Methodology changelog

Library versions.

Every parameter change, factor addition and data-source change is recorded here with its date, rationale and approver before the changed library is used in any deliverable. In-force publication rule: v0.1.

VersionDateChangeRationaleApproved byApproved on
v0.1 (in force)2026-09-08Initial four-family library on demo data (pre-launch prototype): momentum 12-1, low volatility, size, short-horizon reversal; publication rule v0.1.Establish the construction and validation pipeline ahead of the point-in-time data licence and the research staff start date.Jingchang Song, Manager2026-09-10

Every methodology change is a dated row here before it is used in a deliverable. The validation record is reissued quarterly and on every library change.

Validation record →   Publications →