Alpha Library / GTJA 191
GTJA 191 191 alphas
Guotai Junan's 191 alphas — A-share microstructure & volume themes.
| id | theme | universe | decay | warmup |
|---|---|---|---|---|
| gtja191_001 | volume, reversal | equity_cn | 6 | 7 |
| gtja191_002 | reversal, microstructure | equity_cn | 1 | 2 |
| gtja191_003 | momentum | equity_cn | 6 | 7 |
| gtja191_004 | momentum, volume | equity_cn | 8 | 20 |
| gtja191_005 | volume | equity_cn | 5 | 11 |
| gtja191_006 | reversal | equity_cn | 4 | 5 |
| gtja191_007 | volume, microstructure | equity_cn | 3 | 4 |
| gtja191_008 | reversal | equity_cn | 4 | 5 |
| gtja191_009 | volume, microstructure | equity_cn | 7 | 2 |
| gtja191_010 | volatility, reversal | equity_cn | 5 | 25 |
| gtja191_011 | volume, microstructure | equity_cn | 6 | 6 |
| gtja191_012 | reversal, microstructure | equity_cn | 10 | 10 |
| gtja191_013 | microstructure | equity_cn | 1 | 1 |
| gtja191_014 | momentum | equity_cn | 5 | 6 |
| gtja191_015 | reversal | equity_cn | 1 | 2 |
| gtja191_016 | volume, microstructure | equity_cn | 5 | 9 |
| gtja191_017 | reversal | equity_cn | 15 | 15 |
| gtja191_018 | momentum | equity_cn | 5 | 6 |
| gtja191_019 | reversal | equity_cn | 5 | 6 |
| gtja191_020 | momentum | equity_cn | 6 | 7 |
| gtja191_021 | momentum | equity_cn | 6 | 11 |
| gtja191_022 | reversal | equity_cn | 12 | 9 |
| gtja191_023 | volatility | equity_cn | 20 | 20 |
| gtja191_024 | momentum | equity_cn | 5 | 6 |
| gtja191_025 | momentum, volume | equity_cn | 9 | 251 |
| gtja191_026 | momentum, microstructure | equity_cn | 7 | 235 |
| gtja191_027 | momentum | equity_cn | 12 | 18 |
| gtja191_028 | momentum | equity_cn | 9 | 9 |
| gtja191_029 | momentum, volume | equity_cn | 6 | 7 |
| gtja191_030 | volatility | equity_cn | 20 | 80 |
| gtja191_031 | reversal | equity_cn | 12 | 12 |
| gtja191_032 | volume | equity_cn | 3 | 5 |
| gtja191_033 | momentum, volume | equity_cn | 5 | 241 |
| gtja191_034 | reversal | equity_cn | 12 | 12 |
| gtja191_035 | volume | equity_cn | 15 | 23 |
| gtja191_036 | volume | equity_cn | 6 | 7 |
| gtja191_037 | momentum | equity_cn | 10 | 16 |
| gtja191_038 | reversal | equity_cn | 20 | 20 |
| gtja191_039 | volume | equity_cn | 14 | 240 |
| gtja191_040 | volume | equity_cn | 26 | 27 |
| gtja191_041 | microstructure | equity_cn | 5 | 8 |
| gtja191_042 | volume, volatility | equity_cn | 10 | 10 |
| gtja191_043 | volume, momentum | equity_cn | 6 | 7 |
| gtja191_044 | volume | equity_cn | 10 | 27 |
| gtja191_045 | volume | equity_cn | 15 | 164 |
| gtja191_046 | reversal | equity_cn | 24 | 24 |
| gtja191_047 | reversal | equity_cn | 9 | 6 |
| gtja191_048 | volume, momentum | equity_cn | 5 | 20 |
| gtja191_049 | reversal | equity_cn | 12 | 13 |
| gtja191_050 | reversal | equity_cn | 12 | 13 |
| gtja191_051 | reversal | equity_cn | 12 | 13 |
| gtja191_052 | microstructure | equity_cn | 26 | 27 |
| gtja191_053 | momentum | equity_cn | 12 | 13 |
| gtja191_054 | volatility, microstructure | equity_cn | 10 | 10 |
| gtja191_055 | microstructure | equity_cn | 20 | 21 |
| gtja191_056 | volume | equity_cn | 19 | 70 |
| gtja191_057 | momentum | equity_cn | 9 | 9 |
| gtja191_058 | momentum | equity_cn | 20 | 21 |
| gtja191_059 | momentum | equity_cn | 20 | 21 |
| gtja191_060 | volume, microstructure | equity_cn | 20 | 20 |
| gtja191_061 | volume | equity_cn | 17 | 103 |
| gtja191_062 | volume | equity_cn | 5 | 5 |
| gtja191_063 | momentum | equity_cn | 6 | 2 |
| gtja191_064 | volume | equity_cn | 14 | 88 |
| gtja191_065 | reversal | equity_cn | 6 | 6 |
| gtja191_066 | reversal | equity_cn | 6 | 6 |
| gtja191_067 | momentum | equity_cn | 24 | 2 |
| gtja191_068 | volume | equity_cn | 15 | 2 |
| gtja191_069 | microstructure | equity_cn | 20 | 21 |
| gtja191_070 | volatility, volume | equity_cn | 6 | 6 |
| gtja191_071 | reversal | equity_cn | 24 | 24 |
| gtja191_072 | reversal | equity_cn | 15 | 6 |
| gtja191_073 | volume | equity_cn | 16 | 35 |
| gtja191_074 | volume | equity_cn | 20 | 65 |
| gtja191_075 | sentiment, momentum | equity_cn | 50 | 51 |
| gtja191_076 | volatility, volume | equity_cn | 20 | 21 |
| gtja191_077 | volume | equity_cn | 20 | 47 |
| gtja191_078 | reversal | equity_cn | 12 | 23 |
| gtja191_079 | momentum | equity_cn | 12 | 2 |
| gtja191_080 | volume | equity_cn | 5 | 6 |
| gtja191_081 | volume | equity_cn | 21 | 1 |
| gtja191_082 | reversal | equity_cn | 20 | 6 |
| gtja191_083 | volume | equity_cn | 5 | 5 |
| gtja191_084 | volume, momentum | equity_cn | 20 | 21 |
| gtja191_085 | volume, momentum | equity_cn | 20 | 39 |
| gtja191_086 | momentum | equity_cn | 20 | 21 |
| gtja191_087 | microstructure | equity_cn | 11 | 17 |
| gtja191_088 | momentum | equity_cn | 20 | 21 |
| gtja191_089 | momentum | equity_cn | 27 | 1 |
| gtja191_090 | volume | equity_cn | 5 | 5 |
| gtja191_091 | volume, reversal | equity_cn | 5 | 44 |
| gtja191_092 | volume | equity_cn | 15 | 210 |
| gtja191_093 | microstructure | equity_cn | 20 | 21 |
| gtja191_094 | volume, momentum | equity_cn | 30 | 31 |
| gtja191_095 | volatility, volume | equity_cn | 20 | 20 |
| gtja191_096 | momentum | equity_cn | 9 | 9 |
| gtja191_097 | volatility, volume | equity_cn | 10 | 10 |
| gtja191_098 | reversal | equity_cn | 30 | 200 |
| gtja191_099 | volume | equity_cn | 5 | 5 |
| gtja191_100 | volatility, volume | equity_cn | 20 | 20 |
| gtja191_101 | volume, momentum | equity_cn | 15 | 80 |
| gtja191_102 | volume | equity_cn | 6 | 2 |
| gtja191_103 | reversal | equity_cn | 20 | 20 |
| gtja191_104 | volume, volatility | equity_cn | 20 | 20 |
| gtja191_105 | volume | equity_cn | 10 | 10 |
| gtja191_106 | momentum | equity_cn | 20 | 21 |
| gtja191_107 | reversal | equity_cn | 1 | 2 |
| gtja191_108 | reversal, volume | equity_cn | 6 | 125 |
| gtja191_109 | volatility | equity_cn | 10 | 1 |
| gtja191_110 | momentum | equity_cn | 20 | 21 |
| gtja191_111 | volume, microstructure | equity_cn | 11 | 1 |
| gtja191_112 | momentum | equity_cn | 12 | 13 |
| gtja191_113 | volume | equity_cn | 20 | 25 |
| gtja191_114 | volume, volatility | equity_cn | 5 | 7 |
| gtja191_115 | volume | equity_cn | 30 | 39 |
| gtja191_116 | momentum | equity_cn | 20 | 20 |
| gtja191_117 | volume, momentum | equity_cn | 32 | 33 |
| gtja191_118 | reversal | equity_cn | 20 | 20 |
| gtja191_119 | volume | equity_cn | 26 | 56 |
| gtja191_120 | reversal | equity_cn | 1 | 1 |
| gtja191_121 | volume | equity_cn | 60 | 80 |
| gtja191_122 | momentum | equity_cn | 13 | 2 |
| gtja191_123 | volume | equity_cn | 60 | 87 |
| gtja191_124 | reversal | equity_cn | 30 | 31 |
| gtja191_125 | volume | equity_cn | 60 | 115 |
| gtja191_126 | reversal | equity_cn | 1 | 1 |
| gtja191_127 | volatility | equity_cn | 12 | 23 |
| gtja191_128 | momentum | equity_cn | 14 | 15 |
| gtja191_129 | momentum | equity_cn | 12 | 13 |
| gtja191_130 | volume | equity_cn | 40 | 57 |
| gtja191_131 | volume | equity_cn | 50 | 84 |
| gtja191_132 | liquidity | equity_cn | 20 | 20 |
| gtja191_133 | momentum | equity_cn | 20 | 20 |
| gtja191_134 | momentum, volume | equity_cn | 12 | 13 |
| gtja191_135 | momentum | equity_cn | 20 | 22 |
| gtja191_136 | momentum, volume | equity_cn | 10 | 10 |
| gtja191_137 | volatility | equity_cn | 1 | 2 |
| gtja191_138 | volume | equity_cn | 60 | 119 |
| gtja191_139 | volume | equity_cn | 10 | 10 |
| gtja191_140 | volume | equity_cn | 60 | 94 |
| gtja191_141 | volume | equity_cn | 15 | 23 |
| gtja191_142 | volume, reversal | equity_cn | 20 | 24 |
| gtja191_143 | momentum | equity_cn | 1 | 2 |
| gtja191_144 | liquidity | equity_cn | 20 | 21 |
| gtja191_145 | volume | equity_cn | 26 | 26 |
| gtja191_146 | momentum | equity_cn | 60 | 21 |
| gtja191_147 | momentum | equity_cn | 12 | 23 |
| gtja191_148 | volume | equity_cn | 60 | 73 |
| gtja191_149 | momentum | equity_cn | 60 | 253 |
| gtja191_150 | volume | equity_cn | 1 | 1 |
| gtja191_151 | momentum | equity_cn | 20 | 21 |
| gtja191_152 | momentum | equity_cn | 26 | 37 |
| gtja191_153 | momentum | equity_cn | 24 | 24 |
| gtja191_154 | volume | equity_cn | 60 | 197 |
| gtja191_155 | volume | equity_cn | 27 | 1 |
| gtja191_156 | volume | equity_cn | 5 | 8 |
| gtja191_157 | volume | equity_cn | 5 | 12 |
| gtja191_158 | volatility | equity_cn | 15 | 1 |
| gtja191_159 | momentum | equity_cn | 24 | 25 |
| gtja191_160 | volatility | equity_cn | 20 | 20 |
| gtja191_161 | volatility | equity_cn | 12 | 13 |
| gtja191_162 | momentum | equity_cn | 12 | 13 |
| gtja191_163 | volume | equity_cn | 20 | 20 |
| gtja191_164 | momentum | equity_cn | 13 | 13 |
| gtja191_165 | volatility | equity_cn | 48 | 142 |
| gtja191_166 | volatility | equity_cn | 20 | 40 |
| gtja191_167 | momentum | equity_cn | 12 | 13 |
| gtja191_168 | volume | equity_cn | 20 | 20 |
| gtja191_169 | momentum | equity_cn | 26 | 28 |
| gtja191_170 | volume | equity_cn | 20 | 20 |
| gtja191_171 | microstructure | equity_cn | 1 | 1 |
| gtja191_172 | momentum | equity_cn | 14 | 20 |
| gtja191_173 | momentum | equity_cn | 13 | 1 |
| gtja191_174 | volatility | equity_cn | 20 | 20 |
| gtja191_175 | volatility | equity_cn | 6 | 7 |
| gtja191_176 | volume | equity_cn | 12 | 17 |
| gtja191_177 | momentum | equity_cn | 20 | 20 |
| gtja191_178 | momentum, volume | equity_cn | 1 | 2 |
| gtja191_179 | volume | equity_cn | 50 | 61 |
| gtja191_180 | volume, reversal | equity_cn | 60 | 67 |
| gtja191_181 | volatility | equity_cn | 20 | 40 |
| gtja191_182 | momentum | equity_cn | 20 | 21 |
| gtja191_183 | volatility | equity_cn | 24 | 70 |
| gtja191_184 | reversal | equity_cn | 60 | 201 |
| gtja191_185 | reversal | equity_cn | 1 | 1 |
| gtja191_186 | momentum | equity_cn | 14 | 26 |
| gtja191_187 | reversal | equity_cn | 20 | 21 |
| gtja191_188 | volatility | equity_cn | 11 | 1 |
| gtja191_189 | volatility | equity_cn | 6 | 11 |
| gtja191_190 | momentum | equity_cn | 20 | 39 |
| gtja191_191 | volume | equity_cn | 20 | 24 |