cross-sectionfactor
N3-2 L2: Multi-standard panel → time series factor cross-section rank → IC / stratified / long-short; simple style and volatility neutrality (cross-sectional OLS residuals, non-Barra).
Params
Universe:Loading…
因子：…
Neutral = cross-section OLS residual vs vol / market beta / (optional) momentum; portfolio vol target is heuristic scaling — not Barra.
Custom factor表达式
白名单：sma/ema/rsi/momentum/std/rank_z/abs/log/sqrt/max/min + 四则 + close/open/high/low/volume。检验通过后可入库复用。