Alpha Library / Qlib Alpha158
Qlib Alpha158 154 alphas
Microsoft Qlib's 158 production alphas, ported to the panel API.
| id | theme | universe | decay | warmup |
|---|---|---|---|---|
| qlib158_beta10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_beta20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_beta30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_beta5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_beta60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_cntd10 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_cntd20 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_cntd30 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_cntd5 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_cntd60 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_cntn10 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_cntn20 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_cntn30 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_cntn5 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_cntn60 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_cntp10 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_cntp20 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_cntp30 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_cntp5 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_cntp60 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_cord10 | volume, microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_cord20 | volume, microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_cord30 | volume, microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_cord5 | volume, microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_cord60 | volume, microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_corr10 | volume, microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_corr20 | volume, microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_corr30 | volume, microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_corr5 | volume, microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_corr60 | volume, microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_imax10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_imax20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_imax30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_imax5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_imax60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_imin10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_imin20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_imin30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_imin5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_imin60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_imxd10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_imxd20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_imxd30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_imxd5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_imxd60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_klen | microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 1 | 1 |
| qlib158_klow | microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 1 | 1 |
| qlib158_klow2 | microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 1 | 1 |
| qlib158_kmid | microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 1 | 1 |
| qlib158_kmid2 | microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 1 | 1 |
| qlib158_ksft | microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 1 | 1 |
| qlib158_ksft2 | microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 1 | 1 |
| qlib158_kup | microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 1 | 1 |
| qlib158_kup2 | microstructure | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 1 | 1 |
| qlib158_ma10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_ma20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_ma30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_ma5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_ma60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_max10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_max20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_max30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_max5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_max60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_min10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_min20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_min30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_min5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_min60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_qtld10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_qtld20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_qtld30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_qtld5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_qtld60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_qtlu10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_qtlu20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_qtlu30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_qtlu5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_qtlu60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_rank10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_rank20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_rank30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_rank5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_rank60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_resi10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_resi20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_resi30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_resi5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_resi60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_roc10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_roc20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_roc30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_roc5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_roc60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_rsqr10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_rsqr20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_rsqr30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_rsqr5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_rsqr60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_rsv10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_rsv20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_rsv30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_rsv5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_rsv60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_std10 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_std20 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_std30 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_std5 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_std60 | momentum | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_sumd10 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_sumd20 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_sumd30 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_sumd5 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_sumd60 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_sumn10 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_sumn20 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_sumn30 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_sumn5 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_sumn60 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_sump10 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_sump20 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_sump30 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_sump5 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_sump60 | reversal | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_vma10 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_vma20 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_vma30 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_vma5 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_vma60 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_vstd10 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 10 |
| qlib158_vstd20 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 20 |
| qlib158_vstd30 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 30 |
| qlib158_vstd5 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 5 |
| qlib158_vstd60 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 60 |
| qlib158_vsumd10 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_vsumd20 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_vsumd30 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_vsumd5 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_vsumd60 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_vsumn10 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_vsumn20 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_vsumn30 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_vsumn5 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_vsumn60 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_vsump10 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_vsump20 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_vsump30 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_vsump5 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_vsump60 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |
| qlib158_wvma10 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 10 | 11 |
| qlib158_wvma20 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 20 | 21 |
| qlib158_wvma30 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 30 | 31 |
| qlib158_wvma5 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 5 | 6 |
| qlib158_wvma60 | volume, volatility | equity_us, equity_cn, equity_hk, equity_in, equity_kr | 60 | 61 |