| signalDate |
tradeDate |
factor |
fexp |
facret |
contrib |
category |
| 2025-10-31 |
2025-11-03 |
reversal |
0.9450 |
-0.0018 |
-0.0017 |
alpha_REVERSAL |
| 2025-10-31 |
2025-11-03 |
value_gc |
1.4323 |
0.0013 |
0.0019 |
alpha_VALUE |
| 2025-10-31 |
2025-11-03 |
fmom |
0.2038 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-10-31 |
2025-11-03 |
quality |
3.5684 |
-0.0004 |
-0.0016 |
alpha_QUALITY |
| 2025-10-31 |
2025-11-03 |
momentum |
0.0463 |
-0.0011 |
-0.0001 |
alpha_MOMENTUM |
| 2025-10-31 |
2025-11-03 |
revision |
1.9322 |
0.0003 |
0.0006 |
alpha_REVISION |
| 2025-10-31 |
2025-11-03 |
stability |
2.6829 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-10-31 |
2025-11-03 |
value_liq |
1.0929 |
-0.0017 |
-0.0019 |
alpha_VALUE |
| 2025-10-31 |
2025-11-03 |
neglect |
0.9410 |
0.0012 |
0.0011 |
alpha_VALUE |
| 2025-10-31 |
2025-11-03 |
linkage |
1.1976 |
-0.0006 |
-0.0007 |
alpha_MOMENTUM |
| 2025-11-03 |
2025-11-04 |
stability |
2.4666 |
0.0005 |
0.0011 |
alpha_QUALITY |
| 2025-11-03 |
2025-11-04 |
value_liq |
1.1833 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-11-03 |
2025-11-04 |
value_gc |
1.4286 |
0.0011 |
0.0016 |
alpha_VALUE |
| 2025-11-03 |
2025-11-04 |
fmom |
0.1778 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-11-03 |
2025-11-04 |
reversal |
1.2472 |
0.0009 |
0.0011 |
alpha_REVERSAL |
| 2025-11-03 |
2025-11-04 |
quality |
3.4345 |
-0.0005 |
-0.0019 |
alpha_QUALITY |
| 2025-11-03 |
2025-11-04 |
revision |
1.9088 |
-0.0001 |
-0.0002 |
alpha_REVISION |
| 2025-11-03 |
2025-11-04 |
neglect |
0.9057 |
0.0015 |
0.0014 |
alpha_VALUE |
| 2025-11-03 |
2025-11-04 |
momentum |
0.0273 |
-0.0019 |
-0.0001 |
alpha_MOMENTUM |
| 2025-11-03 |
2025-11-04 |
linkage |
1.2048 |
-0.0003 |
-0.0004 |
alpha_MOMENTUM |
| 2025-11-04 |
2025-11-05 |
momentum |
0.0146 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-04 |
2025-11-05 |
neglect |
0.8629 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-11-04 |
2025-11-05 |
value_gc |
1.4439 |
-0.0007 |
-0.0010 |
alpha_VALUE |
| 2025-11-04 |
2025-11-05 |
stability |
2.3720 |
-0.0002 |
-0.0004 |
alpha_QUALITY |
| 2025-11-04 |
2025-11-05 |
linkage |
1.2383 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-11-04 |
2025-11-05 |
value_liq |
1.1942 |
0.0008 |
0.0009 |
alpha_VALUE |
| 2025-11-04 |
2025-11-05 |
fmom |
0.1904 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-11-04 |
2025-11-05 |
revision |
1.9560 |
0.0005 |
0.0009 |
alpha_REVISION |
| 2025-11-04 |
2025-11-05 |
reversal |
1.3390 |
0.0016 |
0.0021 |
alpha_REVERSAL |
| 2025-11-04 |
2025-11-05 |
quality |
3.4183 |
0.0005 |
0.0017 |
alpha_QUALITY |
| 2025-11-05 |
2025-11-06 |
momentum |
0.0189 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-05 |
2025-11-06 |
neglect |
0.8331 |
-0.0013 |
-0.0011 |
alpha_VALUE |
| 2025-11-05 |
2025-11-06 |
value_gc |
1.4514 |
0.0010 |
0.0015 |
alpha_VALUE |
| 2025-11-05 |
2025-11-06 |
reversal |
1.1866 |
0.0010 |
0.0012 |
alpha_REVERSAL |
| 2025-11-05 |
2025-11-06 |
quality |
3.4634 |
0.0004 |
0.0012 |
alpha_QUALITY |
| 2025-11-05 |
2025-11-06 |
stability |
2.2904 |
0.0013 |
0.0029 |
alpha_QUALITY |
| 2025-11-05 |
2025-11-06 |
linkage |
1.2641 |
0.0009 |
0.0012 |
alpha_MOMENTUM |
| 2025-11-05 |
2025-11-06 |
revision |
2.0481 |
0.0016 |
0.0033 |
alpha_REVISION |
| 2025-11-05 |
2025-11-06 |
fmom |
0.2046 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-11-05 |
2025-11-06 |
value_liq |
1.1837 |
-0.0004 |
-0.0004 |
alpha_VALUE |
| 2025-11-06 |
2025-11-07 |
fmom |
0.2387 |
-0.0011 |
-0.0003 |
alpha_QUALITY |
| 2025-11-06 |
2025-11-07 |
value_liq |
1.1520 |
0.0012 |
0.0014 |
alpha_VALUE |
| 2025-11-06 |
2025-11-07 |
quality |
3.4749 |
0.0011 |
0.0037 |
alpha_QUALITY |
| 2025-11-06 |
2025-11-07 |
revision |
2.0637 |
-0.0002 |
-0.0003 |
alpha_REVISION |
| 2025-11-06 |
2025-11-07 |
reversal |
1.1137 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-11-06 |
2025-11-07 |
value_gc |
1.4322 |
-0.0000 |
-0.0001 |
alpha_VALUE |
| 2025-11-06 |
2025-11-07 |
neglect |
0.7978 |
-0.0003 |
-0.0002 |
alpha_VALUE |
| 2025-11-06 |
2025-11-07 |
momentum |
0.0297 |
-0.0017 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-06 |
2025-11-07 |
stability |
2.1545 |
-0.0003 |
-0.0006 |
alpha_QUALITY |
| 2025-11-06 |
2025-11-07 |
linkage |
1.2053 |
-0.0007 |
-0.0008 |
alpha_MOMENTUM |
| 2025-11-07 |
2025-11-10 |
value_liq |
1.0739 |
0.0008 |
0.0009 |
alpha_VALUE |
| 2025-11-07 |
2025-11-10 |
momentum |
0.0606 |
-0.0009 |
-0.0001 |
alpha_MOMENTUM |
| 2025-11-07 |
2025-11-10 |
neglect |
0.5103 |
0.0007 |
0.0004 |
alpha_VALUE |
| 2025-11-07 |
2025-11-10 |
reversal |
0.8245 |
0.0012 |
0.0010 |
alpha_REVERSAL |
| 2025-11-07 |
2025-11-10 |
stability |
1.9542 |
-0.0008 |
-0.0016 |
alpha_QUALITY |
| 2025-11-07 |
2025-11-10 |
linkage |
0.8932 |
0.0007 |
0.0007 |
alpha_MOMENTUM |
| 2025-11-07 |
2025-11-10 |
revision |
2.2059 |
-0.0000 |
-0.0001 |
alpha_REVISION |
| 2025-11-07 |
2025-11-10 |
fmom |
0.1836 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-11-07 |
2025-11-10 |
quality |
3.0897 |
0.0006 |
0.0019 |
alpha_QUALITY |
| 2025-11-07 |
2025-11-10 |
value_gc |
1.5122 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-11-10 |
2025-11-11 |
reversal |
1.0944 |
-0.0012 |
-0.0014 |
alpha_REVERSAL |
| 2025-11-10 |
2025-11-11 |
value_liq |
0.9403 |
0.0004 |
0.0004 |
alpha_VALUE |
| 2025-11-10 |
2025-11-11 |
quality |
3.0466 |
-0.0005 |
-0.0016 |
alpha_QUALITY |
| 2025-11-10 |
2025-11-11 |
revision |
2.3435 |
-0.0001 |
-0.0003 |
alpha_REVISION |
| 2025-11-10 |
2025-11-11 |
value_gc |
1.4218 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-11-10 |
2025-11-11 |
linkage |
0.9706 |
-0.0004 |
-0.0004 |
alpha_MOMENTUM |
| 2025-11-10 |
2025-11-11 |
stability |
1.8540 |
-0.0005 |
-0.0010 |
alpha_QUALITY |
| 2025-11-10 |
2025-11-11 |
fmom |
0.1944 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-11-10 |
2025-11-11 |
neglect |
0.3733 |
0.0014 |
0.0005 |
alpha_VALUE |
| 2025-11-10 |
2025-11-11 |
momentum |
0.0393 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-11 |
2025-11-12 |
fmom |
0.2344 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-11-11 |
2025-11-12 |
momentum |
0.1008 |
-0.0003 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-11 |
2025-11-12 |
reversal |
1.2971 |
0.0008 |
0.0010 |
alpha_REVERSAL |
| 2025-11-11 |
2025-11-12 |
revision |
2.3676 |
0.0010 |
0.0024 |
alpha_REVISION |
| 2025-11-11 |
2025-11-12 |
stability |
1.7788 |
0.0005 |
0.0008 |
alpha_QUALITY |
| 2025-11-11 |
2025-11-12 |
quality |
3.0600 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-11-11 |
2025-11-12 |
neglect |
0.2711 |
-0.0003 |
-0.0001 |
alpha_VALUE |
| 2025-11-11 |
2025-11-12 |
value_liq |
0.9166 |
0.0005 |
0.0005 |
alpha_VALUE |
| 2025-11-11 |
2025-11-12 |
value_gc |
1.4200 |
0.0013 |
0.0019 |
alpha_VALUE |
| 2025-11-11 |
2025-11-12 |
linkage |
0.9411 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-11-12 |
2025-11-13 |
value_liq |
0.9495 |
0.0006 |
0.0006 |
alpha_VALUE |
| 2025-11-12 |
2025-11-13 |
linkage |
0.8593 |
0.0004 |
0.0004 |
alpha_MOMENTUM |
| 2025-11-12 |
2025-11-13 |
momentum |
0.1123 |
0.0007 |
0.0001 |
alpha_MOMENTUM |
| 2025-11-12 |
2025-11-13 |
fmom |
0.2711 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-11-12 |
2025-11-13 |
stability |
1.6997 |
-0.0011 |
-0.0019 |
alpha_QUALITY |
| 2025-11-12 |
2025-11-13 |
neglect |
0.2357 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-11-12 |
2025-11-13 |
reversal |
1.1673 |
0.0006 |
0.0008 |
alpha_REVERSAL |
| 2025-11-12 |
2025-11-13 |
value_gc |
1.4127 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-11-12 |
2025-11-13 |
quality |
3.0721 |
-0.0002 |
-0.0005 |
alpha_QUALITY |
| 2025-11-12 |
2025-11-13 |
revision |
2.4408 |
0.0007 |
0.0017 |
alpha_REVISION |
| 2025-11-13 |
2025-11-14 |
quality |
3.0279 |
-0.0001 |
-0.0003 |
alpha_QUALITY |
| 2025-11-13 |
2025-11-14 |
linkage |
0.8360 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-13 |
2025-11-14 |
stability |
1.6312 |
-0.0004 |
-0.0006 |
alpha_QUALITY |
| 2025-11-13 |
2025-11-14 |
revision |
2.2516 |
-0.0009 |
-0.0021 |
alpha_REVISION |
| 2025-11-13 |
2025-11-14 |
value_liq |
0.9704 |
0.0007 |
0.0007 |
alpha_VALUE |
| 2025-11-13 |
2025-11-14 |
reversal |
1.1198 |
0.0009 |
0.0010 |
alpha_REVERSAL |
| 2025-11-13 |
2025-11-14 |
value_gc |
1.4238 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-11-13 |
2025-11-14 |
fmom |
0.2938 |
-0.0005 |
-0.0001 |
alpha_QUALITY |
| 2025-11-13 |
2025-11-14 |
neglect |
0.2452 |
0.0016 |
0.0004 |
alpha_VALUE |
| 2025-11-13 |
2025-11-14 |
momentum |
0.0789 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-14 |
2025-11-17 |
value_gc |
1.3938 |
0.0008 |
0.0011 |
alpha_VALUE |
| 2025-11-14 |
2025-11-17 |
neglect |
0.1713 |
0.0010 |
0.0002 |
alpha_VALUE |
| 2025-11-14 |
2025-11-17 |
stability |
1.6275 |
-0.0004 |
-0.0006 |
alpha_QUALITY |
| 2025-11-14 |
2025-11-17 |
revision |
2.2682 |
0.0004 |
0.0008 |
alpha_REVISION |
| 2025-11-14 |
2025-11-17 |
reversal |
0.9895 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-11-14 |
2025-11-17 |
quality |
2.9420 |
-0.0005 |
-0.0014 |
alpha_QUALITY |
| 2025-11-14 |
2025-11-17 |
momentum |
0.1223 |
-0.0002 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-14 |
2025-11-17 |
fmom |
0.2333 |
-0.0010 |
-0.0002 |
alpha_QUALITY |
| 2025-11-14 |
2025-11-17 |
value_liq |
0.9464 |
-0.0033 |
-0.0031 |
alpha_VALUE |
| 2025-11-14 |
2025-11-17 |
linkage |
0.7660 |
-0.0008 |
-0.0006 |
alpha_MOMENTUM |
| 2025-11-17 |
2025-11-18 |
value_liq |
0.9153 |
0.0006 |
0.0005 |
alpha_VALUE |
| 2025-11-17 |
2025-11-18 |
momentum |
0.1470 |
0.0008 |
0.0001 |
alpha_MOMENTUM |
| 2025-11-17 |
2025-11-18 |
reversal |
1.1851 |
0.0019 |
0.0023 |
alpha_REVERSAL |
| 2025-11-17 |
2025-11-18 |
neglect |
0.1194 |
0.0006 |
0.0001 |
alpha_VALUE |
| 2025-11-17 |
2025-11-18 |
revision |
2.3456 |
-0.0005 |
-0.0011 |
alpha_REVISION |
| 2025-11-17 |
2025-11-18 |
fmom |
0.2040 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-11-17 |
2025-11-18 |
value_gc |
1.3498 |
-0.0007 |
-0.0010 |
alpha_VALUE |
| 2025-11-17 |
2025-11-18 |
stability |
1.5577 |
0.0009 |
0.0014 |
alpha_QUALITY |
| 2025-11-17 |
2025-11-18 |
linkage |
0.7767 |
-0.0006 |
-0.0005 |
alpha_MOMENTUM |
| 2025-11-17 |
2025-11-18 |
quality |
2.8624 |
-0.0007 |
-0.0020 |
alpha_QUALITY |
| 2025-11-18 |
2025-11-19 |
linkage |
0.8106 |
0.0012 |
0.0010 |
alpha_MOMENTUM |
| 2025-11-18 |
2025-11-19 |
value_liq |
0.9436 |
0.0005 |
0.0005 |
alpha_VALUE |
| 2025-11-18 |
2025-11-19 |
reversal |
1.2435 |
0.0000 |
0.0000 |
alpha_REVERSAL |
| 2025-11-18 |
2025-11-19 |
quality |
2.7965 |
0.0003 |
0.0009 |
alpha_QUALITY |
| 2025-11-18 |
2025-11-19 |
stability |
1.4417 |
0.0006 |
0.0009 |
alpha_QUALITY |
| 2025-11-18 |
2025-11-19 |
revision |
2.4440 |
0.0012 |
0.0029 |
alpha_REVISION |
| 2025-11-18 |
2025-11-19 |
neglect |
0.1058 |
-0.0011 |
-0.0001 |
alpha_VALUE |
| 2025-11-18 |
2025-11-19 |
value_gc |
1.3618 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-11-18 |
2025-11-19 |
momentum |
0.1554 |
0.0006 |
0.0001 |
alpha_MOMENTUM |
| 2025-11-18 |
2025-11-19 |
fmom |
0.1867 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-11-19 |
2025-11-20 |
linkage |
0.8264 |
0.0003 |
0.0003 |
alpha_MOMENTUM |
| 2025-11-19 |
2025-11-20 |
revision |
2.5193 |
0.0009 |
0.0022 |
alpha_REVISION |
| 2025-11-19 |
2025-11-20 |
fmom |
0.2044 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-11-19 |
2025-11-20 |
value_gc |
1.3903 |
0.0017 |
0.0024 |
alpha_VALUE |
| 2025-11-19 |
2025-11-20 |
reversal |
1.2467 |
0.0012 |
0.0014 |
alpha_REVERSAL |
| 2025-11-19 |
2025-11-20 |
momentum |
0.1574 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-19 |
2025-11-20 |
quality |
2.8038 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-11-19 |
2025-11-20 |
value_liq |
0.9656 |
-0.0012 |
-0.0011 |
alpha_VALUE |
| 2025-11-19 |
2025-11-20 |
neglect |
0.1159 |
0.0002 |
0.0000 |
alpha_VALUE |
| 2025-11-19 |
2025-11-20 |
stability |
1.4112 |
-0.0002 |
-0.0003 |
alpha_QUALITY |
| 2025-11-20 |
2025-11-21 |
revision |
2.4981 |
-0.0020 |
-0.0051 |
alpha_REVISION |
| 2025-11-20 |
2025-11-21 |
neglect |
0.1105 |
0.0004 |
0.0000 |
alpha_VALUE |
| 2025-11-20 |
2025-11-21 |
stability |
1.3812 |
0.0021 |
0.0029 |
alpha_QUALITY |
| 2025-11-20 |
2025-11-21 |
linkage |
0.7849 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-20 |
2025-11-21 |
quality |
2.7870 |
-0.0002 |
-0.0004 |
alpha_QUALITY |
| 2025-11-20 |
2025-11-21 |
value_liq |
0.9666 |
0.0011 |
0.0010 |
alpha_VALUE |
| 2025-11-20 |
2025-11-21 |
momentum |
0.1264 |
0.0014 |
0.0002 |
alpha_MOMENTUM |
| 2025-11-20 |
2025-11-21 |
fmom |
0.2331 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-11-20 |
2025-11-21 |
value_gc |
1.3436 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-11-20 |
2025-11-21 |
reversal |
1.1690 |
-0.0003 |
-0.0004 |
alpha_REVERSAL |
| 2025-11-21 |
2025-11-24 |
reversal |
1.2634 |
0.0001 |
0.0001 |
alpha_REVERSAL |
| 2025-11-21 |
2025-11-24 |
quality |
2.7356 |
-0.0010 |
-0.0028 |
alpha_QUALITY |
| 2025-11-21 |
2025-11-24 |
value_gc |
1.3669 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-11-21 |
2025-11-24 |
value_liq |
0.9833 |
-0.0013 |
-0.0012 |
alpha_VALUE |
| 2025-11-21 |
2025-11-24 |
neglect |
0.0614 |
0.0015 |
0.0001 |
alpha_VALUE |
| 2025-11-21 |
2025-11-24 |
stability |
1.3013 |
0.0006 |
0.0008 |
alpha_QUALITY |
| 2025-11-21 |
2025-11-24 |
linkage |
0.7810 |
-0.0001 |
-0.0001 |
alpha_MOMENTUM |
| 2025-11-21 |
2025-11-24 |
revision |
2.6539 |
-0.0006 |
-0.0016 |
alpha_REVISION |
| 2025-11-21 |
2025-11-24 |
momentum |
0.1007 |
0.0012 |
0.0001 |
alpha_MOMENTUM |
| 2025-11-21 |
2025-11-24 |
fmom |
0.2237 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-11-24 |
2025-11-25 |
linkage |
0.8082 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-11-24 |
2025-11-25 |
reversal |
1.3889 |
0.0024 |
0.0033 |
alpha_REVERSAL |
| 2025-11-24 |
2025-11-25 |
quality |
2.6942 |
0.0000 |
0.0001 |
alpha_QUALITY |
| 2025-11-24 |
2025-11-25 |
value_liq |
1.0259 |
0.0003 |
0.0003 |
alpha_VALUE |
| 2025-11-24 |
2025-11-25 |
stability |
1.2761 |
-0.0004 |
-0.0006 |
alpha_QUALITY |
| 2025-11-24 |
2025-11-25 |
momentum |
0.0548 |
0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-24 |
2025-11-25 |
neglect |
0.0991 |
-0.0002 |
-0.0000 |
alpha_VALUE |
| 2025-11-24 |
2025-11-25 |
revision |
2.7371 |
0.0013 |
0.0034 |
alpha_REVISION |
| 2025-11-24 |
2025-11-25 |
value_gc |
1.3652 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-11-24 |
2025-11-25 |
fmom |
0.2102 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-11-25 |
2025-11-26 |
quality |
2.6480 |
-0.0002 |
-0.0006 |
alpha_QUALITY |
| 2025-11-25 |
2025-11-26 |
momentum |
0.0536 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-25 |
2025-11-26 |
value_liq |
1.0506 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-11-25 |
2025-11-26 |
revision |
2.8437 |
0.0001 |
0.0004 |
alpha_REVISION |
| 2025-11-25 |
2025-11-26 |
reversal |
1.4670 |
0.0007 |
0.0011 |
alpha_REVERSAL |
| 2025-11-25 |
2025-11-26 |
fmom |
0.1861 |
0.0010 |
0.0002 |
alpha_QUALITY |
| 2025-11-25 |
2025-11-26 |
stability |
1.2724 |
0.0003 |
0.0004 |
alpha_QUALITY |
| 2025-11-25 |
2025-11-26 |
value_gc |
1.3603 |
0.0006 |
0.0009 |
alpha_VALUE |
| 2025-11-25 |
2025-11-26 |
neglect |
0.1551 |
-0.0012 |
-0.0002 |
alpha_VALUE |
| 2025-11-25 |
2025-11-26 |
linkage |
0.7923 |
0.0004 |
0.0003 |
alpha_MOMENTUM |
| 2025-11-26 |
2025-11-27 |
fmom |
0.1562 |
0.0003 |
0.0000 |
alpha_QUALITY |
| 2025-11-26 |
2025-11-27 |
linkage |
0.8101 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-11-26 |
2025-11-27 |
value_liq |
1.0886 |
-0.0009 |
-0.0010 |
alpha_VALUE |
| 2025-11-26 |
2025-11-27 |
revision |
2.9535 |
0.0009 |
0.0026 |
alpha_REVISION |
| 2025-11-26 |
2025-11-27 |
reversal |
1.4432 |
0.0023 |
0.0033 |
alpha_REVERSAL |
| 2025-11-26 |
2025-11-27 |
momentum |
0.0671 |
0.0004 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-26 |
2025-11-27 |
value_gc |
1.3542 |
0.0011 |
0.0014 |
alpha_VALUE |
| 2025-11-26 |
2025-11-27 |
neglect |
0.2091 |
-0.0006 |
-0.0001 |
alpha_VALUE |
| 2025-11-26 |
2025-11-27 |
quality |
2.6041 |
-0.0004 |
-0.0010 |
alpha_QUALITY |
| 2025-11-26 |
2025-11-27 |
stability |
1.2566 |
0.0003 |
0.0004 |
alpha_QUALITY |
| 2025-11-27 |
2025-11-28 |
value_gc |
1.3614 |
-0.0007 |
-0.0009 |
alpha_VALUE |
| 2025-11-27 |
2025-11-28 |
momentum |
0.0533 |
-0.0008 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-27 |
2025-11-28 |
neglect |
0.2084 |
-0.0002 |
-0.0000 |
alpha_VALUE |
| 2025-11-27 |
2025-11-28 |
quality |
2.5636 |
-0.0004 |
-0.0009 |
alpha_QUALITY |
| 2025-11-27 |
2025-11-28 |
reversal |
1.5426 |
0.0011 |
0.0016 |
alpha_REVERSAL |
| 2025-11-27 |
2025-11-28 |
revision |
3.0467 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-11-27 |
2025-11-28 |
stability |
1.2648 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-11-27 |
2025-11-28 |
linkage |
0.7345 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-11-27 |
2025-11-28 |
fmom |
0.1553 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-11-27 |
2025-11-28 |
value_liq |
1.1270 |
-0.0003 |
-0.0003 |
alpha_VALUE |