longbridge-factor-research

A systematic framework for testing whether a quantitative factor adds predictive value for future returns — covering IC analysis, information ratio, decile portfolio construction, and factor decay.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

• "帮我分析 PE 因子的 IC", "test IC for the PE factor on A-shares"
• "动量因子有效吗", "is momentum factor effective on HK stocks"
• "做个分层回测", "run a decile portfolio backtest"
• "这个因子多少期后失效", "how many periods until this factor decays"
• "IC 序列自相关怎么算", "calculate IC serial autocorrelation"

For multi-factor screening (not research), use longbridge-factor-screen. For ML-based strategies, use longbridge-ml-strategy.

Workflow

Step 1 — Define the factor