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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

This dataset has no data

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

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It is available for use in manuscripts, and will be published when the Dataset is made public.

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/