Dataset Groups Activity Stream Equity Factor Crowding The dataset used in the study of equity factor crowding, including anonymous market data, metaorder data, and Equity Factor trading signals. BibTex: @dataset{Valerio_Volpati_and_Michael_Benzaquen_and_Zoltán_Eisler_and_Iacopo_Mastromatteo_and_Bence_Tóth_and_Jean-Philippe_Bouchaud_2024, abstract = {The dataset used in the study of equity factor crowding, including anonymous market data, metaorder data, and Equity Factor trading signals.}, author = {Valerio Volpati and Michael Benzaquen and Zoltán Eisler and Iacopo Mastromatteo and Bence Tóth and Jean-Philippe Bouchaud}, doi = {10.57702/ikyj3th8}, institution = {No Organization}, keyword = {'Crowding', 'Equity Factor Strategies', 'Market Microstructure', 'Momentum', 'Small Cap', 'Value'}, month = {dec}, publisher = {TIB}, title = {Equity Factor Crowding}, url = {https://service.tib.eu/ldmservice/dataset/equity-factor-crowding}, year = {2024} }
