |
| 2025-04-04 |
2025-04-07 |
fmom |
0.8441 |
-0.0003 |
-0.0003 |
alpha_QUALITY |
| 2025-04-04 |
2025-04-07 |
reversal |
1.0923 |
-0.0051 |
-0.0056 |
alpha_REVERSAL |
| 2025-04-07 |
2025-04-08 |
quality |
2.3246 |
-0.0003 |
-0.0007 |
alpha_QUALITY |
| 2025-04-07 |
2025-04-08 |
linkage |
0.5481 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-04-07 |
2025-04-08 |
stability |
4.7359 |
-0.0008 |
-0.0036 |
alpha_QUALITY |
| 2025-04-07 |
2025-04-08 |
reversal |
1.0473 |
0.0084 |
0.0087 |
alpha_REVERSAL |
| 2025-04-07 |
2025-04-08 |
revision |
0.8040 |
0.0003 |
0.0002 |
alpha_REVISION |
| 2025-04-07 |
2025-04-08 |
neglect |
0.9626 |
-0.0012 |
-0.0012 |
alpha_VALUE |
| 2025-04-07 |
2025-04-08 |
value_liq |
1.0850 |
-0.0006 |
-0.0007 |
alpha_VALUE |
| 2025-04-07 |
2025-04-08 |
value_gc |
1.4606 |
0.0032 |
0.0047 |
alpha_VALUE |
| 2025-04-07 |
2025-04-08 |
fmom |
0.9147 |
0.0012 |
0.0011 |
alpha_QUALITY |
| 2025-04-07 |
2025-04-08 |
momentum |
0.2925 |
0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-08 |
2025-04-09 |
fmom |
0.9981 |
-0.0018 |
-0.0018 |
alpha_QUALITY |
| 2025-04-08 |
2025-04-09 |
linkage |
0.4818 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-08 |
2025-04-09 |
value_liq |
1.0757 |
-0.0020 |
-0.0022 |
alpha_VALUE |
| 2025-04-08 |
2025-04-09 |
neglect |
0.9219 |
0.0018 |
0.0016 |
alpha_VALUE |
| 2025-04-08 |
2025-04-09 |
stability |
4.9167 |
0.0011 |
0.0056 |
alpha_QUALITY |
| 2025-04-08 |
2025-04-09 |
quality |
2.4196 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-04-08 |
2025-04-09 |
momentum |
0.2756 |
0.0018 |
0.0005 |
alpha_MOMENTUM |
| 2025-04-08 |
2025-04-09 |
reversal |
1.0899 |
-0.0052 |
-0.0056 |
alpha_REVERSAL |
| 2025-04-08 |
2025-04-09 |
revision |
0.7984 |
0.0008 |
0.0007 |
alpha_REVISION |
| 2025-04-08 |
2025-04-09 |
value_gc |
1.4895 |
-0.0009 |
-0.0013 |
alpha_VALUE |
| 2025-04-09 |
2025-04-10 |
value_gc |
1.4345 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-04-09 |
2025-04-10 |
momentum |
0.2625 |
-0.0004 |
-0.0001 |
alpha_MOMENTUM |
| 2025-04-09 |
2025-04-10 |
stability |
4.8091 |
-0.0015 |
-0.0073 |
alpha_QUALITY |
| 2025-04-09 |
2025-04-10 |
revision |
0.7945 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-04-09 |
2025-04-10 |
reversal |
1.1245 |
0.0086 |
0.0097 |
alpha_REVERSAL |
| 2025-04-09 |
2025-04-10 |
linkage |
0.3828 |
0.0010 |
0.0004 |
alpha_MOMENTUM |
| 2025-04-09 |
2025-04-10 |
quality |
2.4126 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-04-09 |
2025-04-10 |
fmom |
0.9909 |
0.0015 |
0.0015 |
alpha_QUALITY |
| 2025-04-09 |
2025-04-10 |
neglect |
0.8492 |
-0.0013 |
-0.0011 |
alpha_VALUE |
| 2025-04-09 |
2025-04-10 |
value_liq |
0.9891 |
-0.0012 |
-0.0012 |
alpha_VALUE |
| 2025-04-10 |
2025-04-11 |
stability |
4.6090 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-04-10 |
2025-04-11 |
momentum |
0.2679 |
0.0018 |
0.0005 |
alpha_MOMENTUM |
| 2025-04-10 |
2025-04-11 |
fmom |
0.9535 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-04-10 |
2025-04-11 |
value_liq |
0.9155 |
-0.0026 |
-0.0023 |
alpha_VALUE |
| 2025-04-10 |
2025-04-11 |
neglect |
0.8006 |
-0.0009 |
-0.0008 |
alpha_VALUE |
| 2025-04-10 |
2025-04-11 |
reversal |
1.0645 |
0.0028 |
0.0030 |
alpha_REVERSAL |
| 2025-04-10 |
2025-04-11 |
value_gc |
1.3643 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-04-10 |
2025-04-11 |
quality |
2.3563 |
-0.0005 |
-0.0011 |
alpha_QUALITY |
| 2025-04-10 |
2025-04-11 |
linkage |
0.3885 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-10 |
2025-04-11 |
revision |
0.8385 |
0.0024 |
0.0020 |
alpha_REVISION |
| 2025-04-11 |
2025-04-14 |
linkage |
0.2969 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-11 |
2025-04-14 |
momentum |
0.2201 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-11 |
2025-04-14 |
value_liq |
0.9404 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-04-11 |
2025-04-14 |
value_gc |
1.3909 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-04-11 |
2025-04-14 |
revision |
0.9269 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-04-11 |
2025-04-14 |
quality |
2.4577 |
-0.0002 |
-0.0004 |
alpha_QUALITY |
| 2025-04-11 |
2025-04-14 |
stability |
4.6658 |
-0.0008 |
-0.0036 |
alpha_QUALITY |
| 2025-04-11 |
2025-04-14 |
neglect |
0.8336 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-04-11 |
2025-04-14 |
reversal |
1.1094 |
0.0024 |
0.0026 |
alpha_REVERSAL |
| 2025-04-11 |
2025-04-14 |
fmom |
0.9240 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-04-14 |
2025-04-15 |
linkage |
0.3379 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-14 |
2025-04-15 |
fmom |
0.8656 |
-0.0002 |
-0.0002 |
alpha_QUALITY |
| 2025-04-14 |
2025-04-15 |
value_liq |
0.9443 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-04-14 |
2025-04-15 |
revision |
0.9036 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-04-14 |
2025-04-15 |
momentum |
0.2088 |
-0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-04-14 |
2025-04-15 |
value_gc |
1.3627 |
0.0009 |
0.0013 |
alpha_VALUE |
| 2025-04-14 |
2025-04-15 |
reversal |
1.0770 |
0.0026 |
0.0028 |
alpha_REVERSAL |
| 2025-04-14 |
2025-04-15 |
neglect |
0.8476 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-04-14 |
2025-04-15 |
quality |
2.4568 |
0.0003 |
0.0008 |
alpha_QUALITY |
| 2025-04-14 |
2025-04-15 |
stability |
4.6348 |
-0.0001 |
-0.0007 |
alpha_QUALITY |
| 2025-04-15 |
2025-04-16 |
quality |
2.4945 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-04-15 |
2025-04-16 |
neglect |
0.9118 |
0.0007 |
0.0007 |
alpha_VALUE |
| 2025-04-15 |
2025-04-16 |
reversal |
1.0693 |
-0.0018 |
-0.0019 |
alpha_REVERSAL |
| 2025-04-15 |
2025-04-16 |
revision |
0.8292 |
0.0004 |
0.0004 |
alpha_REVISION |
| 2025-04-15 |
2025-04-16 |
stability |
4.6243 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-04-15 |
2025-04-16 |
fmom |
0.8080 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-04-15 |
2025-04-16 |
value_gc |
1.4507 |
-0.0010 |
-0.0014 |
alpha_VALUE |
| 2025-04-15 |
2025-04-16 |
momentum |
0.1723 |
0.0009 |
0.0002 |
alpha_MOMENTUM |
| 2025-04-15 |
2025-04-16 |
value_liq |
1.0164 |
0.0019 |
0.0019 |
alpha_VALUE |
| 2025-04-15 |
2025-04-16 |
linkage |
0.3555 |
0.0009 |
0.0003 |
alpha_MOMENTUM |
| 2025-04-16 |
2025-04-17 |
quality |
2.5772 |
0.0004 |
0.0009 |
alpha_QUALITY |
| 2025-04-16 |
2025-04-17 |
value_gc |
1.5461 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-04-16 |
2025-04-17 |
stability |
4.6884 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-04-16 |
2025-04-17 |
linkage |
0.3729 |
0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-16 |
2025-04-17 |
revision |
0.7889 |
-0.0004 |
-0.0003 |
alpha_REVISION |
| 2025-04-16 |
2025-04-17 |
fmom |
0.7699 |
0.0008 |
0.0006 |
alpha_QUALITY |
| 2025-04-16 |
2025-04-17 |
reversal |
1.2145 |
0.0006 |
0.0008 |
alpha_REVERSAL |
| 2025-04-16 |
2025-04-17 |
value_liq |
1.0827 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-04-16 |
2025-04-17 |
neglect |
0.9769 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-04-16 |
2025-04-17 |
momentum |
0.1557 |
-0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-04-17 |
2025-04-18 |
fmom |
0.7317 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-04-17 |
2025-04-18 |
stability |
4.5670 |
0.0004 |
0.0016 |
alpha_QUALITY |
| 2025-04-17 |
2025-04-18 |
value_gc |
1.4959 |
0.0001 |
0.0002 |
alpha_VALUE |
| 2025-04-17 |
2025-04-18 |
value_liq |
1.0120 |
0.0007 |
0.0007 |
alpha_VALUE |
| 2025-04-17 |
2025-04-18 |
linkage |
0.3311 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-17 |
2025-04-18 |
revision |
0.8010 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-04-17 |
2025-04-18 |
neglect |
0.9385 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-04-17 |
2025-04-18 |
quality |
2.5260 |
0.0004 |
0.0010 |
alpha_QUALITY |
| 2025-04-17 |
2025-04-18 |
reversal |
0.9865 |
0.0011 |
0.0011 |
alpha_REVERSAL |
| 2025-04-17 |
2025-04-18 |
momentum |
0.1558 |
0.0011 |
0.0002 |
alpha_MOMENTUM |
| 2025-04-18 |
2025-04-21 |
quality |
2.6375 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-04-18 |
2025-04-21 |
stability |
4.6328 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-04-18 |
2025-04-21 |
value_gc |
1.5622 |
-0.0006 |
-0.0009 |
alpha_VALUE |
| 2025-04-18 |
2025-04-21 |
momentum |
0.1000 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-18 |
2025-04-21 |
linkage |
0.2961 |
-0.0003 |
-0.0001 |
alpha_MOMENTUM |
| 2025-04-18 |
2025-04-21 |
reversal |
0.8730 |
0.0018 |
0.0016 |
alpha_REVERSAL |
| 2025-04-18 |
2025-04-21 |
neglect |
0.9331 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-04-18 |
2025-04-21 |
revision |
0.7555 |
0.0011 |
0.0009 |
alpha_REVISION |
| 2025-04-18 |
2025-04-21 |
value_liq |
1.0025 |
-0.0015 |
-0.0015 |
alpha_VALUE |
| 2025-04-18 |
2025-04-21 |
fmom |
0.7562 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-04-21 |
2025-04-22 |
revision |
0.7590 |
0.0012 |
0.0009 |
alpha_REVISION |
| 2025-04-21 |
2025-04-22 |
value_liq |
0.9905 |
0.0010 |
0.0010 |
alpha_VALUE |
| 2025-04-21 |
2025-04-22 |
value_gc |
1.6215 |
-0.0008 |
-0.0012 |
alpha_VALUE |
| 2025-04-21 |
2025-04-22 |
quality |
2.7478 |
-0.0003 |
-0.0007 |
alpha_QUALITY |
| 2025-04-21 |
2025-04-22 |
linkage |
0.2722 |
0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-21 |
2025-04-22 |
reversal |
0.8600 |
0.0002 |
0.0001 |
alpha_REVERSAL |
| 2025-04-21 |
2025-04-22 |
momentum |
0.1286 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-21 |
2025-04-22 |
neglect |
0.9515 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-04-21 |
2025-04-22 |
stability |
4.7501 |
-0.0003 |
-0.0016 |
alpha_QUALITY |
| 2025-04-21 |
2025-04-22 |
fmom |
0.7521 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-04-22 |
2025-04-23 |
momentum |
0.1535 |
0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-22 |
2025-04-23 |
quality |
2.8429 |
-0.0004 |
-0.0011 |
alpha_QUALITY |
| 2025-04-22 |
2025-04-23 |
stability |
4.8419 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 2025-04-22 |
2025-04-23 |
linkage |
0.3314 |
-0.0010 |
-0.0003 |
alpha_MOMENTUM |
| 2025-04-22 |
2025-04-23 |
value_gc |
1.6056 |
0.0015 |
0.0024 |
alpha_VALUE |
| 2025-04-22 |
2025-04-23 |
reversal |
0.9340 |
0.0044 |
0.0041 |
alpha_REVERSAL |
| 2025-04-22 |
2025-04-23 |
value_liq |
0.9340 |
-0.0017 |
-0.0016 |
alpha_VALUE |
| 2025-04-22 |
2025-04-23 |
neglect |
0.9612 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-04-22 |
2025-04-23 |
revision |
0.7376 |
-0.0006 |
-0.0004 |
alpha_REVISION |
| 2025-04-22 |
2025-04-23 |
fmom |
0.7523 |
0.0006 |
0.0004 |
alpha_QUALITY |
| 2025-04-23 |
2025-04-24 |
revision |
0.7358 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-04-23 |
2025-04-24 |
stability |
4.8863 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-04-23 |
2025-04-24 |
value_gc |
1.6065 |
0.0003 |
0.0005 |
alpha_VALUE |
| 2025-04-23 |
2025-04-24 |
momentum |
0.1508 |
-0.0005 |
-0.0001 |
alpha_MOMENTUM |
| 2025-04-23 |
2025-04-24 |
fmom |
0.7272 |
0.0005 |
0.0003 |
alpha_QUALITY |
| 2025-04-23 |
2025-04-24 |
reversal |
0.5869 |
0.0019 |
0.0011 |
alpha_REVERSAL |
| 2025-04-23 |
2025-04-24 |
neglect |
0.9632 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-04-23 |
2025-04-24 |
linkage |
0.3574 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-23 |
2025-04-24 |
quality |
2.9366 |
0.0011 |
0.0033 |
alpha_QUALITY |
| 2025-04-23 |
2025-04-24 |
value_liq |
0.8687 |
0.0012 |
0.0010 |
alpha_VALUE |
| 2025-04-24 |
2025-04-25 |
fmom |
0.6824 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-04-24 |
2025-04-25 |
momentum |
0.1277 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-24 |
2025-04-25 |
stability |
4.8664 |
-0.0003 |
-0.0015 |
alpha_QUALITY |
| 2025-04-24 |
2025-04-25 |
value_liq |
0.8461 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-04-24 |
2025-04-25 |
reversal |
0.8688 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-04-24 |
2025-04-25 |
neglect |
0.9637 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-04-24 |
2025-04-25 |
revision |
0.7364 |
-0.0007 |
-0.0005 |
alpha_REVISION |
| 2025-04-24 |
2025-04-25 |
quality |
2.9615 |
0.0004 |
0.0011 |
alpha_QUALITY |
| 2025-04-24 |
2025-04-25 |
linkage |
0.3808 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-24 |
2025-04-25 |
value_gc |
1.6151 |
0.0004 |
0.0006 |
alpha_VALUE |
| 2025-04-25 |
2025-04-28 |
quality |
2.9404 |
-0.0006 |
-0.0017 |
alpha_QUALITY |
| 2025-04-25 |
2025-04-28 |
momentum |
0.1389 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-25 |
2025-04-28 |
fmom |
0.6231 |
0.0003 |
0.0002 |
alpha_QUALITY |
| 2025-04-25 |
2025-04-28 |
linkage |
0.5106 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-25 |
2025-04-28 |
stability |
4.8179 |
0.0003 |
0.0013 |
alpha_QUALITY |
| 2025-04-25 |
2025-04-28 |
revision |
0.7355 |
0.0009 |
0.0007 |
alpha_REVISION |
| 2025-04-25 |
2025-04-28 |
value_gc |
1.6008 |
0.0005 |
0.0008 |
alpha_VALUE |
| 2025-04-25 |
2025-04-28 |
reversal |
0.8491 |
0.0010 |
0.0009 |
alpha_REVERSAL |
| 2025-04-25 |
2025-04-28 |
value_liq |
0.8184 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-04-25 |
2025-04-28 |
neglect |
0.9539 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-04-28 |
2025-04-29 |
neglect |
0.9294 |
0.0001 |
0.0000 |
alpha_VALUE |
| 2025-04-28 |
2025-04-29 |
reversal |
0.9221 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-04-28 |
2025-04-29 |
quality |
2.9759 |
-0.0005 |
-0.0016 |
alpha_QUALITY |
| 2025-04-28 |
2025-04-29 |
fmom |
0.5391 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-04-28 |
2025-04-29 |
linkage |
0.5627 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-28 |
2025-04-29 |
revision |
0.7406 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-04-28 |
2025-04-29 |
stability |
4.8662 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-04-28 |
2025-04-29 |
value_gc |
1.6239 |
-0.0008 |
-0.0012 |
alpha_VALUE |
| 2025-04-28 |
2025-04-29 |
momentum |
0.1524 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-28 |
2025-04-29 |
value_liq |
0.8103 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-04-29 |
2025-04-30 |
quality |
2.9732 |
-0.0003 |
-0.0009 |
alpha_QUALITY |
| 2025-04-29 |
2025-04-30 |
value_gc |
1.6410 |
-0.0007 |
-0.0011 |
alpha_VALUE |
| 2025-04-29 |
2025-04-30 |
linkage |
0.5251 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-29 |
2025-04-30 |
value_liq |
0.8009 |
-0.0013 |
-0.0011 |
alpha_VALUE |
| 2025-04-29 |
2025-04-30 |
revision |
0.6033 |
0.0007 |
0.0004 |
alpha_REVISION |
| 2025-04-29 |
2025-04-30 |
reversal |
1.1472 |
0.0009 |
0.0011 |
alpha_REVERSAL |
| 2025-04-29 |
2025-04-30 |
neglect |
0.9115 |
0.0013 |
0.0012 |
alpha_VALUE |
| 2025-04-29 |
2025-04-30 |
fmom |
0.5182 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-04-29 |
2025-04-30 |
momentum |
0.1416 |
0.0006 |
0.0001 |
alpha_MOMENTUM |
| 2025-04-29 |
2025-04-30 |
stability |
4.8248 |
0.0008 |
0.0036 |
alpha_QUALITY |
| 2025-04-30 |
2025-05-01 |
fmom |
0.5397 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-04-30 |
2025-05-01 |
momentum |
0.1448 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-04-30 |
2025-05-01 |
stability |
4.9097 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-04-30 |
2025-05-01 |
neglect |
0.8835 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 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 |
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 |
linkage |
0.5455 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-04-30 |
2025-05-01 |
revision |
0.6443 |
-0.0004 |
-0.0002 |
alpha_REVISION |
| 2025-05-01 |
2025-05-02 |
fmom |
0.5518 |
0.0005 |
0.0003 |
alpha_QUALITY |
| 2025-05-01 |
2025-05-02 |
reversal |
0.7280 |
0.0009 |
0.0006 |
alpha_REVERSAL |
| 2025-05-01 |
2025-05-02 |
value_gc |
1.5846 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-05-01 |
2025-05-02 |
quality |
3.0509 |
0.0003 |
0.0008 |
alpha_QUALITY |
| 2025-05-01 |
2025-05-02 |
revision |
0.5924 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-05-01 |
2025-05-02 |
stability |
4.9099 |
-0.0005 |
-0.0026 |
alpha_QUALITY |
| 2025-05-01 |
2025-05-02 |
neglect |
0.8700 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-05-01 |
2025-05-02 |
momentum |
0.1443 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-01 |
2025-05-02 |
linkage |
0.5379 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-01 |
2025-05-02 |
value_liq |
0.7260 |
-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 |
neglect |
0.7387 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-05-02 |
2025-05-05 |
linkage |
0.6223 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-02 |
2025-05-05 |
value_gc |
1.5716 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-02 |
2025-05-05 |
fmom |
0.4506 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-05-02 |
2025-05-05 |
revision |
0.6195 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-05-02 |
2025-05-05 |
stability |
4.6072 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-05-02 |
2025-05-05 |
value_liq |
0.7004 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-05-02 |
2025-05-05 |
reversal |
0.8147 |
0.0003 |
0.0002 |
alpha_REVERSAL |
| 2025-05-02 |
2025-05-05 |
quality |
2.9843 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-05-05 |
2025-05-06 |
value_gc |
1.5767 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-05-05 |
2025-05-06 |
fmom |
0.5053 |
-0.0008 |
-0.0004 |
alpha_QUALITY |
| 2025-05-05 |
2025-05-06 |
revision |
0.6611 |
0.0003 |
0.0002 |
alpha_REVISION |
| 2025-05-05 |
2025-05-06 |
quality |
3.0727 |
-0.0012 |
-0.0036 |
alpha_QUALITY |
| 2025-05-05 |
2025-05-06 |
linkage |
0.7091 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-05-05 |
2025-05-06 |
stability |
4.6753 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-05-05 |
2025-05-06 |
neglect |
0.7400 |
0.0009 |
0.0006 |
alpha_VALUE |
| 2025-05-05 |
2025-05-06 |
momentum |
0.1640 |
0.0017 |
0.0003 |
alpha_MOMENTUM |
| 2025-05-05 |
2025-05-06 |
reversal |
0.8451 |
0.0017 |
0.0014 |
alpha_REVERSAL |
| 2025-05-05 |
2025-05-06 |
value_liq |
0.6980 |
-0.0011 |
-0.0008 |
alpha_VALUE |
| 2025-05-06 |
2025-05-07 |
linkage |
0.7641 |
0.0005 |
0.0004 |
alpha_MOMENTUM |
| 2025-05-06 |
2025-05-07 |
value_gc |
1.5175 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 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 |
momentum |
0.0950 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-06 |
2025-05-07 |
quality |
3.0587 |
0.0006 |
0.0019 |
alpha_QUALITY |
| 2025-05-06 |
2025-05-07 |
revision |
0.7065 |
0.0006 |
0.0004 |
alpha_REVISION |
| 2025-05-06 |
2025-05-07 |
stability |
4.5855 |
-0.0004 |
-0.0019 |
alpha_QUALITY |
| 2025-05-06 |
2025-05-07 |
fmom |
0.5041 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-05-06 |
2025-05-07 |
value_liq |
0.6786 |
0.0011 |
0.0007 |
alpha_VALUE |
| 2025-05-07 |
2025-05-08 |
fmom |
0.4575 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-05-07 |
2025-05-08 |
momentum |
0.0326 |
0.0010 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-07 |
2025-05-08 |
stability |
4.6262 |
0.0005 |
0.0024 |
alpha_QUALITY |
| 2025-05-07 |
2025-05-08 |
neglect |
0.7188 |
-0.0011 |
-0.0008 |
alpha_VALUE |
| 2025-05-07 |
2025-05-08 |
quality |
3.0866 |
0.0002 |
0.0007 |
alpha_QUALITY |
| 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 |
linkage |
0.8449 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-07 |
2025-05-08 |
value_gc |
1.4986 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-05-07 |
2025-05-08 |
revision |
0.7777 |
-0.0006 |
-0.0004 |
alpha_REVISION |
| 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 |
neglect |
0.7043 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-05-08 |
2025-05-09 |
revision |
0.7679 |
0.0009 |
0.0007 |
alpha_REVISION |
| 2025-05-08 |
2025-05-09 |
quality |
3.1051 |
0.0012 |
0.0037 |
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 |
stability |
4.6432 |
-0.0000 |
-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 |
fmom |
0.4316 |
0.0007 |
0.0003 |
alpha_QUALITY |
| 2025-05-09 |
2025-05-12 |
reversal |
0.6996 |
0.0005 |
0.0003 |
alpha_REVERSAL |
| 2025-05-09 |
2025-05-12 |
neglect |
0.7093 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-05-09 |
2025-05-12 |
momentum |
-0.0470 |
-0.0009 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-09 |
2025-05-12 |
revision |
0.7536 |
-0.0021 |
-0.0016 |
alpha_REVISION |
| 2025-05-09 |
2025-05-12 |
stability |
4.6630 |
0.0005 |
0.0023 |
alpha_QUALITY |
| 2025-05-09 |
2025-05-12 |
linkage |
0.7822 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-05-09 |
2025-05-12 |
value_gc |
1.5092 |
0.0013 |
0.0020 |
alpha_VALUE |
| 2025-05-09 |
2025-05-12 |
value_liq |
0.6752 |
0.0012 |
0.0008 |
alpha_VALUE |
| 2025-05-09 |
2025-05-12 |
fmom |
0.4057 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-05-09 |
2025-05-12 |
quality |
3.1121 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
stability |
4.6882 |
-0.0009 |
-0.0044 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
neglect |
0.7267 |
-0.0015 |
-0.0011 |
alpha_VALUE |
| 2025-05-12 |
2025-05-13 |
reversal |
0.8852 |
0.0020 |
0.0018 |
alpha_REVERSAL |
| 2025-05-12 |
2025-05-13 |
quality |
3.1276 |
0.0015 |
0.0048 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
momentum |
-0.0606 |
-0.0008 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-12 |
2025-05-13 |
value_liq |
0.6846 |
0.0008 |
0.0005 |
alpha_VALUE |
| 2025-05-12 |
2025-05-13 |
fmom |
0.4047 |
0.0012 |
0.0005 |
alpha_QUALITY |
| 2025-05-12 |
2025-05-13 |
revision |
0.7542 |
-0.0017 |
-0.0013 |
alpha_REVISION |
| 2025-05-12 |
2025-05-13 |
linkage |
0.8052 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-12 |
2025-05-13 |
value_gc |
1.5398 |
0.0012 |
0.0019 |
alpha_VALUE |
| 2025-05-13 |
2025-05-14 |
revision |
0.7178 |
0.0011 |
0.0008 |
alpha_REVISION |
| 2025-05-13 |
2025-05-14 |
linkage |
0.8470 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-13 |
2025-05-14 |
momentum |
-0.0586 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-13 |
2025-05-14 |
reversal |
0.9807 |
-0.0020 |
-0.0020 |
alpha_REVERSAL |
| 2025-05-13 |
2025-05-14 |
quality |
3.0887 |
0.0010 |
0.0032 |
alpha_QUALITY |
| 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 |
stability |
4.6880 |
-0.0008 |
-0.0036 |
alpha_QUALITY |
| 2025-05-13 |
2025-05-14 |
fmom |
0.4026 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-05-13 |
2025-05-14 |
value_gc |
1.5658 |
0.0012 |
0.0019 |
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 |
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 |
neglect |
0.7313 |
0.0002 |
0.0001 |
alpha_VALUE |
| 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 |
value_liq |
0.6634 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-14 |
2025-05-15 |
quality |
3.0489 |
0.0009 |
0.0029 |
alpha_QUALITY |
| 2025-05-15 |
2025-05-16 |
value_gc |
1.4891 |
0.0000 |
0.0001 |
alpha_VALUE |
| 2025-05-15 |
2025-05-16 |
momentum |
-0.0457 |
0.0005 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-15 |
2025-05-16 |
revision |
0.7125 |
0.0007 |
0.0005 |
alpha_REVISION |
| 2025-05-15 |
2025-05-16 |
fmom |
0.3372 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-05-15 |
2025-05-16 |
linkage |
0.9413 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-05-15 |
2025-05-16 |
value_liq |
0.6543 |
-0.0009 |
-0.0006 |
alpha_VALUE |
| 2025-05-15 |
2025-05-16 |
reversal |
0.9504 |
0.0016 |
0.0016 |
alpha_REVERSAL |
| 2025-05-15 |
2025-05-16 |
neglect |
0.7405 |
-0.0004 |
-0.0003 |
alpha_VALUE |
| 2025-05-15 |
2025-05-16 |
quality |
3.0647 |
0.0005 |
0.0015 |
alpha_QUALITY |
| 2025-05-15 |
2025-05-16 |
stability |
4.7103 |
-0.0002 |
-0.0008 |
alpha_QUALITY |
| 2025-05-16 |
2025-05-19 |
reversal |
0.9507 |
0.0029 |
0.0028 |
alpha_REVERSAL |
| 2025-05-16 |
2025-05-19 |
linkage |
0.9719 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-05-16 |
2025-05-19 |
value_liq |
0.6713 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-05-16 |
2025-05-19 |
revision |
0.7377 |
0.0006 |
0.0004 |
alpha_REVISION |
| 2025-05-16 |
2025-05-19 |
quality |
3.0523 |
-0.0007 |
-0.0021 |
alpha_QUALITY |
| 2025-05-16 |
2025-05-19 |
fmom |
0.2584 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-05-16 |
2025-05-19 |
neglect |
0.8067 |
0.0011 |
0.0009 |
alpha_VALUE |
| 2025-05-16 |
2025-05-19 |
stability |
4.6586 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 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 |
quality |
3.0802 |
0.0012 |
0.0037 |
alpha_QUALITY |
| 2025-05-19 |
2025-05-20 |
linkage |
0.9575 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-05-19 |
2025-05-20 |
neglect |
0.8231 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-05-19 |
2025-05-20 |
momentum |
-0.0768 |
0.0003 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-19 |
2025-05-20 |
value_gc |
1.5273 |
-0.0004 |
-0.0006 |
alpha_VALUE |
| 2025-05-19 |
2025-05-20 |
fmom |
0.2225 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-05-19 |
2025-05-20 |
revision |
0.6668 |
0.0004 |
0.0003 |
alpha_REVISION |
| 2025-05-19 |
2025-05-20 |
stability |
4.6948 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-05-19 |
2025-05-20 |
reversal |
0.9597 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-05-19 |
2025-05-20 |
value_liq |
0.6915 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-05-20 |
2025-05-21 |
reversal |
0.9693 |
-0.0004 |
-0.0004 |
alpha_REVERSAL |
| 2025-05-20 |
2025-05-21 |
value_gc |
1.5347 |
0.0009 |
0.0014 |
alpha_VALUE |
| 2025-05-20 |
2025-05-21 |
momentum |
-0.1154 |
-0.0008 |
0.0001 |
alpha_MOMENTUM |
| 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 |
quality |
3.1165 |
0.0003 |
0.0010 |
alpha_QUALITY |
| 2025-05-20 |
2025-05-21 |
revision |
0.6670 |
0.0013 |
0.0009 |
alpha_REVISION |
| 2025-05-20 |
2025-05-21 |
fmom |
0.1983 |
0.0006 |
0.0001 |
alpha_QUALITY |
| 2025-05-20 |
2025-05-21 |
value_liq |
0.6876 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-05-20 |
2025-05-21 |
linkage |
0.9347 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-05-21 |
2025-05-22 |
stability |
4.6746 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-05-21 |
2025-05-22 |
neglect |
0.8112 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-05-21 |
2025-05-22 |
momentum |
-0.1349 |
0.0004 |
-0.0001 |
alpha_MOMENTUM |
| 2025-05-21 |
2025-05-22 |
reversal |
0.9838 |
-0.0005 |
-0.0005 |
alpha_REVERSAL |
| 2025-05-21 |
2025-05-22 |
value_gc |
1.5338 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-05-21 |
2025-05-22 |
fmom |
0.1870 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 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 |
quality |
3.1316 |
0.0006 |
0.0017 |
alpha_QUALITY |
| 2025-05-21 |
2025-05-22 |
linkage |
0.9216 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-05-22 |
2025-05-23 |
value_liq |
0.7205 |
0.0001 |
0.0001 |
alpha_VALUE |
| 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 |
revision |
0.6714 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-05-22 |
2025-05-23 |
neglect |
0.8075 |
-0.0010 |
-0.0008 |
alpha_VALUE |
| 2025-05-22 |
2025-05-23 |
momentum |
-0.1483 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-22 |
2025-05-23 |
stability |
4.6740 |
0.0007 |
0.0034 |
alpha_QUALITY |
| 2025-05-22 |
2025-05-23 |
linkage |
0.9385 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-05-22 |
2025-05-23 |
fmom |
0.1709 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-05-22 |
2025-05-23 |
quality |
3.1451 |
0.0004 |
0.0012 |
alpha_QUALITY |
| 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 |
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 |
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 |
neglect |
0.8106 |
0.0011 |
0.0009 |
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 |
fmom |
0.1896 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-05-26 |
2025-05-27 |
reversal |
0.9722 |
-0.0010 |
-0.0010 |
alpha_REVERSAL |
| 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 |
stability |
4.7122 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-05-26 |
2025-05-27 |
fmom |
0.2432 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-05-26 |
2025-05-27 |
value_gc |
1.6712 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-05-26 |
2025-05-27 |
momentum |
-0.1305 |
-0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-05-26 |
2025-05-27 |
value_liq |
0.8126 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-05-26 |
2025-05-27 |
linkage |
0.9393 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-05-26 |
2025-05-27 |
neglect |
0.8181 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-05-27 |
2025-05-28 |
neglect |
0.7889 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-05-27 |
2025-05-28 |
fmom |
0.2796 |
0.0013 |
0.0004 |
alpha_QUALITY |
| 2025-05-27 |
2025-05-28 |
value_gc |
1.7143 |
0.0009 |
0.0015 |
alpha_VALUE |
| 2025-05-27 |
2025-05-28 |
quality |
3.2788 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 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 |
linkage |
0.9546 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-27 |
2025-05-28 |
reversal |
1.1063 |
0.0010 |
0.0011 |
alpha_REVERSAL |
| 2025-05-27 |
2025-05-28 |
momentum |
-0.1280 |
-0.0012 |
0.0002 |
alpha_MOMENTUM |
| 2025-05-28 |
2025-05-29 |
neglect |
0.7503 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-05-28 |
2025-05-29 |
quality |
3.3013 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-05-28 |
2025-05-29 |
reversal |
0.8787 |
0.0008 |
0.0007 |
alpha_REVERSAL |
| 2025-05-28 |
2025-05-29 |
revision |
0.8415 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-05-28 |
2025-05-29 |
stability |
4.6960 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-05-28 |
2025-05-29 |
linkage |
0.9369 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 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 |
value_gc |
1.7183 |
0.0006 |
0.0011 |
alpha_VALUE |
| 2025-05-28 |
2025-05-29 |
momentum |
-0.1177 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 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 |
neglect |
0.7231 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-05-29 |
2025-05-30 |
value_gc |
1.7239 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-05-29 |
2025-05-30 |
value_liq |
0.8386 |
0.0003 |
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 |
momentum |
-0.1226 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-05-29 |
2025-05-30 |
fmom |
0.2437 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-05-29 |
2025-05-30 |
linkage |
0.9348 |
0.0004 |
0.0004 |
alpha_MOMENTUM |
| 2025-05-29 |
2025-05-30 |
revision |
0.9036 |
0.0004 |
0.0004 |
alpha_REVISION |
| 2025-05-30 |
2025-06-02 |
stability |
4.6605 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-05-30 |
2025-06-02 |
linkage |
0.9283 |
0.0000 |
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 |
neglect |
0.7197 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 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 |
reversal |
0.8691 |
0.0008 |
0.0007 |
alpha_REVERSAL |
| 2025-05-30 |
2025-06-02 |
value_gc |
1.7444 |
-0.0003 |
-0.0005 |
alpha_VALUE |
| 2025-05-30 |
2025-06-02 |
momentum |
-0.1264 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-05-30 |
2025-06-02 |
fmom |
0.2489 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
momentum |
-0.1537 |
-0.0000 |
0.0000 |
alpha_MOMENTUM |
| 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 |
linkage |
0.9235 |
0.0005 |
0.0005 |
alpha_MOMENTUM |
| 2025-06-02 |
2025-06-03 |
reversal |
0.8286 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-06-02 |
2025-06-03 |
value_liq |
0.7897 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-02 |
2025-06-03 |
fmom |
0.2404 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
revision |
0.9447 |
0.0005 |
0.0005 |
alpha_REVISION |
| 2025-06-02 |
2025-06-03 |
quality |
3.4090 |
0.0004 |
0.0015 |
alpha_QUALITY |
| 2025-06-02 |
2025-06-03 |
value_gc |
1.7604 |
-0.0004 |
-0.0007 |
alpha_VALUE |
| 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_gc |
1.7758 |
-0.0006 |
-0.0011 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
reversal |
0.9148 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-06-03 |
2025-06-04 |
momentum |
-0.1750 |
-0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-03 |
2025-06-04 |
stability |
4.6536 |
-0.0007 |
-0.0032 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
revision |
0.8243 |
0.0005 |
0.0004 |
alpha_REVISION |
| 2025-06-03 |
2025-06-04 |
neglect |
0.7615 |
-0.0010 |
-0.0008 |
alpha_VALUE |
| 2025-06-03 |
2025-06-04 |
quality |
3.4737 |
0.0010 |
0.0035 |
alpha_QUALITY |
| 2025-06-03 |
2025-06-04 |
value_liq |
0.8000 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
fmom |
0.2105 |
-0.0006 |
-0.0001 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
momentum |
-0.1784 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-04 |
2025-06-05 |
reversal |
0.9757 |
0.0018 |
0.0017 |
alpha_REVERSAL |
| 2025-06-04 |
2025-06-05 |
value_liq |
0.8186 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
quality |
3.5119 |
-0.0009 |
-0.0032 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
revision |
0.8430 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-06-04 |
2025-06-05 |
stability |
4.6865 |
0.0008 |
0.0040 |
alpha_QUALITY |
| 2025-06-04 |
2025-06-05 |
linkage |
0.9646 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-06-04 |
2025-06-05 |
value_gc |
1.8132 |
0.0006 |
0.0011 |
alpha_VALUE |
| 2025-06-04 |
2025-06-05 |
neglect |
0.7918 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
neglect |
0.8032 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
value_gc |
1.8245 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
linkage |
0.9970 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-06-05 |
2025-06-06 |
value_liq |
0.8190 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-05 |
2025-06-06 |
fmom |
0.2151 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
momentum |
-0.2059 |
-0.0010 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-05 |
2025-06-06 |
stability |
4.6913 |
-0.0001 |
-0.0006 |
alpha_QUALITY |
| 2025-06-05 |
2025-06-06 |
revision |
0.9135 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-06-05 |
2025-06-06 |
reversal |
0.9055 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-06-05 |
2025-06-06 |
quality |
3.5400 |
-0.0011 |
-0.0037 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
fmom |
0.2221 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
linkage |
1.0154 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-06 |
2025-06-09 |
reversal |
1.0344 |
0.0005 |
0.0005 |
alpha_REVERSAL |
| 2025-06-06 |
2025-06-09 |
stability |
4.6665 |
-0.0005 |
-0.0023 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
value_liq |
0.8384 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
quality |
3.5617 |
0.0009 |
0.0031 |
alpha_QUALITY |
| 2025-06-06 |
2025-06-09 |
neglect |
0.8043 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
momentum |
-0.2100 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-06 |
2025-06-09 |
value_gc |
1.8657 |
0.0001 |
0.0002 |
alpha_VALUE |
| 2025-06-06 |
2025-06-09 |
revision |
0.9157 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-06-09 |
2025-06-10 |
fmom |
0.2376 |
0.0012 |
0.0003 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
reversal |
0.9574 |
0.0013 |
0.0012 |
alpha_REVERSAL |
| 2025-06-09 |
2025-06-10 |
stability |
4.6716 |
-0.0004 |
-0.0018 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
momentum |
-0.1885 |
-0.0005 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-09 |
2025-06-10 |
linkage |
1.0116 |
0.0009 |
0.0009 |
alpha_MOMENTUM |
| 2025-06-09 |
2025-06-10 |
neglect |
0.7860 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
value_liq |
0.8267 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
quality |
3.5715 |
0.0012 |
0.0042 |
alpha_QUALITY |
| 2025-06-09 |
2025-06-10 |
value_gc |
1.8481 |
0.0003 |
0.0006 |
alpha_VALUE |
| 2025-06-09 |
2025-06-10 |
revision |
0.9282 |
-0.0005 |
-0.0005 |
alpha_REVISION |
| 2025-06-10 |
2025-06-11 |
stability |
4.6732 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
linkage |
1.0297 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-06-10 |
2025-06-11 |
quality |
3.5678 |
0.0011 |
0.0038 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
value_liq |
0.7841 |
0.0020 |
0.0015 |
alpha_VALUE |
| 2025-06-10 |
2025-06-11 |
revision |
0.9846 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-06-10 |
2025-06-11 |
neglect |
0.7702 |
-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 |
momentum |
-0.1607 |
0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-10 |
2025-06-11 |
fmom |
0.2361 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-06-10 |
2025-06-11 |
reversal |
0.7445 |
-0.0003 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-11 |
2025-06-12 |
linkage |
1.0311 |
0.0006 |
0.0006 |
alpha_MOMENTUM |
| 2025-06-11 |
2025-06-12 |
value_liq |
0.7782 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
quality |
3.5478 |
-0.0003 |
-0.0010 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
value_gc |
1.8082 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
neglect |
0.7810 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-11 |
2025-06-12 |
revision |
0.9770 |
0.0011 |
0.0011 |
alpha_REVISION |
| 2025-06-11 |
2025-06-12 |
fmom |
0.2266 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
momentum |
-0.1444 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-11 |
2025-06-12 |
stability |
4.6589 |
0.0001 |
0.0006 |
alpha_QUALITY |
| 2025-06-11 |
2025-06-12 |
reversal |
0.8213 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-12 |
2025-06-13 |
linkage |
0.9882 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-12 |
2025-06-13 |
reversal |
0.8507 |
-0.0007 |
-0.0006 |
alpha_REVERSAL |
| 2025-06-12 |
2025-06-13 |
momentum |
-0.1628 |
0.0007 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-12 |
2025-06-13 |
neglect |
0.7758 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-12 |
2025-06-13 |
stability |
4.5934 |
0.0002 |
0.0009 |
alpha_QUALITY |
| 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 |
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 |
value_liq |
0.7510 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
revision |
0.9484 |
0.0007 |
0.0006 |
alpha_REVISION |
| 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 |
quality |
3.5117 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-06-13 |
2025-06-16 |
neglect |
0.7706 |
0.0008 |
0.0006 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
value_gc |
1.8033 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-13 |
2025-06-16 |
fmom |
0.2282 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-13 |
2025-06-16 |
momentum |
-0.1732 |
0.0011 |
-0.0002 |
alpha_MOMENTUM |
| 2025-06-13 |
2025-06-16 |
linkage |
1.0091 |
0.0009 |
0.0009 |
alpha_MOMENTUM |
| 2025-06-13 |
2025-06-16 |
stability |
4.5919 |
0.0002 |
0.0007 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
linkage |
0.9500 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-16 |
2025-06-17 |
neglect |
0.7775 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
fmom |
0.2784 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
reversal |
0.9486 |
0.0006 |
0.0006 |
alpha_REVERSAL |
| 2025-06-16 |
2025-06-17 |
quality |
3.5861 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-06-16 |
2025-06-17 |
momentum |
-0.1973 |
-0.0003 |
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 |
value_liq |
0.7747 |
0.0010 |
0.0008 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
value_gc |
1.8393 |
0.0011 |
0.0019 |
alpha_VALUE |
| 2025-06-16 |
2025-06-17 |
stability |
4.6326 |
-0.0001 |
-0.0007 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
reversal |
0.7975 |
0.0003 |
0.0002 |
alpha_REVERSAL |
| 2025-06-17 |
2025-06-18 |
quality |
3.6210 |
-0.0009 |
-0.0033 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
fmom |
0.3185 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
revision |
0.8651 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-06-17 |
2025-06-18 |
value_gc |
1.8286 |
0.0008 |
0.0014 |
alpha_VALUE |
| 2025-06-17 |
2025-06-18 |
momentum |
-0.1666 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-17 |
2025-06-18 |
stability |
4.5963 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-06-17 |
2025-06-18 |
linkage |
0.8827 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-17 |
2025-06-18 |
value_liq |
0.7134 |
-0.0012 |
-0.0008 |
alpha_VALUE |
| 2025-06-17 |
2025-06-18 |
neglect |
0.7850 |
-0.0008 |
-0.0006 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
value_liq |
0.6622 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
fmom |
0.3400 |
-0.0006 |
-0.0002 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
value_gc |
1.7979 |
-0.0005 |
-0.0008 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
quality |
3.6414 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
stability |
4.5472 |
0.0007 |
0.0031 |
alpha_QUALITY |
| 2025-06-18 |
2025-06-19 |
neglect |
0.7918 |
-0.0011 |
-0.0009 |
alpha_VALUE |
| 2025-06-18 |
2025-06-19 |
momentum |
-0.1249 |
0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-18 |
2025-06-19 |
linkage |
0.8244 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-18 |
2025-06-19 |
reversal |
1.0132 |
-0.0012 |
-0.0013 |
alpha_REVERSAL |
| 2025-06-18 |
2025-06-19 |
revision |
0.8250 |
0.0012 |
0.0010 |
alpha_REVISION |
| 2025-06-19 |
2025-06-20 |
stability |
4.5055 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
linkage |
0.7675 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-06-19 |
2025-06-20 |
momentum |
-0.0910 |
-0.0010 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-19 |
2025-06-20 |
revision |
0.8424 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-06-19 |
2025-06-20 |
value_gc |
1.8136 |
0.0008 |
0.0015 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
fmom |
0.3358 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
reversal |
0.9349 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-06-19 |
2025-06-20 |
quality |
3.6564 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-06-19 |
2025-06-20 |
neglect |
0.8013 |
-0.0005 |
-0.0004 |
alpha_VALUE |
| 2025-06-19 |
2025-06-20 |
value_liq |
0.6545 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
reversal |
0.8599 |
0.0007 |
0.0006 |
alpha_REVERSAL |
| 2025-06-20 |
2025-06-23 |
fmom |
0.3427 |
-0.0009 |
-0.0003 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
value_gc |
1.8161 |
-0.0008 |
-0.0014 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
revision |
0.8038 |
0.0008 |
0.0006 |
alpha_REVISION |
| 2025-06-20 |
2025-06-23 |
momentum |
-0.0298 |
0.0008 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-20 |
2025-06-23 |
stability |
4.5114 |
-0.0006 |
-0.0026 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
neglect |
0.7998 |
0.0010 |
0.0008 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
quality |
3.6829 |
-0.0006 |
-0.0022 |
alpha_QUALITY |
| 2025-06-20 |
2025-06-23 |
value_liq |
0.6281 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-06-20 |
2025-06-23 |
linkage |
0.7334 |
0.0009 |
0.0007 |
alpha_MOMENTUM |
| 2025-06-23 |
2025-06-24 |
reversal |
1.0017 |
0.0023 |
0.0023 |
alpha_REVERSAL |
| 2025-06-23 |
2025-06-24 |
quality |
3.7298 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 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 |
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 |
linkage |
0.7022 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-06-23 |
2025-06-24 |
fmom |
0.3625 |
0.0005 |
0.0002 |
alpha_QUALITY |
| 2025-06-23 |
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 |
| 2025-06-24 |
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 |
value_liq |
0.6065 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-06-24 |
2025-06-25 |
fmom |
0.3858 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 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 |
reversal |
0.9622 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-06-24 |
2025-06-25 |
stability |
4.5890 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-06-24 |
2025-06-25 |
revision |
0.8241 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-06-24 |
2025-06-25 |
momentum |
-0.0575 |
0.0007 |
-0.0000 |
alpha_MOMENTUM |
| 2025-06-25 |
2025-06-26 |
value_gc |
1.8225 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
value_liq |
0.6085 |
0.0008 |
0.0005 |
alpha_VALUE |
| 2025-06-25 |
2025-06-26 |
neglect |
0.8065 |
0.0003 |
0.0003 |
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 |
stability |
4.5845 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-06-25 |
2025-06-26 |
fmom |
0.4174 |
0.0000 |
0.0000 |
alpha_QUALITY |
| 2025-06-25 |
2025-06-26 |
reversal |
0.9207 |
0.0007 |
0.0007 |
alpha_REVERSAL |
| 2025-06-25 |
2025-06-26 |
revision |
0.8381 |
0.0002 |
0.0002 |
alpha_REVISION |
| 2025-06-25 |
2025-06-26 |
quality |
3.7971 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
reversal |
0.8152 |
0.0020 |
0.0016 |
alpha_REVERSAL |
| 2025-06-26 |
2025-06-27 |
revision |
0.8416 |
-0.0006 |
-0.0005 |
alpha_REVISION |
| 2025-06-26 |
2025-06-27 |
value_gc |
1.8283 |
0.0003 |
0.0006 |
alpha_VALUE |
| 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 |
neglect |
0.7795 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
momentum |
-0.0470 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-26 |
2025-06-27 |
quality |
3.7865 |
0.0005 |
0.0020 |
alpha_QUALITY |
| 2025-06-26 |
2025-06-27 |
value_liq |
0.6008 |
0.0001 |
0.0000 |
alpha_VALUE |
| 2025-06-26 |
2025-06-27 |
linkage |
0.7254 |
-0.0012 |
-0.0009 |
alpha_MOMENTUM |
| 2025-06-27 |
2025-06-30 |
quality |
3.7687 |
-0.0001 |
-0.0003 |
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 |
fmom |
0.4216 |
-0.0007 |
-0.0003 |
alpha_QUALITY |
| 2025-06-27 |
2025-06-30 |
value_liq |
0.5651 |
-0.0007 |
-0.0004 |
alpha_VALUE |
| 2025-06-27 |
2025-06-30 |
momentum |
0.0312 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-06-27 |
2025-06-30 |
reversal |
0.8704 |
0.0010 |
0.0009 |
alpha_REVERSAL |
| 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 |
linkage |
0.7798 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-06-30 |
2025-07-01 |
momentum |
0.0589 |
-0.0007 |
-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 |
linkage |
0.8154 |
-0.0000 |
-0.0000 |
alpha_MOMENTUM |
| 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 |
quality |
3.7752 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-06-30 |
2025-07-01 |
revision |
0.9980 |
0.0011 |
0.0011 |
alpha_REVISION |
| 2025-06-30 |
2025-07-01 |
neglect |
0.7281 |
0.0002 |
0.0001 |
alpha_VALUE |
| 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 |
| 2025-07-01 |
2025-07-02 |
neglect |
0.7258 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
value_liq |
0.4406 |
0.0030 |
0.0013 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
value_gc |
1.7372 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-07-01 |
2025-07-02 |
momentum |
0.0573 |
-0.0014 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-01 |
2025-07-02 |
stability |
4.5406 |
-0.0004 |
-0.0018 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
revision |
0.9766 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-07-01 |
2025-07-02 |
fmom |
0.4125 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
linkage |
0.8114 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-01 |
2025-07-02 |
quality |
3.7551 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-07-01 |
2025-07-02 |
reversal |
0.7207 |
0.0022 |
0.0016 |
alpha_REVERSAL |
| 2025-07-02 |
2025-07-03 |
neglect |
0.7169 |
0.0003 |
0.0002 |
alpha_VALUE |
| 2025-07-02 |
2025-07-03 |
momentum |
0.0660 |
-0.0013 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-02 |
2025-07-03 |
reversal |
0.8212 |
0.0005 |
0.0004 |
alpha_REVERSAL |
| 2025-07-02 |
2025-07-03 |
stability |
4.4959 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-02 |
2025-07-03 |
value_liq |
0.3924 |
0.0007 |
0.0003 |
alpha_VALUE |
| 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 |
fmom |
0.4181 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-02 |
2025-07-03 |
linkage |
0.7640 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-07-02 |
2025-07-03 |
value_gc |
1.7220 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
fmom |
0.4226 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
revision |
0.9234 |
0.0011 |
0.0010 |
alpha_REVISION |
| 2025-07-03 |
2025-07-04 |
stability |
4.4839 |
0.0002 |
0.0010 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
value_liq |
0.3653 |
0.0004 |
0.0002 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
momentum |
0.0801 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-03 |
2025-07-04 |
linkage |
0.7565 |
0.0003 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-03 |
2025-07-04 |
value_gc |
1.7227 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-07-03 |
2025-07-04 |
reversal |
0.9759 |
-0.0011 |
-0.0011 |
alpha_REVERSAL |
| 2025-07-03 |
2025-07-04 |
quality |
3.7233 |
0.0003 |
0.0011 |
alpha_QUALITY |
| 2025-07-03 |
2025-07-04 |
neglect |
0.7338 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-07-04 |
2025-07-07 |
linkage |
0.7016 |
-0.0006 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-04 |
2025-07-07 |
fmom |
0.4362 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 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 |
reversal |
0.9685 |
0.0013 |
0.0012 |
alpha_REVERSAL |
| 2025-07-04 |
2025-07-07 |
momentum |
0.0946 |
0.0008 |
0.0001 |
alpha_MOMENTUM |
| 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 |
stability |
4.4609 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
value_liq |
0.3385 |
0.0011 |
0.0004 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
quality |
3.7044 |
0.0011 |
0.0040 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
neglect |
0.6651 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
revision |
0.9714 |
0.0006 |
0.0006 |
alpha_REVISION |
| 2025-07-07 |
2025-07-08 |
value_gc |
1.7183 |
-0.0008 |
-0.0014 |
alpha_VALUE |
| 2025-07-07 |
2025-07-08 |
fmom |
0.4554 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
stability |
4.4742 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-07-07 |
2025-07-08 |
reversal |
1.0691 |
0.0015 |
0.0016 |
alpha_REVERSAL |
| 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 |
| 2025-07-08 |
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 |
stability |
4.4795 |
-0.0002 |
-0.0011 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
value_gc |
1.7201 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
revision |
0.9254 |
-0.0008 |
-0.0007 |
alpha_REVISION |
| 2025-07-08 |
2025-07-09 |
reversal |
0.9940 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-07-08 |
2025-07-09 |
quality |
3.7025 |
0.0009 |
0.0032 |
alpha_QUALITY |
| 2025-07-08 |
2025-07-09 |
linkage |
0.7901 |
0.0008 |
0.0006 |
alpha_MOMENTUM |
| 2025-07-08 |
2025-07-09 |
value_liq |
0.3562 |
0.0016 |
0.0006 |
alpha_VALUE |
| 2025-07-08 |
2025-07-09 |
neglect |
0.6746 |
-0.0006 |
-0.0004 |
alpha_VALUE |
| 2025-07-09 |
2025-07-10 |
stability |
4.4807 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-07-09 |
2025-07-10 |
revision |
0.9105 |
-0.0007 |
-0.0006 |
alpha_REVISION |
| 2025-07-09 |
2025-07-10 |
value_liq |
0.3340 |
0.0016 |
0.0005 |
alpha_VALUE |
| 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 |
reversal |
0.9485 |
-0.0009 |
-0.0008 |
alpha_REVERSAL |
| 2025-07-09 |
2025-07-10 |
neglect |
0.6900 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-07-09 |
2025-07-10 |
linkage |
0.8237 |
-0.0006 |
-0.0005 |
alpha_MOMENTUM |
| 2025-07-09 |
2025-07-10 |
momentum |
0.0556 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-09 |
2025-07-10 |
fmom |
0.4643 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
value_gc |
1.7456 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
stability |
4.4891 |
0.0001 |
0.0007 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
revision |
0.9044 |
-0.0015 |
-0.0013 |
alpha_REVISION |
| 2025-07-10 |
2025-07-11 |
momentum |
0.0546 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-10 |
2025-07-11 |
value_liq |
0.2984 |
0.0009 |
0.0003 |
alpha_VALUE |
| 2025-07-10 |
2025-07-11 |
reversal |
0.8443 |
0.0020 |
0.0017 |
alpha_REVERSAL |
| 2025-07-10 |
2025-07-11 |
quality |
3.7567 |
-0.0004 |
-0.0013 |
alpha_QUALITY |
| 2025-07-10 |
2025-07-11 |
fmom |
0.4536 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 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 |
| 2025-07-11 |
2025-07-14 |
revision |
1.0983 |
0.0013 |
0.0014 |
alpha_REVISION |
| 2025-07-11 |
2025-07-14 |
value_gc |
1.7373 |
0.0007 |
0.0011 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
quality |
3.7829 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
fmom |
0.4335 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-07-11 |
2025-07-14 |
reversal |
0.9154 |
0.0010 |
0.0009 |
alpha_REVERSAL |
| 2025-07-11 |
2025-07-14 |
value_liq |
0.2664 |
-0.0001 |
-0.0000 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
neglect |
0.6040 |
-0.0006 |
-0.0003 |
alpha_VALUE |
| 2025-07-11 |
2025-07-14 |
linkage |
0.7800 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-07-11 |
2025-07-14 |
momentum |
0.0765 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-11 |
2025-07-14 |
stability |
4.4564 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
fmom |
0.4558 |
0.0012 |
0.0005 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
neglect |
0.5380 |
-0.0013 |
-0.0007 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
quality |
3.8242 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
stability |
4.4308 |
0.0005 |
0.0022 |
alpha_QUALITY |
| 2025-07-14 |
2025-07-15 |
linkage |
0.7323 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-07-14 |
2025-07-15 |
value_liq |
0.2341 |
-0.0005 |
-0.0001 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
reversal |
0.9871 |
0.0007 |
0.0006 |
alpha_REVERSAL |
| 2025-07-14 |
2025-07-15 |
momentum |
0.0611 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-14 |
2025-07-15 |
value_gc |
1.7263 |
0.0004 |
0.0007 |
alpha_VALUE |
| 2025-07-14 |
2025-07-15 |
revision |
1.1804 |
0.0013 |
0.0016 |
alpha_REVISION |
| 2025-07-15 |
2025-07-16 |
value_liq |
0.2599 |
-0.0005 |
-0.0001 |
alpha_VALUE |
| 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 |
| 2025-07-15 |
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 |
neglect |
0.5295 |
0.0001 |
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 |
value_gc |
1.7469 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-07-15 |
2025-07-16 |
quality |
3.8871 |
0.0003 |
0.0010 |
alpha_QUALITY |
| 2025-07-15 |
2025-07-16 |
fmom |
0.4799 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
stability |
4.4725 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 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 |
reversal |
0.9914 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-07-16 |
2025-07-17 |
momentum |
0.0386 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-16 |
2025-07-17 |
neglect |
0.5696 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
quality |
3.9415 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
fmom |
0.4670 |
-0.0005 |
-0.0002 |
alpha_QUALITY |
| 2025-07-16 |
2025-07-17 |
value_liq |
0.2976 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-16 |
2025-07-17 |
linkage |
0.7058 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-17 |
2025-07-18 |
revision |
1.0013 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-07-17 |
2025-07-18 |
momentum |
0.0104 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-17 |
2025-07-18 |
reversal |
0.8823 |
0.0004 |
0.0004 |
alpha_REVERSAL |
| 2025-07-17 |
2025-07-18 |
stability |
4.5021 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-07-17 |
2025-07-18 |
neglect |
0.5932 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
quality |
3.9840 |
-0.0003 |
-0.0011 |
alpha_QUALITY |
| 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 |
| 2025-07-17 |
2025-07-18 |
value_liq |
0.3291 |
0.0006 |
0.0002 |
alpha_VALUE |
| 2025-07-17 |
2025-07-18 |
value_gc |
1.7906 |
0.0002 |
0.0004 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
fmom |
0.5163 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 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 |
neglect |
0.6015 |
0.0007 |
0.0004 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
value_liq |
0.3202 |
0.0004 |
0.0001 |
alpha_VALUE |
| 2025-07-18 |
2025-07-21 |
revision |
0.9002 |
0.0002 |
0.0001 |
alpha_REVISION |
| 2025-07-18 |
2025-07-21 |
momentum |
0.0589 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 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 |
stability |
4.4898 |
-0.0004 |
-0.0020 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
reversal |
0.9250 |
-0.0014 |
-0.0013 |
alpha_REVERSAL |
| 2025-07-21 |
2025-07-22 |
value_gc |
1.7589 |
0.0009 |
0.0016 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
momentum |
0.0742 |
-0.0012 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-21 |
2025-07-22 |
revision |
0.9145 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-07-21 |
2025-07-22 |
linkage |
0.8066 |
-0.0020 |
-0.0016 |
alpha_MOMENTUM |
| 2025-07-21 |
2025-07-22 |
quality |
4.0307 |
0.0010 |
0.0042 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
fmom |
0.5435 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-21 |
2025-07-22 |
value_liq |
0.2988 |
0.0013 |
0.0004 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
neglect |
0.6201 |
-0.0006 |
-0.0003 |
alpha_VALUE |
| 2025-07-21 |
2025-07-22 |
stability |
4.5463 |
-0.0003 |
-0.0014 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
value_gc |
1.7436 |
0.0007 |
0.0012 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
revision |
0.9152 |
-0.0021 |
-0.0019 |
alpha_REVISION |
| 2025-07-22 |
2025-07-23 |
fmom |
0.5440 |
0.0007 |
0.0004 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
linkage |
0.8242 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-07-22 |
2025-07-23 |
stability |
4.5925 |
-0.0005 |
-0.0025 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
momentum |
0.0721 |
-0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-22 |
2025-07-23 |
reversal |
0.7885 |
0.0021 |
0.0017 |
alpha_REVERSAL |
| 2025-07-22 |
2025-07-23 |
neglect |
0.6445 |
-0.0002 |
-0.0001 |
alpha_VALUE |
| 2025-07-22 |
2025-07-23 |
quality |
4.0614 |
-0.0007 |
-0.0030 |
alpha_QUALITY |
| 2025-07-22 |
2025-07-23 |
value_liq |
0.2763 |
0.0013 |
0.0004 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
value_gc |
1.7651 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
reversal |
1.1322 |
-0.0009 |
-0.0011 |
alpha_REVERSAL |
| 2025-07-23 |
2025-07-24 |
neglect |
0.6606 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
value_liq |
0.2875 |
0.0003 |
0.0001 |
alpha_VALUE |
| 2025-07-23 |
2025-07-24 |
quality |
4.0836 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
linkage |
0.8473 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-07-23 |
2025-07-24 |
stability |
4.6205 |
-0.0007 |
-0.0031 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
momentum |
0.0588 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-23 |
2025-07-24 |
fmom |
0.5499 |
-0.0015 |
-0.0008 |
alpha_QUALITY |
| 2025-07-23 |
2025-07-24 |
revision |
0.9566 |
-0.0003 |
-0.0003 |
alpha_REVISION |
| 2025-07-24 |
2025-07-25 |
revision |
1.0173 |
0.0015 |
0.0015 |
alpha_REVISION |
| 2025-07-24 |
2025-07-25 |
momentum |
0.0443 |
0.0010 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-24 |
2025-07-25 |
linkage |
0.8133 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-07-24 |
2025-07-25 |
stability |
4.5960 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
quality |
4.0813 |
-0.0011 |
-0.0044 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
reversal |
1.0613 |
0.0010 |
0.0011 |
alpha_REVERSAL |
| 2025-07-24 |
2025-07-25 |
neglect |
0.6571 |
0.0005 |
0.0003 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
value_liq |
0.3116 |
-0.0004 |
-0.0001 |
alpha_VALUE |
| 2025-07-24 |
2025-07-25 |
fmom |
0.5725 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-07-24 |
2025-07-25 |
value_gc |
1.7970 |
-0.0005 |
-0.0008 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
stability |
4.5432 |
0.0007 |
0.0033 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
value_liq |
0.3689 |
0.0007 |
0.0003 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
fmom |
0.5797 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
revision |
0.9601 |
0.0003 |
0.0003 |
alpha_REVISION |
| 2025-07-25 |
2025-07-28 |
quality |
4.0604 |
-0.0006 |
-0.0024 |
alpha_QUALITY |
| 2025-07-25 |
2025-07-28 |
neglect |
0.6636 |
0.0007 |
0.0005 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
value_gc |
1.8217 |
-0.0010 |
-0.0018 |
alpha_VALUE |
| 2025-07-25 |
2025-07-28 |
reversal |
1.3825 |
0.0015 |
0.0021 |
alpha_REVERSAL |
| 2025-07-25 |
2025-07-28 |
momentum |
0.0307 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-07-25 |
2025-07-28 |
linkage |
0.7690 |
0.0012 |
0.0009 |
alpha_MOMENTUM |
| 2025-07-28 |
2025-07-29 |
value_liq |
0.4171 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
value_gc |
1.8693 |
-0.0004 |
-0.0008 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
reversal |
1.1227 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-07-28 |
2025-07-29 |
momentum |
-0.0010 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-28 |
2025-07-29 |
revision |
0.9319 |
0.0018 |
0.0016 |
alpha_REVISION |
| 2025-07-28 |
2025-07-29 |
stability |
4.5512 |
0.0002 |
0.0008 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
fmom |
0.5793 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
quality |
4.0859 |
0.0010 |
0.0040 |
alpha_QUALITY |
| 2025-07-28 |
2025-07-29 |
neglect |
0.7070 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-07-28 |
2025-07-29 |
linkage |
0.6832 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-07-29 |
2025-07-30 |
value_liq |
0.4715 |
0.0003 |
0.0001 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
neglect |
0.7564 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
value_gc |
1.8818 |
0.0010 |
0.0018 |
alpha_VALUE |
| 2025-07-29 |
2025-07-30 |
linkage |
0.6561 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-07-29 |
2025-07-30 |
stability |
4.5540 |
0.0004 |
0.0020 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
momentum |
-0.0297 |
-0.0012 |
0.0000 |
alpha_MOMENTUM |
| 2025-07-29 |
2025-07-30 |
reversal |
1.0039 |
0.0010 |
0.0011 |
alpha_REVERSAL |
| 2025-07-29 |
2025-07-30 |
revision |
0.8918 |
0.0006 |
0.0005 |
alpha_REVISION |
| 2025-07-29 |
2025-07-30 |
quality |
4.0909 |
0.0007 |
0.0027 |
alpha_QUALITY |
| 2025-07-29 |
2025-07-30 |
fmom |
0.5675 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
value_liq |
0.5061 |
-0.0023 |
-0.0012 |
alpha_VALUE |
| 2025-07-30 |
2025-07-31 |
fmom |
0.5514 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
quality |
4.0579 |
-0.0008 |
-0.0032 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
linkage |
0.6115 |
0.0007 |
0.0005 |
alpha_MOMENTUM |
| 2025-07-30 |
2025-07-31 |
neglect |
0.7848 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-07-30 |
2025-07-31 |
stability |
4.5125 |
0.0005 |
0.0021 |
alpha_QUALITY |
| 2025-07-30 |
2025-07-31 |
momentum |
-0.0554 |
0.0014 |
-0.0001 |
alpha_MOMENTUM |
| 2025-07-30 |
2025-07-31 |
revision |
0.7166 |
0.0022 |
0.0016 |
alpha_REVISION |
| 2025-07-30 |
2025-07-31 |
reversal |
0.9471 |
0.0017 |
0.0016 |
alpha_REVERSAL |
| 2025-07-30 |
2025-07-31 |
value_gc |
1.8929 |
0.0004 |
0.0008 |
alpha_VALUE |
| 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 |