SurgeFlow's factor research surface combines CAPM market-model diagnostics with an FF-inspired custom daily factor model (SMB, HML, WML, RMW) across eight equity markets, with the factor validation gate currently populated for six of them (US, Japan, China, Hong Kong, India, UK — Taiwan and Korea are served but not yet gated). Not a Dartmouth/Ken French CRSP replication — this is a research engine built on our cleaned eight-market data stack, with point-in-time inputs on value and size and a latest-state proxy for profitability and most non-US markets.
Per-stock beta, alpha, R-squared, residual autocorrelation, volatility clustering, fat-tail diagnostics, and Newey-West HAC inference. See CAPM beta, alpha, and diagnostics for the methodology.
Every factor leg passes a publication gate: in-sample fit, out-of-sample lift, parameter stability, spanning alpha, and sensitivity tests. Drafts and restricted legs are visible but never gated as production evidence. See factor construction and publication gates.
Disclaimer: SurgeFlow is open data and statistical research, not a financial service, broker-dealer, or investment advisor. Nothing on this page is investment advice. SurgeFlow is free; we ask users to donate to UNHCR.