Factor Research
Factor research
One-way Spearman IC with quintile stratification. After the factor shift(1), future returns are eliminated to eliminate forward looking.
Ask one clear question of a factor
The study tests a historical relationship after hiding future data. It is research evidence, not a forecast.
Read the same market history
XAUUSD H1 · 2,000 bars
Hide future data
Shift the factor, then observe 1 future bar
Measure historical link
rsi · Spearman IC
Compare five groups
Read the layer spread, not one headline number
Params
Result
Set params, then run
Custom factor
Write a cross-asset factor expression to immediately run IC / quantile / long-short tests (AST whitelist, safe execution).
Available variables: close · open · high · low · volume
Available functions: sma(x,n) · ema(x,n) · rsi(x,n) · momentum(x,n) · std(x,n) · rank_z(x,n) · abs(x) · log(x) · sqrt(x) · max(x,n) · min(x,n)
Example: momentum(close, 10) - sma(close, 20)/close · rsi(close, 14) - 50 · rank_z(close, 60)