| signalDate |
tradeDate |
factor |
fexp |
facret |
contrib |
category |
| 2025-08-29 |
2025-09-01 |
revision |
1.2203 |
-0.0009 |
-0.0011 |
alpha_REVISION |
| 2025-08-29 |
2025-09-01 |
value_gc |
2.0897 |
-0.0015 |
-0.0031 |
alpha_VALUE |
| 2025-08-29 |
2025-09-01 |
quality |
3.7465 |
-0.0004 |
-0.0014 |
alpha_QUALITY |
| 2025-08-29 |
2025-09-01 |
linkage |
0.9363 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-08-29 |
2025-09-01 |
fmom |
0.2831 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-08-29 |
2025-09-01 |
neglect |
0.8973 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-08-29 |
2025-09-01 |
value_liq |
0.8738 |
0.0002 |
0.0001 |
alpha_VALUE |
| 2025-08-29 |
2025-09-01 |
momentum |
-0.1583 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-08-29 |
2025-09-01 |
reversal |
0.8624 |
-0.0012 |
-0.0010 |
alpha_REVERSAL |
| 2025-08-29 |
2025-09-01 |
stability |
4.4076 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-09-01 |
2025-09-02 |
linkage |
0.8182 |
0.0011 |
0.0009 |
alpha_MOMENTUM |
| 2025-09-01 |
2025-09-02 |
value_liq |
0.9360 |
0.0013 |
0.0012 |
alpha_VALUE |
| 2025-09-01 |
2025-09-02 |
value_gc |
2.1168 |
0.0007 |
0.0015 |
alpha_VALUE |
| 2025-09-01 |
2025-09-02 |
fmom |
0.2117 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-09-01 |
2025-09-02 |
quality |
3.7025 |
0.0006 |
0.0021 |
alpha_QUALITY |
| 2025-09-01 |
2025-09-02 |
neglect |
0.9358 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-09-01 |
2025-09-02 |
revision |
1.1682 |
-0.0004 |
-0.0004 |
alpha_REVISION |
| 2025-09-01 |
2025-09-02 |
stability |
4.4420 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-09-01 |
2025-09-02 |
momentum |
-0.1645 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-01 |
2025-09-02 |
reversal |
1.1398 |
0.0005 |
0.0005 |
alpha_REVERSAL |
| 2025-09-02 |
2025-09-03 |
stability |
4.4158 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-09-02 |
2025-09-03 |
value_gc |
2.1178 |
0.0004 |
0.0008 |
alpha_VALUE |
| 2025-09-02 |
2025-09-03 |
fmom |
0.2088 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-09-02 |
2025-09-03 |
reversal |
0.9582 |
-0.0007 |
-0.0006 |
alpha_REVERSAL |
| 2025-09-02 |
2025-09-03 |
linkage |
0.7516 |
-0.0008 |
-0.0006 |
alpha_MOMENTUM |
| 2025-09-02 |
2025-09-03 |
momentum |
-0.1730 |
-0.0009 |
0.0001 |
alpha_MOMENTUM |
| 2025-09-02 |
2025-09-03 |
value_liq |
0.9432 |
0.0010 |
0.0009 |
alpha_VALUE |
| 2025-09-02 |
2025-09-03 |
quality |
3.7056 |
0.0006 |
0.0023 |
alpha_QUALITY |
| 2025-09-02 |
2025-09-03 |
revision |
1.1292 |
0.0013 |
0.0015 |
alpha_REVISION |
| 2025-09-02 |
2025-09-03 |
neglect |
0.9572 |
-0.0014 |
-0.0014 |
alpha_VALUE |
| 2025-09-03 |
2025-09-04 |
stability |
4.4090 |
-0.0009 |
-0.0041 |
alpha_QUALITY |
| 2025-09-03 |
2025-09-04 |
quality |
3.7125 |
0.0018 |
0.0066 |
alpha_QUALITY |
| 2025-09-03 |
2025-09-04 |
neglect |
0.9878 |
0.0005 |
0.0005 |
alpha_VALUE |
| 2025-09-03 |
2025-09-04 |
fmom |
0.2169 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-09-03 |
2025-09-04 |
value_gc |
2.0997 |
-0.0004 |
-0.0009 |
alpha_VALUE |
| 2025-09-03 |
2025-09-04 |
momentum |
-0.1688 |
-0.0026 |
0.0004 |
alpha_MOMENTUM |
| 2025-09-03 |
2025-09-04 |
revision |
1.1255 |
-0.0010 |
-0.0011 |
alpha_REVISION |
| 2025-09-03 |
2025-09-04 |
reversal |
0.9925 |
0.0042 |
0.0041 |
alpha_REVERSAL |
| 2025-09-03 |
2025-09-04 |
linkage |
0.7648 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-09-03 |
2025-09-04 |
value_liq |
0.9319 |
0.0024 |
0.0022 |
alpha_VALUE |
| 2025-09-04 |
2025-09-05 |
value_liq |
0.8870 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-09-04 |
2025-09-05 |
quality |
3.7737 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-09-04 |
2025-09-05 |
momentum |
-0.1301 |
-0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-04 |
2025-09-05 |
stability |
4.4892 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-09-04 |
2025-09-05 |
neglect |
1.0447 |
-0.0020 |
-0.0021 |
alpha_VALUE |
| 2025-09-04 |
2025-09-05 |
fmom |
0.2486 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-09-04 |
2025-09-05 |
linkage |
0.7302 |
-0.0008 |
-0.0006 |
alpha_MOMENTUM |
| 2025-09-04 |
2025-09-05 |
reversal |
0.9313 |
-0.0015 |
-0.0014 |
alpha_REVERSAL |
| 2025-09-04 |
2025-09-05 |
value_gc |
2.0579 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-09-04 |
2025-09-05 |
revision |
1.2189 |
0.0011 |
0.0013 |
alpha_REVISION |
| 2025-09-05 |
2025-09-08 |
quality |
3.8143 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-09-05 |
2025-09-08 |
momentum |
-0.0838 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-05 |
2025-09-08 |
revision |
1.3151 |
-0.0008 |
-0.0011 |
alpha_REVISION |
| 2025-09-05 |
2025-09-08 |
stability |
4.5339 |
0.0005 |
0.0022 |
alpha_QUALITY |
| 2025-09-05 |
2025-09-08 |
neglect |
1.1255 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-09-05 |
2025-09-08 |
linkage |
0.6782 |
-0.0010 |
-0.0007 |
alpha_MOMENTUM |
| 2025-09-05 |
2025-09-08 |
fmom |
0.2607 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-09-05 |
2025-09-08 |
reversal |
1.0762 |
-0.0015 |
-0.0016 |
alpha_REVERSAL |
| 2025-09-05 |
2025-09-08 |
value_liq |
0.8499 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-09-05 |
2025-09-08 |
value_gc |
2.0374 |
-0.0005 |
-0.0009 |
alpha_VALUE |
| 2025-09-08 |
2025-09-09 |
stability |
4.4806 |
0.0001 |
0.0005 |
alpha_QUALITY |
| 2025-09-08 |
2025-09-09 |
quality |
3.7784 |
0.0012 |
0.0044 |
alpha_QUALITY |
| 2025-09-08 |
2025-09-09 |
momentum |
-0.0876 |
-0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-08 |
2025-09-09 |
value_liq |
0.8096 |
0.0009 |
0.0007 |
alpha_VALUE |
| 2025-09-08 |
2025-09-09 |
fmom |
0.2715 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-09-08 |
2025-09-09 |
value_gc |
2.0102 |
0.0005 |
0.0010 |
alpha_VALUE |
| 2025-09-08 |
2025-09-09 |
neglect |
1.1150 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-09-08 |
2025-09-09 |
revision |
1.3280 |
0.0009 |
0.0012 |
alpha_REVISION |
| 2025-09-08 |
2025-09-09 |
reversal |
1.0592 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-09-08 |
2025-09-09 |
linkage |
0.6532 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-09-09 |
2025-09-10 |
quality |
3.7727 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-09-09 |
2025-09-10 |
fmom |
0.2582 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-09-09 |
2025-09-10 |
value_liq |
0.7778 |
-0.0014 |
-0.0011 |
alpha_VALUE |
| 2025-09-09 |
2025-09-10 |
neglect |
1.1145 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-09-09 |
2025-09-10 |
stability |
4.4327 |
0.0005 |
0.0020 |
alpha_QUALITY |
| 2025-09-09 |
2025-09-10 |
linkage |
0.6246 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-09-09 |
2025-09-10 |
reversal |
0.9094 |
0.0018 |
0.0017 |
alpha_REVERSAL |
| 2025-09-09 |
2025-09-10 |
momentum |
-0.0955 |
0.0003 |
-0.0000 |
alpha_MOMENTUM |
| 2025-09-09 |
2025-09-10 |
revision |
1.3938 |
0.0010 |
0.0014 |
alpha_REVISION |
| 2025-09-09 |
2025-09-10 |
value_gc |
1.9759 |
0.0010 |
0.0020 |
alpha_VALUE |
| 2025-09-10 |
2025-09-11 |
revision |
1.4409 |
0.0020 |
0.0028 |
alpha_REVISION |
| 2025-09-10 |
2025-09-11 |
neglect |
1.1470 |
-0.0003 |
-0.0003 |
alpha_VALUE |
| 2025-09-10 |
2025-09-11 |
momentum |
-0.1179 |
0.0013 |
-0.0002 |
alpha_MOMENTUM |
| 2025-09-10 |
2025-09-11 |
stability |
4.4271 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-09-10 |
2025-09-11 |
fmom |
0.2783 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-09-10 |
2025-09-11 |
linkage |
0.6229 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-10 |
2025-09-11 |
value_liq |
0.7697 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-09-10 |
2025-09-11 |
value_gc |
1.9731 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-09-10 |
2025-09-11 |
reversal |
0.7993 |
0.0022 |
0.0017 |
alpha_REVERSAL |
| 2025-09-10 |
2025-09-11 |
quality |
3.7909 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-09-11 |
2025-09-12 |
reversal |
0.8076 |
-0.0006 |
-0.0005 |
alpha_REVERSAL |
| 2025-09-11 |
2025-09-12 |
stability |
4.4067 |
-0.0004 |
-0.0019 |
alpha_QUALITY |
| 2025-09-11 |
2025-09-12 |
momentum |
-0.1353 |
-0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-11 |
2025-09-12 |
fmom |
0.3126 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-09-11 |
2025-09-12 |
quality |
3.7993 |
-0.0010 |
-0.0039 |
alpha_QUALITY |
| 2025-09-11 |
2025-09-12 |
revision |
1.4186 |
-0.0006 |
-0.0009 |
alpha_REVISION |
| 2025-09-11 |
2025-09-12 |
value_gc |
1.9833 |
0.0000 |
0.0001 |
alpha_VALUE |
| 2025-09-11 |
2025-09-12 |
value_liq |
0.7895 |
-0.0008 |
-0.0006 |
alpha_VALUE |
| 2025-09-11 |
2025-09-12 |
linkage |
0.5852 |
-0.0004 |
-0.0003 |
alpha_MOMENTUM |
| 2025-09-11 |
2025-09-12 |
neglect |
1.1967 |
0.0009 |
0.0011 |
alpha_VALUE |
| 2025-09-12 |
2025-09-15 |
stability |
4.3902 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-09-12 |
2025-09-15 |
linkage |
0.6256 |
-0.0005 |
-0.0003 |
alpha_MOMENTUM |
| 2025-09-12 |
2025-09-15 |
fmom |
0.3203 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-09-12 |
2025-09-15 |
value_gc |
2.0204 |
-0.0008 |
-0.0015 |
alpha_VALUE |
| 2025-09-12 |
2025-09-15 |
neglect |
1.2202 |
-0.0003 |
-0.0004 |
alpha_VALUE |
| 2025-09-12 |
2025-09-15 |
momentum |
-0.1041 |
-0.0006 |
0.0001 |
alpha_MOMENTUM |
| 2025-09-12 |
2025-09-15 |
quality |
3.8114 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-09-12 |
2025-09-15 |
reversal |
0.7640 |
-0.0004 |
-0.0003 |
alpha_REVERSAL |
| 2025-09-12 |
2025-09-15 |
revision |
1.3969 |
-0.0007 |
-0.0010 |
alpha_REVISION |
| 2025-09-12 |
2025-09-15 |
value_liq |
0.8377 |
0.0011 |
0.0009 |
alpha_VALUE |
| 2025-09-15 |
2025-09-16 |
reversal |
0.8947 |
0.0003 |
0.0002 |
alpha_REVERSAL |
| 2025-09-15 |
2025-09-16 |
revision |
1.3882 |
-0.0012 |
-0.0017 |
alpha_REVISION |
| 2025-09-15 |
2025-09-16 |
neglect |
1.2237 |
0.0006 |
0.0008 |
alpha_VALUE |
| 2025-09-15 |
2025-09-16 |
value_gc |
2.0490 |
-0.0006 |
-0.0011 |
alpha_VALUE |
| 2025-09-15 |
2025-09-16 |
quality |
3.8502 |
-0.0002 |
-0.0008 |
alpha_QUALITY |
| 2025-09-15 |
2025-09-16 |
linkage |
0.6463 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-15 |
2025-09-16 |
momentum |
-0.1121 |
0.0008 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-15 |
2025-09-16 |
fmom |
0.3395 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-09-15 |
2025-09-16 |
stability |
4.3980 |
0.0007 |
0.0030 |
alpha_QUALITY |
| 2025-09-15 |
2025-09-16 |
value_liq |
0.8776 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-09-16 |
2025-09-17 |
fmom |
0.3626 |
-0.0004 |
-0.0002 |
alpha_QUALITY |
| 2025-09-16 |
2025-09-17 |
revision |
1.4205 |
-0.0010 |
-0.0014 |
alpha_REVISION |
| 2025-09-16 |
2025-09-17 |
stability |
4.3931 |
0.0009 |
0.0039 |
alpha_QUALITY |
| 2025-09-16 |
2025-09-17 |
neglect |
1.2233 |
-0.0009 |
-0.0011 |
alpha_VALUE |
| 2025-09-16 |
2025-09-17 |
value_gc |
2.0615 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-09-16 |
2025-09-17 |
quality |
3.8835 |
-0.0005 |
-0.0019 |
alpha_QUALITY |
| 2025-09-16 |
2025-09-17 |
linkage |
0.7149 |
-0.0007 |
-0.0005 |
alpha_MOMENTUM |
| 2025-09-16 |
2025-09-17 |
reversal |
1.2201 |
0.0010 |
0.0013 |
alpha_REVERSAL |
| 2025-09-16 |
2025-09-17 |
value_liq |
0.8924 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-09-16 |
2025-09-17 |
momentum |
-0.1173 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-09-17 |
2025-09-18 |
neglect |
1.2271 |
-0.0008 |
-0.0010 |
alpha_VALUE |
| 2025-09-17 |
2025-09-18 |
linkage |
0.7108 |
-0.0007 |
-0.0005 |
alpha_MOMENTUM |
| 2025-09-17 |
2025-09-18 |
reversal |
1.2580 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-09-17 |
2025-09-18 |
stability |
4.4501 |
0.0006 |
0.0025 |
alpha_QUALITY |
| 2025-09-17 |
2025-09-18 |
fmom |
0.3902 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-09-17 |
2025-09-18 |
momentum |
-0.1182 |
-0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-17 |
2025-09-18 |
value_gc |
2.1050 |
0.0003 |
0.0006 |
alpha_VALUE |
| 2025-09-17 |
2025-09-18 |
quality |
3.9356 |
-0.0006 |
-0.0024 |
alpha_QUALITY |
| 2025-09-17 |
2025-09-18 |
revision |
1.4641 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-09-17 |
2025-09-18 |
value_liq |
0.9064 |
-0.0007 |
-0.0006 |
alpha_VALUE |
| 2025-09-18 |
2025-09-19 |
neglect |
1.2667 |
-0.0018 |
-0.0023 |
alpha_VALUE |
| 2025-09-18 |
2025-09-19 |
reversal |
1.1831 |
0.0011 |
0.0013 |
alpha_REVERSAL |
| 2025-09-18 |
2025-09-19 |
fmom |
0.4306 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-09-18 |
2025-09-19 |
quality |
4.0435 |
0.0005 |
0.0019 |
alpha_QUALITY |
| 2025-09-18 |
2025-09-19 |
value_liq |
0.9626 |
0.0011 |
0.0011 |
alpha_VALUE |
| 2025-09-18 |
2025-09-19 |
stability |
4.5784 |
-0.0007 |
-0.0032 |
alpha_QUALITY |
| 2025-09-18 |
2025-09-19 |
revision |
1.5062 |
0.0008 |
0.0012 |
alpha_REVISION |
| 2025-09-18 |
2025-09-19 |
momentum |
-0.1280 |
-0.0010 |
0.0001 |
alpha_MOMENTUM |
| 2025-09-18 |
2025-09-19 |
linkage |
0.7267 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-09-18 |
2025-09-19 |
value_gc |
2.1613 |
0.0009 |
0.0020 |
alpha_VALUE |
| 2025-09-19 |
2025-09-22 |
stability |
4.6866 |
0.0006 |
0.0027 |
alpha_QUALITY |
| 2025-09-19 |
2025-09-22 |
quality |
4.1476 |
-0.0014 |
-0.0058 |
alpha_QUALITY |
| 2025-09-19 |
2025-09-22 |
fmom |
0.4513 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-09-19 |
2025-09-22 |
value_liq |
1.0099 |
-0.0018 |
-0.0019 |
alpha_VALUE |
| 2025-09-19 |
2025-09-22 |
value_gc |
2.2206 |
0.0007 |
0.0016 |
alpha_VALUE |
| 2025-09-19 |
2025-09-22 |
linkage |
0.7510 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-19 |
2025-09-22 |
revision |
1.5250 |
0.0006 |
0.0009 |
alpha_REVISION |
| 2025-09-19 |
2025-09-22 |
momentum |
-0.1574 |
0.0011 |
-0.0002 |
alpha_MOMENTUM |
| 2025-09-19 |
2025-09-22 |
reversal |
1.0249 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-09-19 |
2025-09-22 |
neglect |
1.2784 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-09-22 |
2025-09-23 |
quality |
4.1174 |
-0.0003 |
-0.0014 |
alpha_QUALITY |
| 2025-09-22 |
2025-09-23 |
value_liq |
0.9760 |
0.0006 |
0.0006 |
alpha_VALUE |
| 2025-09-22 |
2025-09-23 |
momentum |
-0.1950 |
-0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-09-22 |
2025-09-23 |
value_gc |
2.1869 |
0.0006 |
0.0013 |
alpha_VALUE |
| 2025-09-22 |
2025-09-23 |
neglect |
1.2458 |
-0.0024 |
-0.0030 |
alpha_VALUE |
| 2025-09-22 |
2025-09-23 |
fmom |
0.4533 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-09-22 |
2025-09-23 |
reversal |
1.0699 |
-0.0005 |
-0.0005 |
alpha_REVERSAL |
| 2025-09-22 |
2025-09-23 |
linkage |
0.7310 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-22 |
2025-09-23 |
revision |
1.4915 |
0.0008 |
0.0012 |
alpha_REVISION |
| 2025-09-22 |
2025-09-23 |
stability |
4.6544 |
0.0004 |
0.0019 |
alpha_QUALITY |
| 2025-09-23 |
2025-09-24 |
quality |
5.1009 |
0.0000 |
0.0002 |
alpha_QUALITY |
| 2025-09-23 |
2025-09-24 |
revision |
1.8512 |
0.0001 |
0.0002 |
alpha_REVISION |
| 2025-09-23 |
2025-09-24 |
neglect |
1.5316 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-09-23 |
2025-09-24 |
fmom |
0.6000 |
-0.0006 |
-0.0004 |
alpha_QUALITY |
| 2025-09-23 |
2025-09-24 |
stability |
5.7914 |
-0.0002 |
-0.0012 |
alpha_QUALITY |
| 2025-09-23 |
2025-09-24 |
value_gc |
2.7475 |
-0.0015 |
-0.0041 |
alpha_VALUE |
| 2025-09-23 |
2025-09-24 |
reversal |
1.3866 |
-0.0007 |
-0.0010 |
alpha_REVERSAL |
| 2025-09-23 |
2025-09-24 |
linkage |
0.8827 |
-0.0003 |
-0.0002 |
alpha_MOMENTUM |
| 2025-09-23 |
2025-09-24 |
value_liq |
1.2525 |
0.0012 |
0.0016 |
alpha_VALUE |
| 2025-09-23 |
2025-09-24 |
momentum |
-0.2722 |
0.0014 |
-0.0004 |
alpha_MOMENTUM |
| 2025-09-24 |
2025-09-25 |
linkage |
0.8280 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-09-24 |
2025-09-25 |
value_gc |
2.6603 |
-0.0012 |
-0.0033 |
alpha_VALUE |
| 2025-09-24 |
2025-09-25 |
revision |
1.7653 |
-0.0007 |
-0.0012 |
alpha_REVISION |
| 2025-09-24 |
2025-09-25 |
reversal |
1.4649 |
0.0010 |
0.0015 |
alpha_REVERSAL |
| 2025-09-24 |
2025-09-25 |
neglect |
1.4165 |
-0.0007 |
-0.0010 |
alpha_VALUE |
| 2025-09-24 |
2025-09-25 |
fmom |
0.5930 |
0.0006 |
0.0003 |
alpha_QUALITY |
| 2025-09-24 |
2025-09-25 |
stability |
5.4243 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-09-24 |
2025-09-25 |
momentum |
-0.3129 |
-0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-24 |
2025-09-25 |
quality |
4.7667 |
-0.0005 |
-0.0025 |
alpha_QUALITY |
| 2025-09-24 |
2025-09-25 |
value_liq |
1.3024 |
0.0018 |
0.0023 |
alpha_VALUE |
| 2025-09-25 |
2025-09-26 |
stability |
7.7080 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-09-25 |
2025-09-26 |
reversal |
1.9653 |
0.0020 |
0.0040 |
alpha_REVERSAL |
| 2025-09-25 |
2025-09-26 |
linkage |
1.2358 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-09-25 |
2025-09-26 |
neglect |
1.8595 |
-0.0001 |
-0.0003 |
alpha_VALUE |
| 2025-09-25 |
2025-09-26 |
fmom |
1.0222 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-09-25 |
2025-09-26 |
value_gc |
3.9918 |
-0.0004 |
-0.0015 |
alpha_VALUE |
| 2025-09-25 |
2025-09-26 |
momentum |
-0.4860 |
-0.0005 |
0.0002 |
alpha_MOMENTUM |
| 2025-09-25 |
2025-09-26 |
revision |
2.5368 |
-0.0000 |
-0.0001 |
alpha_REVISION |
| 2025-09-25 |
2025-09-26 |
value_liq |
2.0561 |
0.0019 |
0.0038 |
alpha_VALUE |
| 2025-09-25 |
2025-09-26 |
quality |
6.7316 |
0.0007 |
0.0047 |
alpha_QUALITY |
| 2025-09-26 |
2025-09-29 |
fmom |
1.1951 |
0.0005 |
0.0006 |
alpha_QUALITY |
| 2025-09-26 |
2025-09-29 |
value_liq |
2.0491 |
0.0002 |
0.0005 |
alpha_VALUE |
| 2025-09-26 |
2025-09-29 |
revision |
2.7087 |
0.0013 |
0.0036 |
alpha_REVISION |
| 2025-09-26 |
2025-09-29 |
reversal |
1.7639 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-09-26 |
2025-09-29 |
stability |
7.8701 |
-0.0003 |
-0.0020 |
alpha_QUALITY |
| 2025-09-26 |
2025-09-29 |
value_gc |
4.0067 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-09-26 |
2025-09-29 |
quality |
6.9111 |
0.0004 |
0.0029 |
alpha_QUALITY |
| 2025-09-26 |
2025-09-29 |
momentum |
-0.5037 |
0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-26 |
2025-09-29 |
linkage |
1.5662 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-09-26 |
2025-09-29 |
neglect |
1.7612 |
-0.0006 |
-0.0011 |
alpha_VALUE |
| 2025-09-29 |
2025-09-30 |
fmom |
0.8620 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-09-29 |
2025-09-30 |
value_gc |
2.6961 |
-0.0005 |
-0.0013 |
alpha_VALUE |
| 2025-09-29 |
2025-09-30 |
linkage |
1.1245 |
-0.0003 |
-0.0003 |
alpha_MOMENTUM |
| 2025-09-29 |
2025-09-30 |
momentum |
-0.3315 |
0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-09-29 |
2025-09-30 |
neglect |
1.3021 |
-0.0006 |
-0.0008 |
alpha_VALUE |
| 2025-09-29 |
2025-09-30 |
quality |
4.9168 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-09-29 |
2025-09-30 |
reversal |
1.0956 |
-0.0013 |
-0.0014 |
alpha_REVERSAL |
| 2025-09-29 |
2025-09-30 |
revision |
2.0160 |
0.0006 |
0.0012 |
alpha_REVISION |
| 2025-09-29 |
2025-09-30 |
stability |
5.5433 |
-0.0016 |
-0.0091 |
alpha_QUALITY |
| 2025-09-29 |
2025-09-30 |
value_liq |
1.3547 |
0.0009 |
0.0012 |
alpha_VALUE |