Factor Selection
Select a disciplined subset of factors based on signal quality, redundancy control, and optional regime sensitivity.
Factor Selection Guide
This module selects a defensible subset from your candidate list using a deterministic pipeline: quality filtering → correlation pruning → simple weighting.
Standard runs once on the full sample; regime-aware splits history by trend/vol regimes and outputs a regime → selection mapping.
Missing metrics are shown as insufficient data; no fabricated scores.
Candidates: 0
Candidate Factors
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Filter Thresholds
Correlation Control
Combination Method
Note: This module proposes a subset for further research; validate out-of-sample and review cost sensitivity in Research Lab before deployment decisions.