displayName
Alpha Factor Research Cycle
workflowKind
development
triggerType
on-demand
typicalCadence
per-research-cycle
complexity
complex
description
Manages the end-to-end alpha factor discovery process — generating
candidate factors from fundamental, technical, and alternative data
sources, running single-sort quintile analysis with proper
neutralization, evaluating multi-factor combination using
orthogonalization and risk-model residualization, analyzing factor
decay profiles and half-lives, testing factor crowding via turnover
correlation analysis, and estimating factor capacity constraints.
Produces factor tearsheets with IC/IR time-series, factor exposure
summaries, and production readiness assessments. Excludes portfolio
optimization and execution.