Equity Factor Crowding

The dataset used in the study of equity factor crowding, including anonymous market data, metaorder data, and Equity Factor trading signals.

Data and Resources

Cite this as

Valerio Volpati, Michael Benzaquen, Zoltán Eisler, Iacopo Mastromatteo, Bence Tóth, Jean-Philippe Bouchaud (2024). Dataset: Equity Factor Crowding. https://doi.org/10.57702/ikyj3th8

DOI retrieved: December 16, 2024

Additional Info

Field Value
Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2001.04185
Author Valerio Volpati
More Authors
Michael Benzaquen
Zoltán Eisler
Iacopo Mastromatteo
Bence Tóth
Jean-Philippe Bouchaud
Homepage https://www.ancerno.com/