Combined StrategiesExtended setResearchNew
Liquidity and dated industry interaction
Updated dailyData needs: mediumlong short
In plain terms
Combine a stock’s liquidity rank with its historical sector and market dispersion.
How it works
Internal stock interaction between own-history liquidity rank and dated sector/market dispersion. Neither an academic cross-sectional premium nor the old miner lift transfers.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Security identity history
A data feed this strategy reads, refreshed on its normal schedule.
- SEC issuer sic vintages
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
See the source research for the original effect size; a modern replication on new data may be weaker.
Related families
Explore Liquidity and dated industry interaction on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.