Factors are how funding stress travels through the equity market — so they get their own instrument panel. This page is in build: the modules below are committed and wire in with the data layer. Until live, the main desk’s §7 carries the episode-tested playbook.
Trailing 1m / 3m / 12m returns for value, size, momentum, quality and low-vol from the free Kenneth French daily files, with the funding-stress playbook overlaid.
in build · honest placeholderFactor-level crowding proxies — valuation spreads within factors, pairwise factor correlations, and the momentum-rising-into-stress tell from August 2007.
in build · honest placeholderThe HML spread vs its own history, with the epicenter caveat: its crisis sign depends on whether financials/energy are the shock’s source or its beneficiary.
in build · honest placeholderRMW behaviour conditioned on shock type — the defends-except-dash-for-cash rule, tracked live against the stock–bond correlation regime.
in build · honest placeholderPrimary inputs: Kenneth French Data Library (free dailies/monthlies) · MSCI/AQR investable proxies for orientation · the §2 episode table. No vendor positioning estimates will be republished here.
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