| signalDate |
tradeDate |
factor |
fexp |
facret |
contrib |
category |
| 2025-09-30 |
2025-10-01 |
value_gc |
2.3861 |
-0.0001 |
-0.0003 |
alpha_VALUE |
| 2025-09-30 |
2025-10-01 |
linkage |
0.9538 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-09-30 |
2025-10-01 |
stability |
4.9619 |
-0.0002 |
-0.0012 |
alpha_QUALITY |
| 2025-09-30 |
2025-10-01 |
reversal |
1.0369 |
0.0010 |
0.0010 |
alpha_REVERSAL |
| 2025-09-30 |
2025-10-01 |
value_liq |
1.2680 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-09-30 |
2025-10-01 |
revision |
1.8412 |
0.0004 |
0.0007 |
alpha_REVISION |
| 2025-09-30 |
2025-10-01 |
momentum |
-0.3525 |
0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-09-30 |
2025-10-01 |
neglect |
1.2180 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-09-30 |
2025-10-01 |
fmom |
0.7573 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-09-30 |
2025-10-01 |
quality |
4.3502 |
0.0001 |
0.0006 |
alpha_QUALITY |
| 2025-10-01 |
2025-10-02 |
linkage |
0.9683 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-10-01 |
2025-10-02 |
reversal |
0.8802 |
-0.0007 |
-0.0007 |
alpha_REVERSAL |
| 2025-10-01 |
2025-10-02 |
stability |
4.9509 |
-0.0003 |
-0.0017 |
alpha_QUALITY |
| 2025-10-01 |
2025-10-02 |
value_liq |
1.2677 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-10-01 |
2025-10-02 |
revision |
1.8312 |
0.0001 |
0.0002 |
alpha_REVISION |
| 2025-10-01 |
2025-10-02 |
fmom |
0.7465 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-10-01 |
2025-10-02 |
value_gc |
2.3875 |
0.0004 |
0.0009 |
alpha_VALUE |
| 2025-10-01 |
2025-10-02 |
neglect |
1.2148 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-10-01 |
2025-10-02 |
quality |
4.3330 |
0.0001 |
0.0004 |
alpha_QUALITY |
| 2025-10-01 |
2025-10-02 |
momentum |
-0.3646 |
-0.0009 |
0.0003 |
alpha_MOMENTUM |
| 2025-10-02 |
2025-10-03 |
value_liq |
1.2902 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-10-02 |
2025-10-03 |
stability |
4.9502 |
-0.0003 |
-0.0015 |
alpha_QUALITY |
| 2025-10-02 |
2025-10-03 |
value_gc |
2.4086 |
0.0002 |
0.0005 |
alpha_VALUE |
| 2025-10-02 |
2025-10-03 |
momentum |
-0.3657 |
-0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-10-02 |
2025-10-03 |
neglect |
1.2169 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-10-02 |
2025-10-03 |
quality |
4.3309 |
0.0004 |
0.0018 |
alpha_QUALITY |
| 2025-10-02 |
2025-10-03 |
fmom |
0.7453 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-10-02 |
2025-10-03 |
revision |
1.8454 |
-0.0001 |
-0.0001 |
alpha_REVISION |
| 2025-10-02 |
2025-10-03 |
reversal |
0.6840 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-10-02 |
2025-10-03 |
linkage |
0.9548 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-10-03 |
2025-10-06 |
momentum |
-0.2290 |
-0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-03 |
2025-10-06 |
fmom |
0.7188 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-10-03 |
2025-10-06 |
linkage |
0.9163 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-03 |
2025-10-06 |
quality |
4.3144 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-10-03 |
2025-10-06 |
revision |
1.8205 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-10-03 |
2025-10-06 |
value_gc |
2.3974 |
0.0002 |
0.0005 |
alpha_VALUE |
| 2025-10-03 |
2025-10-06 |
stability |
4.9518 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-10-03 |
2025-10-06 |
reversal |
0.5608 |
-0.0005 |
-0.0003 |
alpha_REVERSAL |
| 2025-10-03 |
2025-10-06 |
value_liq |
1.2823 |
-0.0006 |
-0.0008 |
alpha_VALUE |
| 2025-10-03 |
2025-10-06 |
neglect |
1.2109 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-10-06 |
2025-10-07 |
momentum |
-0.2322 |
-0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-06 |
2025-10-07 |
quality |
4.3193 |
-0.0002 |
-0.0010 |
alpha_QUALITY |
| 2025-10-06 |
2025-10-07 |
stability |
4.9548 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-10-06 |
2025-10-07 |
neglect |
1.2145 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-10-06 |
2025-10-07 |
fmom |
0.7174 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-10-06 |
2025-10-07 |
value_gc |
2.4030 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-10-06 |
2025-10-07 |
value_liq |
1.2765 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-10-06 |
2025-10-07 |
revision |
1.7495 |
0.0001 |
0.0001 |
alpha_REVISION |
| 2025-10-06 |
2025-10-07 |
linkage |
0.9312 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-10-06 |
2025-10-07 |
reversal |
0.6074 |
-0.0000 |
-0.0000 |
alpha_REVERSAL |
| 2025-10-07 |
2025-10-08 |
reversal |
0.4846 |
0.0010 |
0.0005 |
alpha_REVERSAL |
| 2025-10-07 |
2025-10-08 |
neglect |
1.2110 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-10-07 |
2025-10-08 |
quality |
4.3158 |
-0.0001 |
-0.0002 |
alpha_QUALITY |
| 2025-10-07 |
2025-10-08 |
revision |
1.6263 |
0.0005 |
0.0008 |
alpha_REVISION |
| 2025-10-07 |
2025-10-08 |
fmom |
0.7131 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-10-07 |
2025-10-08 |
momentum |
-0.2321 |
0.0003 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-07 |
2025-10-08 |
stability |
4.9418 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-10-07 |
2025-10-08 |
linkage |
0.9375 |
0.0005 |
0.0004 |
alpha_MOMENTUM |
| 2025-10-07 |
2025-10-08 |
value_liq |
1.2546 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-10-07 |
2025-10-08 |
value_gc |
2.3800 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-10-08 |
2025-10-09 |
neglect |
1.2226 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-10-08 |
2025-10-09 |
value_gc |
2.3711 |
0.0010 |
0.0025 |
alpha_VALUE |
| 2025-10-08 |
2025-10-09 |
value_liq |
1.2310 |
0.0009 |
0.0011 |
alpha_VALUE |
| 2025-10-08 |
2025-10-09 |
stability |
4.9273 |
0.0003 |
0.0015 |
alpha_QUALITY |
| 2025-10-08 |
2025-10-09 |
momentum |
-0.2298 |
-0.0019 |
0.0004 |
alpha_MOMENTUM |
| 2025-10-08 |
2025-10-09 |
linkage |
0.9441 |
0.0004 |
0.0004 |
alpha_MOMENTUM |
| 2025-10-08 |
2025-10-09 |
reversal |
0.2103 |
-0.0009 |
-0.0002 |
alpha_REVERSAL |
| 2025-10-08 |
2025-10-09 |
fmom |
0.7072 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-10-08 |
2025-10-09 |
revision |
1.5741 |
0.0006 |
0.0010 |
alpha_REVISION |
| 2025-10-08 |
2025-10-09 |
quality |
4.3200 |
0.0003 |
0.0014 |
alpha_QUALITY |
| 2025-10-09 |
2025-10-10 |
linkage |
0.9337 |
-0.0009 |
-0.0009 |
alpha_MOMENTUM |
| 2025-10-09 |
2025-10-10 |
value_liq |
1.0637 |
0.0011 |
0.0012 |
alpha_VALUE |
| 2025-10-09 |
2025-10-10 |
revision |
1.7152 |
0.0010 |
0.0016 |
alpha_REVISION |
| 2025-10-09 |
2025-10-10 |
value_gc |
1.9919 |
0.0007 |
0.0014 |
alpha_VALUE |
| 2025-10-09 |
2025-10-10 |
momentum |
-0.1570 |
-0.0020 |
0.0003 |
alpha_MOMENTUM |
| 2025-10-09 |
2025-10-10 |
quality |
4.1437 |
0.0020 |
0.0082 |
alpha_QUALITY |
| 2025-10-09 |
2025-10-10 |
fmom |
0.6200 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-10-09 |
2025-10-10 |
neglect |
1.1160 |
0.0007 |
0.0008 |
alpha_VALUE |
| 2025-10-09 |
2025-10-10 |
reversal |
0.3488 |
0.0006 |
0.0002 |
alpha_REVERSAL |
| 2025-10-09 |
2025-10-10 |
stability |
4.6575 |
0.0003 |
0.0016 |
alpha_QUALITY |
| 2025-10-10 |
2025-10-13 |
value_liq |
0.8728 |
-0.0015 |
-0.0013 |
alpha_VALUE |
| 2025-10-10 |
2025-10-13 |
momentum |
0.0715 |
-0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-10-10 |
2025-10-13 |
linkage |
0.9912 |
0.0004 |
0.0004 |
alpha_MOMENTUM |
| 2025-10-10 |
2025-10-13 |
reversal |
0.5192 |
-0.0012 |
-0.0006 |
alpha_REVERSAL |
| 2025-10-10 |
2025-10-13 |
value_gc |
1.6644 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-10-10 |
2025-10-13 |
stability |
4.2865 |
-0.0005 |
-0.0023 |
alpha_QUALITY |
| 2025-10-10 |
2025-10-13 |
quality |
3.9681 |
-0.0016 |
-0.0065 |
alpha_QUALITY |
| 2025-10-10 |
2025-10-13 |
fmom |
0.5541 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-10-10 |
2025-10-13 |
revision |
1.9881 |
-0.0002 |
-0.0005 |
alpha_REVISION |
| 2025-10-10 |
2025-10-13 |
neglect |
0.9735 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-10-13 |
2025-10-14 |
quality |
4.2559 |
0.0016 |
0.0066 |
alpha_QUALITY |
| 2025-10-13 |
2025-10-14 |
revision |
2.2255 |
-0.0010 |
-0.0021 |
alpha_REVISION |
| 2025-10-13 |
2025-10-14 |
value_liq |
0.9634 |
0.0020 |
0.0019 |
alpha_VALUE |
| 2025-10-13 |
2025-10-14 |
momentum |
0.0917 |
-0.0017 |
-0.0002 |
alpha_MOMENTUM |
| 2025-10-13 |
2025-10-14 |
fmom |
0.6305 |
-0.0013 |
-0.0008 |
alpha_QUALITY |
| 2025-10-13 |
2025-10-14 |
neglect |
1.0462 |
0.0012 |
0.0012 |
alpha_VALUE |
| 2025-10-13 |
2025-10-14 |
value_gc |
1.7844 |
0.0010 |
0.0018 |
alpha_VALUE |
| 2025-10-13 |
2025-10-14 |
stability |
4.4072 |
-0.0003 |
-0.0012 |
alpha_QUALITY |
| 2025-10-13 |
2025-10-14 |
linkage |
1.1024 |
0.0002 |
0.0002 |
alpha_MOMENTUM |
| 2025-10-13 |
2025-10-14 |
reversal |
0.9498 |
-0.0018 |
-0.0017 |
alpha_REVERSAL |
| 2025-10-14 |
2025-10-15 |
reversal |
0.8092 |
0.0019 |
0.0015 |
alpha_REVERSAL |
| 2025-10-14 |
2025-10-15 |
momentum |
0.1123 |
0.0009 |
0.0001 |
alpha_MOMENTUM |
| 2025-10-14 |
2025-10-15 |
value_liq |
0.8855 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-10-14 |
2025-10-15 |
quality |
4.0013 |
0.0008 |
0.0033 |
alpha_QUALITY |
| 2025-10-14 |
2025-10-15 |
value_gc |
1.6263 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-10-14 |
2025-10-15 |
stability |
4.0443 |
-0.0004 |
-0.0014 |
alpha_QUALITY |
| 2025-10-14 |
2025-10-15 |
fmom |
0.6580 |
0.0005 |
0.0003 |
alpha_QUALITY |
| 2025-10-14 |
2025-10-15 |
neglect |
0.9898 |
-0.0006 |
-0.0006 |
alpha_VALUE |
| 2025-10-14 |
2025-10-15 |
revision |
2.1898 |
0.0016 |
0.0035 |
alpha_REVISION |
| 2025-10-14 |
2025-10-15 |
linkage |
1.0549 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-10-15 |
2025-10-16 |
linkage |
1.0706 |
-0.0005 |
-0.0005 |
alpha_MOMENTUM |
| 2025-10-15 |
2025-10-16 |
quality |
4.0046 |
0.0003 |
0.0012 |
alpha_QUALITY |
| 2025-10-15 |
2025-10-16 |
fmom |
0.7023 |
0.0004 |
0.0003 |
alpha_QUALITY |
| 2025-10-15 |
2025-10-16 |
revision |
2.1982 |
0.0011 |
0.0025 |
alpha_REVISION |
| 2025-10-15 |
2025-10-16 |
neglect |
0.9952 |
-0.0006 |
-0.0006 |
alpha_VALUE |
| 2025-10-15 |
2025-10-16 |
stability |
3.9821 |
-0.0002 |
-0.0008 |
alpha_QUALITY |
| 2025-10-15 |
2025-10-16 |
value_gc |
1.6283 |
0.0007 |
0.0011 |
alpha_VALUE |
| 2025-10-15 |
2025-10-16 |
reversal |
0.9032 |
-0.0019 |
-0.0017 |
alpha_REVERSAL |
| 2025-10-15 |
2025-10-16 |
value_liq |
0.8900 |
0.0007 |
0.0006 |
alpha_VALUE |
| 2025-10-15 |
2025-10-16 |
momentum |
0.1407 |
-0.0019 |
-0.0003 |
alpha_MOMENTUM |
| 2025-10-16 |
2025-10-17 |
value_liq |
0.8729 |
0.0004 |
0.0003 |
alpha_VALUE |
| 2025-10-16 |
2025-10-17 |
fmom |
0.6836 |
0.0004 |
0.0002 |
alpha_QUALITY |
| 2025-10-16 |
2025-10-17 |
neglect |
1.0144 |
0.0014 |
0.0014 |
alpha_VALUE |
| 2025-10-16 |
2025-10-17 |
reversal |
0.8193 |
-0.0023 |
-0.0019 |
alpha_REVERSAL |
| 2025-10-16 |
2025-10-17 |
value_gc |
1.6440 |
0.0006 |
0.0009 |
alpha_VALUE |
| 2025-10-16 |
2025-10-17 |
stability |
3.9435 |
-0.0005 |
-0.0020 |
alpha_QUALITY |
| 2025-10-16 |
2025-10-17 |
linkage |
1.0842 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-16 |
2025-10-17 |
momentum |
0.1681 |
-0.0004 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-16 |
2025-10-17 |
quality |
4.0746 |
0.0001 |
0.0006 |
alpha_QUALITY |
| 2025-10-16 |
2025-10-17 |
revision |
2.2227 |
-0.0003 |
-0.0007 |
alpha_REVISION |
| 2025-10-17 |
2025-10-20 |
neglect |
0.9791 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-10-17 |
2025-10-20 |
revision |
2.1159 |
0.0010 |
0.0020 |
alpha_REVISION |
| 2025-10-17 |
2025-10-20 |
value_gc |
1.5714 |
0.0007 |
0.0011 |
alpha_VALUE |
| 2025-10-17 |
2025-10-20 |
momentum |
0.2161 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-10-17 |
2025-10-20 |
fmom |
0.6404 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-10-17 |
2025-10-20 |
quality |
3.9872 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-10-17 |
2025-10-20 |
stability |
3.7391 |
0.0006 |
0.0021 |
alpha_QUALITY |
| 2025-10-17 |
2025-10-20 |
reversal |
0.9554 |
0.0020 |
0.0019 |
alpha_REVERSAL |
| 2025-10-17 |
2025-10-20 |
value_liq |
0.8681 |
-0.0006 |
-0.0005 |
alpha_VALUE |
| 2025-10-17 |
2025-10-20 |
linkage |
1.1472 |
-0.0009 |
-0.0010 |
alpha_MOMENTUM |
| 2025-10-20 |
2025-10-21 |
value_gc |
1.5764 |
-0.0002 |
-0.0004 |
alpha_VALUE |
| 2025-10-20 |
2025-10-21 |
stability |
3.6834 |
-0.0000 |
-0.0001 |
alpha_QUALITY |
| 2025-10-20 |
2025-10-21 |
neglect |
1.0160 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-10-20 |
2025-10-21 |
linkage |
1.2219 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-20 |
2025-10-21 |
value_liq |
0.9185 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-10-20 |
2025-10-21 |
momentum |
0.1670 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-20 |
2025-10-21 |
revision |
2.0898 |
0.0014 |
0.0029 |
alpha_REVISION |
| 2025-10-20 |
2025-10-21 |
fmom |
0.6274 |
0.0003 |
0.0002 |
alpha_QUALITY |
| 2025-10-20 |
2025-10-21 |
reversal |
0.9497 |
0.0016 |
0.0015 |
alpha_REVERSAL |
| 2025-10-20 |
2025-10-21 |
quality |
4.0544 |
-0.0001 |
-0.0005 |
alpha_QUALITY |
| 2025-10-21 |
2025-10-22 |
linkage |
1.1547 |
-0.0009 |
-0.0010 |
alpha_MOMENTUM |
| 2025-10-21 |
2025-10-22 |
revision |
2.0639 |
-0.0001 |
-0.0003 |
alpha_REVISION |
| 2025-10-21 |
2025-10-22 |
stability |
3.6034 |
0.0004 |
0.0016 |
alpha_QUALITY |
| 2025-10-21 |
2025-10-22 |
reversal |
0.9405 |
-0.0009 |
-0.0008 |
alpha_REVERSAL |
| 2025-10-21 |
2025-10-22 |
value_liq |
0.9672 |
0.0008 |
0.0008 |
alpha_VALUE |
| 2025-10-21 |
2025-10-22 |
neglect |
1.0449 |
0.0010 |
0.0011 |
alpha_VALUE |
| 2025-10-21 |
2025-10-22 |
quality |
4.0595 |
-0.0003 |
-0.0010 |
alpha_QUALITY |
| 2025-10-21 |
2025-10-22 |
value_gc |
1.5671 |
0.0002 |
0.0004 |
alpha_VALUE |
| 2025-10-21 |
2025-10-22 |
momentum |
0.1369 |
0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-10-21 |
2025-10-22 |
fmom |
0.6065 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-10-22 |
2025-10-23 |
reversal |
1.0049 |
0.0009 |
0.0009 |
alpha_REVERSAL |
| 2025-10-22 |
2025-10-23 |
quality |
4.0353 |
0.0013 |
0.0051 |
alpha_QUALITY |
| 2025-10-22 |
2025-10-23 |
fmom |
0.5788 |
-0.0003 |
-0.0002 |
alpha_QUALITY |
| 2025-10-22 |
2025-10-23 |
momentum |
0.1079 |
-0.0013 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-22 |
2025-10-23 |
linkage |
1.1462 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-10-22 |
2025-10-23 |
value_gc |
1.5488 |
-0.0006 |
-0.0009 |
alpha_VALUE |
| 2025-10-22 |
2025-10-23 |
neglect |
1.0644 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-10-22 |
2025-10-23 |
revision |
2.0840 |
0.0008 |
0.0017 |
alpha_REVISION |
| 2025-10-22 |
2025-10-23 |
value_liq |
0.9681 |
0.0026 |
0.0025 |
alpha_VALUE |
| 2025-10-22 |
2025-10-23 |
stability |
3.5121 |
-0.0002 |
-0.0007 |
alpha_QUALITY |
| 2025-10-23 |
2025-10-24 |
neglect |
1.0764 |
-0.0011 |
-0.0012 |
alpha_VALUE |
| 2025-10-23 |
2025-10-24 |
momentum |
0.1014 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-23 |
2025-10-24 |
value_liq |
0.9673 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-10-23 |
2025-10-24 |
linkage |
1.1747 |
-0.0002 |
-0.0002 |
alpha_MOMENTUM |
| 2025-10-23 |
2025-10-24 |
fmom |
0.5473 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-10-23 |
2025-10-24 |
value_gc |
1.5445 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-10-23 |
2025-10-24 |
reversal |
1.0203 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-10-23 |
2025-10-24 |
stability |
3.4646 |
0.0007 |
0.0024 |
alpha_QUALITY |
| 2025-10-23 |
2025-10-24 |
quality |
4.0147 |
-0.0002 |
-0.0009 |
alpha_QUALITY |
| 2025-10-23 |
2025-10-24 |
revision |
2.1181 |
0.0009 |
0.0019 |
alpha_REVISION |
| 2025-10-24 |
2025-10-27 |
revision |
2.1125 |
0.0025 |
0.0052 |
alpha_REVISION |
| 2025-10-24 |
2025-10-27 |
quality |
4.0171 |
-0.0006 |
-0.0025 |
alpha_QUALITY |
| 2025-10-24 |
2025-10-27 |
value_gc |
1.5464 |
-0.0004 |
-0.0006 |
alpha_VALUE |
| 2025-10-24 |
2025-10-27 |
neglect |
1.0764 |
-0.0009 |
-0.0009 |
alpha_VALUE |
| 2025-10-24 |
2025-10-27 |
fmom |
0.5296 |
0.0009 |
0.0005 |
alpha_QUALITY |
| 2025-10-24 |
2025-10-27 |
value_liq |
0.9908 |
0.0010 |
0.0010 |
alpha_VALUE |
| 2025-10-24 |
2025-10-27 |
momentum |
0.0662 |
0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-24 |
2025-10-27 |
linkage |
1.2267 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-10-24 |
2025-10-27 |
stability |
3.4742 |
0.0002 |
0.0006 |
alpha_QUALITY |
| 2025-10-24 |
2025-10-27 |
reversal |
1.0841 |
-0.0005 |
-0.0005 |
alpha_REVERSAL |
| 2025-10-27 |
2025-10-28 |
value_gc |
1.5294 |
-0.0007 |
-0.0011 |
alpha_VALUE |
| 2025-10-27 |
2025-10-28 |
quality |
3.9869 |
-0.0004 |
-0.0015 |
alpha_QUALITY |
| 2025-10-27 |
2025-10-28 |
stability |
3.4449 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-10-27 |
2025-10-28 |
reversal |
0.9834 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-10-27 |
2025-10-28 |
revision |
2.0672 |
0.0000 |
0.0000 |
alpha_REVISION |
| 2025-10-27 |
2025-10-28 |
momentum |
0.0497 |
0.0003 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-27 |
2025-10-28 |
fmom |
0.5213 |
-0.0006 |
-0.0003 |
alpha_QUALITY |
| 2025-10-27 |
2025-10-28 |
neglect |
1.1045 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-10-27 |
2025-10-28 |
value_liq |
1.0000 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-10-27 |
2025-10-28 |
linkage |
1.1640 |
-0.0006 |
-0.0007 |
alpha_MOMENTUM |
| 2025-10-28 |
2025-10-29 |
quality |
3.9532 |
0.0017 |
0.0066 |
alpha_QUALITY |
| 2025-10-28 |
2025-10-29 |
value_liq |
1.0138 |
0.0016 |
0.0016 |
alpha_VALUE |
| 2025-10-28 |
2025-10-29 |
neglect |
1.1071 |
-0.0016 |
-0.0018 |
alpha_VALUE |
| 2025-10-28 |
2025-10-29 |
revision |
2.0799 |
0.0017 |
0.0036 |
alpha_REVISION |
| 2025-10-28 |
2025-10-29 |
reversal |
1.0423 |
-0.0008 |
-0.0008 |
alpha_REVERSAL |
| 2025-10-28 |
2025-10-29 |
stability |
3.4030 |
-0.0005 |
-0.0016 |
alpha_QUALITY |
| 2025-10-28 |
2025-10-29 |
value_gc |
1.5257 |
-0.0007 |
-0.0011 |
alpha_VALUE |
| 2025-10-28 |
2025-10-29 |
fmom |
0.5013 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-10-28 |
2025-10-29 |
momentum |
0.0468 |
-0.0008 |
-0.0000 |
alpha_MOMENTUM |
| 2025-10-28 |
2025-10-29 |
linkage |
1.1612 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-29 |
2025-10-30 |
value_liq |
1.0030 |
0.0009 |
0.0010 |
alpha_VALUE |
| 2025-10-29 |
2025-10-30 |
fmom |
0.4807 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-10-29 |
2025-10-30 |
linkage |
1.2406 |
0.0004 |
0.0005 |
alpha_MOMENTUM |
| 2025-10-29 |
2025-10-30 |
momentum |
0.0487 |
-0.0005 |
-0.0000 |
alpha_MOMENTUM |
| 2025-10-29 |
2025-10-30 |
neglect |
1.0952 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-10-29 |
2025-10-30 |
stability |
3.3870 |
-0.0010 |
-0.0034 |
alpha_QUALITY |
| 2025-10-29 |
2025-10-30 |
value_gc |
1.5259 |
0.0014 |
0.0021 |
alpha_VALUE |
| 2025-10-29 |
2025-10-30 |
quality |
3.9559 |
-0.0001 |
-0.0004 |
alpha_QUALITY |
| 2025-10-29 |
2025-10-30 |
revision |
2.0891 |
0.0017 |
0.0036 |
alpha_REVISION |
| 2025-10-29 |
2025-10-30 |
reversal |
0.9267 |
0.0004 |
0.0003 |
alpha_REVERSAL |
| 2025-10-30 |
2025-10-31 |
quality |
3.8102 |
0.0010 |
0.0040 |
alpha_QUALITY |
| 2025-10-30 |
2025-10-31 |
reversal |
1.0526 |
0.0007 |
0.0008 |
alpha_REVERSAL |
| 2025-10-30 |
2025-10-31 |
revision |
1.9296 |
-0.0006 |
-0.0011 |
alpha_REVISION |
| 2025-10-30 |
2025-10-31 |
stability |
3.1896 |
-0.0005 |
-0.0016 |
alpha_QUALITY |
| 2025-10-30 |
2025-10-31 |
value_gc |
1.4739 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-10-30 |
2025-10-31 |
neglect |
1.0730 |
0.0014 |
0.0015 |
alpha_VALUE |
| 2025-10-30 |
2025-10-31 |
fmom |
0.3809 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-10-30 |
2025-10-31 |
linkage |
1.2144 |
0.0004 |
0.0005 |
alpha_MOMENTUM |
| 2025-10-30 |
2025-10-31 |
momentum |
0.0396 |
0.0010 |
0.0000 |
alpha_MOMENTUM |
| 2025-10-30 |
2025-10-31 |
value_liq |
1.0365 |
-0.0022 |
-0.0022 |
alpha_VALUE |