Alpha Library / Point-in-time Fundamentals
Point-in-time Fundamentals 4 alphas
US SEC fundamentals anchored to the filing date, so a backtest never sees a number before it was published.
| id | theme | universe | decay | warmup |
|---|---|---|---|---|
| fund_asset_growth | growth | equity_us, equity_cn, equity_hk | 252 | 1 |
| fund_earnings_yield | value | equity_us, equity_cn, equity_hk | 252 | 1 |
| fund_gross_profitability | quality | equity_us, equity_cn, equity_hk | 252 | 1 |
| fund_roe | quality | equity_us, equity_cn, equity_hk | 252 | 1 |