SurgeFlow's factor research surface combines CAPM market-model diagnostics with an FF-inspired custom daily factor model (SMB, HML, WML, RMW) across US, Japan, China, Hong Kong, India, and UK markets. Not a Dartmouth/Ken French CRSP replication — this is a daily, point-in-time research engine built on our cleaned six-market data stack.
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.