What this is
Volume III of the OBQ Factor Encyclopedia is the working reference behind our systematic research and signal engineering. Across 194 chapters, it catalogs the quantitative factors we use to build and evaluate strategies. Not as a list of names, but as a rigorous, per-factor treatment covering definition, construction, and observed behavior.
What’s inside
- Definitions: each factor stated precisely, with the intuition and the mechanics that give it an edge.
- Construction methodology: how the factor is computed, the inputs it depends on, and the normalization and point-in-time handling that keep it honest.
- Empirical behavior: how the factor behaves across regimes, where it is robust, and where it decays.
- Sector-level treatment: a deep Part XIV that extends the factor set to sector-specific tables and considerations.
Why we publish it
We publish this so partners can evaluate the caliber of our quantitative research directly. This is the same rigorous reference we use to build our autonomous multi-agent systems. The complete document is embedded below; you can read it in place or download the full PDF.