Quality factors drive robust strategies
| Factor name | |IC|▼ | IR | Long Q1 Return / Sharpe ratio | Short Q5 Return / Sharpe ratio | Long-short Q1-Q5 Return / Sharpe ratio |
|---|---|---|---|---|---|
| No data available | |||||
Quality factors drive robust strategies
| Factor name | |IC|▼ | IR | Long Q1 Return / Sharpe ratio | Short Q5 Return / Sharpe ratio | Long-short Q1-Q5 Return / Sharpe ratio |
|---|---|---|---|---|---|
| No data available | |||||