Yearly returns use the source period_return field; first and last years may be partial. The full study retains factor directions, definition checks and original sources. Synthetic long-short returns and account returns use different conventions.
02 · Retrospective comparison
PB and ROE rankings
PB is price-to-book and ROE is return on equity. All five rankings share an eligible pool; the PB-only comparison also requires computable ROE.
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Annualized return
Reading the result
Exact values
PB and ROE rankings
Comparison
Value
The entire period informed exploration. Historical filing availability and execution remain incompletely verified; present applicability needs later samples.
Historical statement revisions and publication availability have not been independently checked filing by filing. Execution uses daily approximations without full market impact or real-fill replay.
How the projects work together
Prepare dataThe market data platform collects, checks and publishes versioned datasets.
Test ideasResearch projects consume the data, the shared framework provides portfolio and risk tools, and the runtime executes jobs.
Publish resultsThe research site, factor observatory and market reports each present their reviewed material.
Strategy details and complete experiment records remain in private research. Public pages describe their samples, methods and limitations. Demonstration data, historical backtests and operational results should be read separately.
Data and backtesting
Data and backtesting
Market data platform
quant-market-data-platform
Collects, standardizes and checks market data, publishing versioned assets for research and backtesting. Current work focuses on mainland China.
Browse factor definitions, data quality, study progress and reviewed aggregate results. Some views use demonstration samples; see each study for its scope.
Studies deep-learning models for order books, minute data and L2 event streams, currently focusing on next-day cross-sectional prediction for A-shares.
Collects market data and news, validates research artifacts, and generates and delivers reports. The separate market report website publishes public reports.
Cross-market strategy and factor research, with offline examples and historical experiment reports. Paper trading and competition strategies require separate validation.
A web dashboard for A-share, Hong Kong and US research snapshots, intraday ideas and simulated portfolios. Static demo data may lag; see the project’s scope notes.