| academic_carhart_mom | academic | momentum | Carhart 1997 momentum — 12m-1m return | 60 | 252 |
| academic_cma | academic | quality | [PRICE PROXY] FF2015 CMA — investment via inverse volume growth | 60 | 120 |
| academic_high52w | academic | momentum | George-Hwang 2004 52-week-high momentum | 60 | 252 |
| academic_hml | academic | value | [PRICE PROXY] FF1993 HML — value via inverse 252d return | 60 | 252 |
| academic_illiq | academic | liquidity | Amihud 2002 illiquidity — |return| per dollar volume | 21 | 22 |
| academic_mkt_rf | academic | momentum | [PRICE PROXY] Market factor (Sharpe 1964) — 21d demeaned return | 21 | 21 |
| academic_retskew | academic | volatility | Harvey-Siddique 2000 return skewness — inverse 60d skew | 60 | 61 |
| academic_rmw | academic | quality | [PRICE PROXY] FF2015 RMW — quality via inverse 60d volatility | 60 | 60 |
| academic_smb | academic | quality | [PRICE PROXY] FF1993 SMB — small-minus-big via inverse dollar-volume | 60 | 60 |
| academic_strev | academic | reversal | Jegadeesh 1990 short-term reversal — inverse 21d return | 21 | 21 |
| alpha101_001 | alpha101 | reversal, volatility | Kakushadze Alpha #1 | 5 | 25 |
| alpha101_002 | alpha101 | volume, reversal | Kakushadze Alpha #2 | 5 | 10 |
| alpha101_003 | alpha101 | volume, reversal | Kakushadze Alpha #3 | 5 | 10 |
| alpha101_004 | alpha101 | reversal | Kakushadze Alpha #4 | 5 | 9 |
| alpha101_005 | alpha101 | reversal | Kakushadze Alpha #5 | 5 | 10 |
| alpha101_006 | alpha101 | volume, reversal | Kakushadze Alpha #6 | 5 | 10 |
| alpha101_007 | alpha101 | momentum, volume | Kakushadze Alpha #7 | 5 | 67 |
| alpha101_008 | alpha101 | reversal | Kakushadze Alpha #8 | 5 | 15 |
| alpha101_009 | alpha101 | momentum | Kakushadze Alpha #9 | 5 | 6 |
| alpha101_010 | alpha101 | momentum | Kakushadze Alpha #10 | 5 | 5 |
| alpha101_011 | alpha101 | volume, reversal | Kakushadze Alpha #11 | 5 | 5 |
| alpha101_012 | alpha101 | volume, reversal | Kakushadze Alpha #12 | 5 | 2 |
| alpha101_013 | alpha101 | volume | Kakushadze Alpha #13 | 5 | 5 |
| alpha101_014 | alpha101 | volume, momentum | Kakushadze Alpha #14 | 5 | 10 |
| alpha101_015 | alpha101 | volume | Kakushadze Alpha #15 | 5 | 6 |
| alpha101_016 | alpha101 | volume | Kakushadze Alpha #16 | 5 | 5 |
| alpha101_017 | alpha101 | volume, reversal | Kakushadze Alpha #17 | 5 | 25 |
| alpha101_018 | alpha101 | volatility | Kakushadze Alpha #18 | 5 | 10 |
| alpha101_019 | alpha101 | momentum | Kakushadze Alpha #19 | 5 | 250 |
| alpha101_020 | alpha101 | reversal | Kakushadze Alpha #20 | 5 | 2 |
| alpha101_021 | alpha101 | momentum, volatility | Kakushadze Alpha #21 | 5 | 20 |
| alpha101_022 | alpha101 | volume, volatility | Kakushadze Alpha #22 | 5 | 25 |
| alpha101_023 | alpha101 | momentum | Kakushadze Alpha #23 | 5 | 20 |
| alpha101_024 | alpha101 | momentum | Kakushadze Alpha #24 | 5 | 200 |
| alpha101_025 | alpha101 | momentum, volume | Kakushadze Alpha #25 | 5 | 21 |
| alpha101_026 | alpha101 | volume | Kakushadze Alpha #26 | 5 | 13 |
| alpha101_027 | alpha101 | volume | Kakushadze Alpha #27 | 5 | 10 |
| alpha101_028 | alpha101 | volume | Kakushadze Alpha #28 | 5 | 25 |
| alpha101_029 | alpha101 | reversal, volume | Kakushadze Alpha #29 | 5 | 12 |
| alpha101_030 | alpha101 | momentum, volume | Kakushadze Alpha #30 | 5 | 20 |
| alpha101_031 | alpha101 | momentum | Kakushadze Alpha #31 | 5 | 25 |
| alpha101_032 | alpha101 | momentum | Kakushadze Alpha #32 | 5 | 235 |
| alpha101_033 | alpha101 | reversal | Kakushadze Alpha #33 | 5 | 1 |
| alpha101_034 | alpha101 | volatility | Kakushadze Alpha #34 | 5 | 6 |
| alpha101_035 | alpha101 | volume, momentum | Kakushadze Alpha #35 | 5 | 33 |
| alpha101_036 | alpha101 | momentum, volume | Kakushadze Alpha #36 | 5 | 200 |
| alpha101_037 | alpha101 | momentum | Kakushadze Alpha #37 | 5 | 201 |
| alpha101_038 | alpha101 | reversal | Kakushadze Alpha #38 | 5 | 10 |
| alpha101_039 | alpha101 | momentum, volume | Kakushadze Alpha #39 | 5 | 250 |
| alpha101_040 | alpha101 | volatility, volume | Kakushadze Alpha #40 | 5 | 10 |
| alpha101_041 | alpha101 | reversal | Kakushadze Alpha #41 | 5 | 1 |
| alpha101_042 | alpha101 | reversal | Kakushadze Alpha #42 | 5 | 1 |
| alpha101_043 | alpha101 | volume, momentum | Kakushadze Alpha #43 | 5 | 39 |
| alpha101_044 | alpha101 | volume | Kakushadze Alpha #44 | 5 | 5 |
| alpha101_045 | alpha101 | momentum, volume | Kakushadze Alpha #45 | 5 | 25 |
| alpha101_046 | alpha101 | momentum | Kakushadze Alpha #46 | 5 | 21 |
| alpha101_047 | alpha101 | volume, momentum | Kakushadze Alpha #47 | 5 | 25 |
| alpha101_048 | alpha101 | momentum, volatility | Kakushadze Alpha #48 | 5 | 251 |
| alpha101_049 | alpha101 | momentum | Kakushadze Alpha #49 | 5 | 21 |
| alpha101_050 | alpha101 | volume | Kakushadze Alpha #50 | 5 | 10 |
| alpha101_051 | alpha101 | momentum | Kakushadze Alpha #51 | 5 | 21 |
| alpha101_052 | alpha101 | momentum | Kakushadze Alpha #52 | 5 | 240 |
| alpha101_053 | alpha101 | reversal | Kakushadze Alpha #53 | 5 | 10 |
| alpha101_054 | alpha101 | reversal | Kakushadze Alpha #54 | 5 | 1 |
| alpha101_055 | alpha101 | volume, reversal | Kakushadze Alpha #55 | 5 | 17 |
| alpha101_056 | alpha101 | momentum | Kakushadze Alpha #56 | 5 | 10 |
| alpha101_057 | alpha101 | reversal | Kakushadze Alpha #57 | 5 | 32 |
| alpha101_058 | alpha101 | volume | Kakushadze Alpha #58 | 5 | 25 |
| alpha101_059 | alpha101 | volume | Kakushadze Alpha #59 | 5 | 30 |
| alpha101_060 | alpha101 | volume | Kakushadze Alpha #60 | 5 | 10 |
| alpha101_061 | alpha101 | volume | Kakushadze Alpha #61 | 5 | 197 |
| alpha101_062 | alpha101 | volume | Kakushadze Alpha #62 | 5 | 35 |
| alpha101_063 | alpha101 | volume, momentum | Kakushadze Alpha #63 | 5 | 204 |
| alpha101_064 | alpha101 | volume | Kakushadze Alpha #64 | 5 | 136 |
| alpha101_065 | alpha101 | volume | Kakushadze Alpha #65 | 5 | 65 |
| alpha101_066 | alpha101 | momentum | Kakushadze Alpha #66 | 5 | 18 |
| alpha101_067 | alpha101 | volume | Kakushadze Alpha #67 | 5 | 25 |
| alpha101_068 | alpha101 | volume | Kakushadze Alpha #68 | 5 | 36 |
| alpha101_069 | alpha101 | volume | Kakushadze Alpha #69 | 5 | 32 |
| alpha101_070 | alpha101 | momentum, volume | Kakushadze Alpha #70 | 5 | 84 |
| alpha101_071 | alpha101 | volume, reversal | Kakushadze Alpha #71 | 5 | 226 |
| alpha101_072 | alpha101 | volume | Kakushadze Alpha #72 | 5 | 57 |
| alpha101_073 | alpha101 | volume | Kakushadze Alpha #73 | 5 | 21 |
| alpha101_074 | alpha101 | volume | Kakushadze Alpha #74 | 5 | 60 |
| alpha101_075 | alpha101 | volume | Kakushadze Alpha #75 | 5 | 61 |
| alpha101_076 | alpha101 | volume | Kakushadze Alpha #76 | 5 | 141 |
| alpha101_077 | alpha101 | volume | Kakushadze Alpha #77 | 5 | 47 |
| alpha101_078 | alpha101 | volume | Kakushadze Alpha #78 | 5 | 46 |
| alpha101_079 | alpha101 | volume, momentum | Kakushadze Alpha #79 | 5 | 172 |
| alpha101_080 | alpha101 | momentum, volume | Kakushadze Alpha #80 | 5 | 19 |
| alpha101_081 | alpha101 | volume | Kakushadze Alpha #81 | 5 | 70 |
| alpha101_082 | alpha101 | volume | Kakushadze Alpha #82 | 5 | 35 |
| alpha101_083 | alpha101 | volume, volatility | Kakushadze Alpha #83 | 5 | 7 |
| alpha101_084 | alpha101 | momentum | Kakushadze Alpha #84 | 5 | 35 |
| alpha101_085 | alpha101 | volume | Kakushadze Alpha #85 | 5 | 39 |
| alpha101_086 | alpha101 | volume | Kakushadze Alpha #86 | 5 | 44 |
| alpha101_087 | alpha101 | momentum | Kakushadze Alpha #87 | 5 | 110 |
| alpha101_088 | alpha101 | volume | Kakushadze Alpha #88 | 5 | 94 |
| alpha101_089 | alpha101 | volume, momentum | Kakushadze Alpha #89 | 5 | 30 |
| alpha101_090 | alpha101 | volume | Kakushadze Alpha #90 | 5 | 46 |
| alpha101_091 | alpha101 | volume | Kakushadze Alpha #91 | 5 | 35 |
| alpha101_092 | alpha101 | volume | Kakushadze Alpha #92 | 5 | 49 |
| alpha101_093 | alpha101 | volume | Kakushadze Alpha #93 | 5 | 123 |
| alpha101_094 | alpha101 | volume | Kakushadze Alpha #94 | 5 | 82 |
| alpha101_095 | alpha101 | volume | Kakushadze Alpha #95 | 5 | 63 |
| alpha101_096 | alpha101 | volume | Kakushadze Alpha #96 | 5 | 103 |
| alpha101_097 | alpha101 | volume | Kakushadze Alpha #97 | 5 | 128 |
| alpha101_098 | alpha101 | volume | Kakushadze Alpha #98 | 5 | 56 |
| alpha101_099 | alpha101 | volume | Kakushadze Alpha #99 | 5 | 68 |
| alpha101_100 | alpha101 | volume, momentum | Kakushadze Alpha #100 | 5 | 30 |
| alpha101_101 | alpha101 | reversal | Kakushadze Alpha #101 | 5 | 1 |
| fund_asset_growth | fundamental | growth | Asset growth - inverse investment factor | 252 | 1 |
| fund_earnings_yield | fundamental | value | Earnings yield - net income over market cap | 252 | 1 |
| fund_gross_profitability | fundamental | quality | Gross profitability - gross profit over total assets | 252 | 1 |
| fund_roe | fundamental | quality | ROE - return on equity (PIT-safe fundamentals) | 252 | 1 |
| gtja191_001 | gtja191 | volume, reversal | | 6 | 7 |
| gtja191_002 | gtja191 | reversal, microstructure | | 1 | 2 |
| gtja191_003 | gtja191 | momentum | | 6 | 7 |
| gtja191_004 | gtja191 | momentum, volume | | 8 | 20 |
| gtja191_005 | gtja191 | volume | | 5 | 13 |
| gtja191_006 | gtja191 | reversal | | 4 | 5 |
| gtja191_007 | gtja191 | volume, microstructure | | 3 | 4 |
| gtja191_008 | gtja191 | reversal | | 4 | 5 |
| gtja191_009 | gtja191 | volume, microstructure | | 7 | 8 |
| gtja191_010 | gtja191 | volatility, reversal | | 5 | 21 |
| gtja191_011 | gtja191 | volume, microstructure | | 6 | 7 |
| gtja191_012 | gtja191 | reversal, microstructure | | 10 | 11 |
| gtja191_013 | gtja191 | microstructure | | 1 | 1 |
| gtja191_014 | gtja191 | momentum | | 5 | 6 |
| gtja191_015 | gtja191 | reversal | | 1 | 2 |
| gtja191_016 | gtja191 | volume, microstructure | | 5 | 11 |
| gtja191_017 | gtja191 | reversal | | 15 | 16 |
| gtja191_018 | gtja191 | momentum | | 5 | 6 |
| gtja191_019 | gtja191 | reversal | | 5 | 6 |
| gtja191_020 | gtja191 | momentum | | 6 | 7 |
| gtja191_021 | gtja191 | momentum | | 6 | 12 |
| gtja191_022 | gtja191 | reversal | | 12 | 10 |
| gtja191_023 | gtja191 | volatility | | 20 | 22 |
| gtja191_024 | gtja191 | momentum | | 5 | 6 |
| gtja191_025 | gtja191 | momentum, volume | | 9 | 61 |
| gtja191_026 | gtja191 | momentum, microstructure | | 7 | 35 |
| gtja191_027 | gtja191 | momentum | | 12 | 18 |
| gtja191_028 | gtja191 | momentum | | 9 | 12 |
| gtja191_029 | gtja191 | momentum, volume | | 6 | 7 |
| gtja191_030 | gtja191 | volatility | | 20 | 21 |
| gtja191_031 | gtja191 | reversal | | 12 | 13 |
| gtja191_032 | gtja191 | volume | | 3 | 7 |
| gtja191_033 | gtja191 | momentum, volume | | 5 | 61 |
| gtja191_034 | gtja191 | reversal | | 12 | 13 |
| gtja191_035 | gtja191 | volume | | 15 | 25 |
| gtja191_036 | gtja191 | volume | | 6 | 8 |
| gtja191_037 | gtja191 | momentum | | 10 | 16 |
| gtja191_038 | gtja191 | reversal | | 20 | 21 |
| gtja191_039 | gtja191 | volume | | 14 | 63 |
| gtja191_040 | gtja191 | volume | | 26 | 27 |
| gtja191_041 | gtja191 | microstructure | | 5 | 9 |
| gtja191_042 | gtja191 | volume, volatility | | 10 | 11 |
| gtja191_043 | gtja191 | volume, momentum | | 6 | 7 |
| gtja191_044 | gtja191 | volume | | 10 | 27 |
| gtja191_045 | gtja191 | volume | | 15 | 44 |
| gtja191_046 | gtja191 | reversal | | 24 | 25 |
| gtja191_047 | gtja191 | reversal | | 9 | 10 |
| gtja191_048 | gtja191 | volume, momentum | | 5 | 21 |
| gtja191_049 | gtja191 | reversal | | 12 | 13 |
| gtja191_050 | gtja191 | reversal | | 12 | 13 |
| gtja191_051 | gtja191 | reversal | | 12 | 13 |
| gtja191_052 | gtja191 | microstructure | | 26 | 27 |
| gtja191_053 | gtja191 | momentum | | 12 | 13 |
| gtja191_054 | gtja191 | volatility, microstructure | | 10 | 11 |
| gtja191_055 | gtja191 | microstructure | | 20 | 22 |
| gtja191_056 | gtja191 | volume | | 19 | 60 |
| gtja191_057 | gtja191 | momentum | | 9 | 10 |
| gtja191_058 | gtja191 | momentum | | 20 | 21 |
| gtja191_059 | gtja191 | momentum | | 20 | 22 |
| gtja191_060 | gtja191 | volume, microstructure | | 20 | 21 |
| gtja191_061 | gtja191 | volume | | 17 | 53 |
| gtja191_062 | gtja191 | volume | | 5 | 6 |
| gtja191_063 | gtja191 | momentum | | 6 | 7 |
| gtja191_064 | gtja191 | volume | | 14 | 30 |
| gtja191_065 | gtja191 | reversal | | 6 | 7 |
| gtja191_066 | gtja191 | reversal | | 6 | 7 |
| gtja191_067 | gtja191 | momentum | | 24 | 25 |
| gtja191_068 | gtja191 | volume | | 15 | 16 |
| gtja191_069 | gtja191 | microstructure | | 20 | 22 |
| gtja191_070 | gtja191 | volatility, volume | | 6 | 7 |
| gtja191_071 | gtja191 | reversal | | 24 | 25 |
| gtja191_072 | gtja191 | reversal | | 15 | 16 |
| gtja191_073 | gtja191 | volume | | 16 | 35 |
| gtja191_074 | gtja191 | volume | | 20 | 30 |
| gtja191_075 | gtja191 | sentiment, momentum | | 50 | 30 |
| gtja191_076 | gtja191 | volatility, volume | | 20 | 22 |
| gtja191_077 | gtja191 | volume | | 20 | 37 |
| gtja191_078 | gtja191 | reversal | | 12 | 23 |
| gtja191_079 | gtja191 | momentum | | 12 | 13 |
| gtja191_080 | gtja191 | volume | | 5 | 6 |
| gtja191_081 | gtja191 | volume | | 21 | 22 |
| gtja191_082 | gtja191 | reversal | | 20 | 21 |
| gtja191_083 | gtja191 | volume | | 5 | 6 |
| gtja191_084 | gtja191 | volume, momentum | | 20 | 21 |
| gtja191_085 | gtja191 | volume, momentum | | 20 | 39 |
| gtja191_086 | gtja191 | momentum | | 20 | 22 |
| gtja191_087 | gtja191 | microstructure | | 11 | 22 |
| gtja191_088 | gtja191 | momentum | | 20 | 21 |
| gtja191_089 | gtja191 | momentum | | 27 | 28 |
| gtja191_090 | gtja191 | volume | | 5 | 6 |
| gtja191_091 | gtja191 | volume, reversal | | 5 | 35 |
| gtja191_092 | gtja191 | volume | | 15 | 60 |
| gtja191_093 | gtja191 | microstructure | | 20 | 22 |
| gtja191_094 | gtja191 | volume, momentum | | 30 | 31 |
| gtja191_095 | gtja191 | volatility, volume | | 20 | 21 |
| gtja191_096 | gtja191 | momentum | | 9 | 12 |
| gtja191_097 | gtja191 | volatility, volume | | 10 | 11 |
| gtja191_098 | gtja191 | reversal | | 30 | 60 |
| gtja191_099 | gtja191 | volume | | 5 | 6 |
| gtja191_100 | gtja191 | volatility, volume | | 20 | 21 |
| gtja191_101 | gtja191 | volume, momentum | | 15 | 80 |
| gtja191_102 | gtja191 | volume | | 6 | 7 |
| gtja191_103 | gtja191 | reversal | | 20 | 20 |
| gtja191_104 | gtja191 | volume, volatility | | 20 | 25 |
| gtja191_105 | gtja191 | volume | | 10 | 10 |
| gtja191_106 | gtja191 | momentum | | 20 | 21 |
| gtja191_107 | gtja191 | reversal | | 1 | 2 |
| gtja191_108 | gtja191 | reversal, volume | | 6 | 125 |
| gtja191_109 | gtja191 | volatility | | 10 | 20 |
| gtja191_110 | gtja191 | momentum | | 20 | 21 |
| gtja191_111 | gtja191 | volume, microstructure | | 11 | 12 |
| gtja191_112 | gtja191 | momentum | | 12 | 13 |
| gtja191_113 | gtja191 | volume | | 20 | 27 |
| gtja191_114 | gtja191 | volume, volatility | | 5 | 7 |
| gtja191_115 | gtja191 | volume | | 30 | 40 |
| gtja191_116 | gtja191 | momentum | | 20 | 20 |
| gtja191_117 | gtja191 | volume, momentum | | 32 | 33 |
| gtja191_118 | gtja191 | reversal | | 20 | 20 |
| gtja191_119 | gtja191 | volume | | 26 | 60 |
| gtja191_120 | gtja191 | reversal | | 1 | 1 |
| gtja191_121 | gtja191 | volume | | 60 | 80 |
| gtja191_122 | gtja191 | momentum | | 13 | 40 |
| gtja191_123 | gtja191 | volume | | 60 | 90 |
| gtja191_124 | gtja191 | reversal | | 30 | 32 |
| gtja191_125 | gtja191 | volume | | 60 | 120 |
| gtja191_126 | gtja191 | reversal | | 1 | 1 |
| gtja191_127 | gtja191 | volatility | | 12 | 24 |
| gtja191_128 | gtja191 | momentum | | 14 | 16 |
| gtja191_129 | gtja191 | momentum | | 12 | 13 |
| gtja191_130 | gtja191 | volume | | 40 | 60 |
| gtja191_131 | gtja191 | volume | | 50 | 84 |
| gtja191_132 | gtja191 | liquidity | | 20 | 20 |
| gtja191_133 | gtja191 | momentum | | 20 | 20 |
| gtja191_134 | gtja191 | momentum, volume | | 12 | 13 |
| gtja191_135 | gtja191 | momentum | | 20 | 22 |
| gtja191_136 | gtja191 | momentum, volume | | 10 | 11 |
| gtja191_137 | gtja191 | volatility | | 1 | 2 |
| gtja191_138 | gtja191 | volume | | 60 | 119 |
| gtja191_139 | gtja191 | volume | | 10 | 10 |
| gtja191_140 | gtja191 | volume | | 60 | 100 |
| gtja191_141 | gtja191 | volume | | 15 | 24 |
| gtja191_142 | gtja191 | volume, reversal | | 20 | 26 |
| gtja191_143 | gtja191 | momentum | | 1 | 2 |
| gtja191_144 | gtja191 | liquidity | | 20 | 21 |
| gtja191_145 | gtja191 | volume | | 26 | 26 |
| gtja191_146 | gtja191 | momentum | | 60 | 81 |
| gtja191_147 | gtja191 | momentum | | 12 | 24 |
| gtja191_148 | gtja191 | volume | | 60 | 75 |
| gtja191_149 | gtja191 | momentum | | 60 | 253 |
| gtja191_150 | gtja191 | volume | | 1 | 1 |
| gtja191_151 | gtja191 | momentum | | 20 | 21 |
| gtja191_152 | gtja191 | momentum | | 26 | 50 |
| gtja191_153 | gtja191 | momentum | | 24 | 24 |
| gtja191_154 | gtja191 | volume | | 60 | 198 |
| gtja191_155 | gtja191 | volume | | 27 | 40 |
| gtja191_156 | gtja191 | volume | | 5 | 10 |
| gtja191_157 | gtja191 | volume | | 5 | 12 |
| gtja191_158 | gtja191 | volatility | | 15 | 16 |
| gtja191_159 | gtja191 | momentum | | 24 | 25 |
| gtja191_160 | gtja191 | volatility | | 20 | 22 |
| gtja191_161 | gtja191 | volatility | | 12 | 13 |
| gtja191_162 | gtja191 | momentum | | 12 | 24 |
| gtja191_163 | gtja191 | volume | | 20 | 21 |
| gtja191_164 | gtja191 | momentum | | 13 | 20 |
| gtja191_165 | gtja191 | volatility | | 48 | 142 |
| gtja191_166 | gtja191 | volatility | | 20 | 40 |
| gtja191_167 | gtja191 | momentum | | 12 | 13 |
| gtja191_168 | gtja191 | volume | | 20 | 20 |
| gtja191_169 | gtja191 | momentum | | 26 | 50 |
| gtja191_170 | gtja191 | volume | | 20 | 21 |
| gtja191_171 | gtja191 | microstructure | | 1 | 1 |
| gtja191_172 | gtja191 | momentum | | 14 | 20 |
| gtja191_173 | gtja191 | momentum | | 13 | 40 |
| gtja191_174 | gtja191 | volatility | | 20 | 22 |
| gtja191_175 | gtja191 | volatility | | 6 | 7 |
| gtja191_176 | gtja191 | volume | | 12 | 18 |
| gtja191_177 | gtja191 | momentum | | 20 | 20 |
| gtja191_178 | gtja191 | momentum, volume | | 1 | 2 |
| gtja191_179 | gtja191 | volume | | 50 | 62 |
| gtja191_180 | gtja191 | volume, reversal | | 60 | 67 |
| gtja191_181 | gtja191 | volatility | | 20 | 40 |
| gtja191_182 | gtja191 | momentum | | 20 | 21 |
| gtja191_183 | gtja191 | volatility | | 24 | 70 |
| gtja191_184 | gtja191 | reversal | | 60 | 202 |
| gtja191_185 | gtja191 | reversal | | 1 | 1 |
| gtja191_186 | gtja191 | momentum | | 14 | 27 |
| gtja191_187 | gtja191 | reversal | | 20 | 21 |
| gtja191_188 | gtja191 | volatility | | 11 | 13 |
| gtja191_189 | gtja191 | volatility | | 6 | 12 |
| gtja191_190 | gtja191 | momentum | | 20 | 39 |
| gtja191_191 | gtja191 | volume | | 20 | 25 |
| qlib158_beta10 | qlib158 | momentum | | 10 | 10 |
| qlib158_beta20 | qlib158 | momentum | | 20 | 20 |
| qlib158_beta30 | qlib158 | momentum | | 30 | 30 |
| qlib158_beta5 | qlib158 | momentum | | 5 | 5 |
| qlib158_beta60 | qlib158 | momentum | | 60 | 60 |
| qlib158_cntd10 | qlib158 | reversal | | 10 | 10 |
| qlib158_cntd20 | qlib158 | reversal | | 20 | 20 |
| qlib158_cntd30 | qlib158 | reversal | | 30 | 30 |
| qlib158_cntd5 | qlib158 | reversal | | 5 | 5 |
| qlib158_cntd60 | qlib158 | reversal | | 60 | 60 |
| qlib158_cntn10 | qlib158 | reversal | | 10 | 10 |
| qlib158_cntn20 | qlib158 | reversal | | 20 | 20 |
| qlib158_cntn30 | qlib158 | reversal | | 30 | 30 |
| qlib158_cntn5 | qlib158 | reversal | | 5 | 5 |
| qlib158_cntn60 | qlib158 | reversal | | 60 | 60 |
| qlib158_cntp10 | qlib158 | reversal | | 10 | 10 |
| qlib158_cntp20 | qlib158 | reversal | | 20 | 20 |
| qlib158_cntp30 | qlib158 | reversal | | 30 | 30 |
| qlib158_cntp5 | qlib158 | reversal | | 5 | 5 |
| qlib158_cntp60 | qlib158 | reversal | | 60 | 60 |
| qlib158_cord10 | qlib158 | volume, microstructure | | 10 | 10 |
| qlib158_cord20 | qlib158 | volume, microstructure | | 20 | 20 |
| qlib158_cord30 | qlib158 | volume, microstructure | | 30 | 30 |
| qlib158_cord5 | qlib158 | volume, microstructure | | 5 | 5 |
| qlib158_cord60 | qlib158 | volume, microstructure | | 60 | 60 |
| qlib158_corr10 | qlib158 | volume, microstructure | | 10 | 10 |
| qlib158_corr20 | qlib158 | volume, microstructure | | 20 | 20 |
| qlib158_corr30 | qlib158 | volume, microstructure | | 30 | 30 |
| qlib158_corr5 | qlib158 | volume, microstructure | | 5 | 5 |
| qlib158_corr60 | qlib158 | volume, microstructure | | 60 | 60 |
| qlib158_imax10 | qlib158 | momentum | | 10 | 10 |
| qlib158_imax20 | qlib158 | momentum | | 20 | 20 |
| qlib158_imax30 | qlib158 | momentum | | 30 | 30 |
| qlib158_imax5 | qlib158 | momentum | | 5 | 5 |
| qlib158_imax60 | qlib158 | momentum | | 60 | 60 |
| qlib158_imin10 | qlib158 | momentum | | 10 | 10 |
| qlib158_imin20 | qlib158 | momentum | | 20 | 20 |
| qlib158_imin30 | qlib158 | momentum | | 30 | 30 |
| qlib158_imin5 | qlib158 | momentum | | 5 | 5 |
| qlib158_imin60 | qlib158 | momentum | | 60 | 60 |
| qlib158_imxd10 | qlib158 | momentum | | 10 | 10 |
| qlib158_imxd20 | qlib158 | momentum | | 20 | 20 |
| qlib158_imxd30 | qlib158 | momentum | | 30 | 30 |
| qlib158_imxd5 | qlib158 | momentum | | 5 | 5 |
| qlib158_imxd60 | qlib158 | momentum | | 60 | 60 |
| qlib158_klen | qlib158 | microstructure | | 1 | 1 |
| qlib158_klow | qlib158 | microstructure | | 1 | 1 |
| qlib158_klow2 | qlib158 | microstructure | | 1 | 1 |
| qlib158_kmid | qlib158 | microstructure | | 1 | 1 |
| qlib158_kmid2 | qlib158 | microstructure | | 1 | 1 |
| qlib158_ksft | qlib158 | microstructure | | 1 | 1 |
| qlib158_ksft2 | qlib158 | microstructure | | 1 | 1 |
| qlib158_kup | qlib158 | microstructure | | 1 | 1 |
| qlib158_kup2 | qlib158 | microstructure | | 1 | 1 |
| qlib158_ma10 | qlib158 | momentum | | 10 | 10 |
| qlib158_ma20 | qlib158 | momentum | | 20 | 20 |
| qlib158_ma30 | qlib158 | momentum | | 30 | 30 |
| qlib158_ma5 | qlib158 | momentum | | 5 | 5 |
| qlib158_ma60 | qlib158 | momentum | | 60 | 60 |
| qlib158_max10 | qlib158 | momentum | | 10 | 10 |
| qlib158_max20 | qlib158 | momentum | | 20 | 20 |
| qlib158_max30 | qlib158 | momentum | | 30 | 30 |
| qlib158_max5 | qlib158 | momentum | | 5 | 5 |
| qlib158_max60 | qlib158 | momentum | | 60 | 60 |
| qlib158_min10 | qlib158 | momentum | | 10 | 10 |
| qlib158_min20 | qlib158 | momentum | | 20 | 20 |
| qlib158_min30 | qlib158 | momentum | | 30 | 30 |
| qlib158_min5 | qlib158 | momentum | | 5 | 5 |
| qlib158_min60 | qlib158 | momentum | | 60 | 60 |
| qlib158_qtld10 | qlib158 | momentum | | 10 | 10 |
| qlib158_qtld20 | qlib158 | momentum | | 20 | 20 |
| qlib158_qtld30 | qlib158 | momentum | | 30 | 30 |
| qlib158_qtld5 | qlib158 | momentum | | 5 | 5 |
| qlib158_qtld60 | qlib158 | momentum | | 60 | 60 |
| qlib158_qtlu10 | qlib158 | momentum | | 10 | 10 |
| qlib158_qtlu20 | qlib158 | momentum | | 20 | 20 |
| qlib158_qtlu30 | qlib158 | momentum | | 30 | 30 |
| qlib158_qtlu5 | qlib158 | momentum | | 5 | 5 |
| qlib158_qtlu60 | qlib158 | momentum | | 60 | 60 |
| qlib158_rank10 | qlib158 | momentum | | 10 | 10 |
| qlib158_rank20 | qlib158 | momentum | | 20 | 20 |
| qlib158_rank30 | qlib158 | momentum | | 30 | 30 |
| qlib158_rank5 | qlib158 | momentum | | 5 | 5 |
| qlib158_rank60 | qlib158 | momentum | | 60 | 60 |
| qlib158_resi10 | qlib158 | momentum | | 10 | 10 |
| qlib158_resi20 | qlib158 | momentum | | 20 | 20 |
| qlib158_resi30 | qlib158 | momentum | | 30 | 30 |
| qlib158_resi5 | qlib158 | momentum | | 5 | 5 |
| qlib158_resi60 | qlib158 | momentum | | 60 | 60 |
| qlib158_roc10 | qlib158 | momentum | | 10 | 10 |
| qlib158_roc20 | qlib158 | momentum | | 20 | 20 |
| qlib158_roc30 | qlib158 | momentum | | 30 | 30 |
| qlib158_roc5 | qlib158 | momentum | | 5 | 5 |
| qlib158_roc60 | qlib158 | momentum | | 60 | 60 |
| qlib158_rsqr10 | qlib158 | momentum | | 10 | 10 |
| qlib158_rsqr20 | qlib158 | momentum | | 20 | 20 |
| qlib158_rsqr30 | qlib158 | momentum | | 30 | 30 |
| qlib158_rsqr5 | qlib158 | momentum | | 5 | 5 |
| qlib158_rsqr60 | qlib158 | momentum | | 60 | 60 |
| qlib158_rsv10 | qlib158 | momentum | | 10 | 10 |
| qlib158_rsv20 | qlib158 | momentum | | 20 | 20 |
| qlib158_rsv30 | qlib158 | momentum | | 30 | 30 |
| qlib158_rsv5 | qlib158 | momentum | | 5 | 5 |
| qlib158_rsv60 | qlib158 | momentum | | 60 | 60 |
| qlib158_std10 | qlib158 | momentum | | 10 | 10 |
| qlib158_std20 | qlib158 | momentum | | 20 | 20 |
| qlib158_std30 | qlib158 | momentum | | 30 | 30 |
| qlib158_std5 | qlib158 | momentum | | 5 | 5 |
| qlib158_std60 | qlib158 | momentum | | 60 | 60 |
| qlib158_sumd10 | qlib158 | reversal | | 10 | 10 |
| qlib158_sumd20 | qlib158 | reversal | | 20 | 20 |
| qlib158_sumd30 | qlib158 | reversal | | 30 | 30 |
| qlib158_sumd5 | qlib158 | reversal | | 5 | 5 |
| qlib158_sumd60 | qlib158 | reversal | | 60 | 60 |
| qlib158_sumn10 | qlib158 | reversal | | 10 | 10 |
| qlib158_sumn20 | qlib158 | reversal | | 20 | 20 |
| qlib158_sumn30 | qlib158 | reversal | | 30 | 30 |
| qlib158_sumn5 | qlib158 | reversal | | 5 | 5 |
| qlib158_sumn60 | qlib158 | reversal | | 60 | 60 |
| qlib158_sump10 | qlib158 | reversal | | 10 | 10 |
| qlib158_sump20 | qlib158 | reversal | | 20 | 20 |
| qlib158_sump30 | qlib158 | reversal | | 30 | 30 |
| qlib158_sump5 | qlib158 | reversal | | 5 | 5 |
| qlib158_sump60 | qlib158 | reversal | | 60 | 60 |
| qlib158_vma10 | qlib158 | volume, volatility | | 10 | 10 |
| qlib158_vma20 | qlib158 | volume, volatility | | 20 | 20 |
| qlib158_vma30 | qlib158 | volume, volatility | | 30 | 30 |
| qlib158_vma5 | qlib158 | volume, volatility | | 5 | 5 |
| qlib158_vma60 | qlib158 | volume, volatility | | 60 | 60 |
| qlib158_vstd10 | qlib158 | volume, volatility | | 10 | 10 |
| qlib158_vstd20 | qlib158 | volume, volatility | | 20 | 20 |
| qlib158_vstd30 | qlib158 | volume, volatility | | 30 | 30 |
| qlib158_vstd5 | qlib158 | volume, volatility | | 5 | 5 |
| qlib158_vstd60 | qlib158 | volume, volatility | | 60 | 60 |
| qlib158_vsumd10 | qlib158 | volume, volatility | | 10 | 10 |
| qlib158_vsumd20 | qlib158 | volume, volatility | | 20 | 20 |
| qlib158_vsumd30 | qlib158 | volume, volatility | | 30 | 30 |
| qlib158_vsumd5 | qlib158 | volume, volatility | | 5 | 5 |
| qlib158_vsumd60 | qlib158 | volume, volatility | | 60 | 60 |
| qlib158_vsumn10 | qlib158 | volume, volatility | | 10 | 10 |
| qlib158_vsumn20 | qlib158 | volume, volatility | | 20 | 20 |
| qlib158_vsumn30 | qlib158 | volume, volatility | | 30 | 30 |
| qlib158_vsumn5 | qlib158 | volume, volatility | | 5 | 5 |
| qlib158_vsumn60 | qlib158 | volume, volatility | | 60 | 60 |
| qlib158_vsump10 | qlib158 | volume, volatility | | 10 | 10 |
| qlib158_vsump20 | qlib158 | volume, volatility | | 20 | 20 |
| qlib158_vsump30 | qlib158 | volume, volatility | | 30 | 30 |
| qlib158_vsump5 | qlib158 | volume, volatility | | 5 | 5 |
| qlib158_vsump60 | qlib158 | volume, volatility | | 60 | 60 |
| qlib158_wvma10 | qlib158 | volume, volatility | | 10 | 10 |
| qlib158_wvma20 | qlib158 | volume, volatility | | 20 | 20 |
| qlib158_wvma30 | qlib158 | volume, volatility | | 30 | 30 |
| qlib158_wvma5 | qlib158 | volume, volatility | | 5 | 5 |
| qlib158_wvma60 | qlib158 | volume, volatility | | 60 | 60 |