quantmodel — Evaluate cross-sectional factor candidates (qm-4bx.5) (#718)

Source report: research/findings/cross-sectional-factor-candidates-qm-4bx.5.md

Objective

Evaluate cross-sectional factor candidates (qm-4bx.5) (#718) (commit b4d94fc6 — Evaluate cross-sectional factor candidates (qm-4bx.5) (#718)).

Approach

Reuses research/findings/cross-sectional-factor-candidates-qm-4bx.5.md — preserved verbatim via pointer.

Files / code / data changed

Commit b4d94fc6 (2026-08-08T14:47:57Z):

 research/factor_etf_evaluation.py                  | 207 +++++++++++++
 research/findings/README.md                        |   1 +
 .../qm-4bx.5/factor-etf-evaluation-v1.json         | 305 +++++++++++++++++++
 .../cross-sectional-factor-candidates-qm-4bx.5.md  | 332 +++++++++++++++++++++
 research/run_factor_etf_evaluation.py              | 249 ++++++++++++++++

Source report: research/findings/cross-sectional-factor-candidates-qm-4bx.5.md

Results

See research/findings/cross-sectional-factor-candidates-qm-4bx.5.md for tables/metrics/conclusions.

Conclusions

Commit b4d94fc6 merged via PR; outcome inferred from commit success and subsequent build.

Problems / follow-ups

None fabricated; see linked findings.