SurgeFlow's factor research surface combines CAPM market-model diagnostics with an FF-inspired custom daily factor model (SMB, HML, WML, RMW) across four equity markets — the United States, China, Japan and Hong Kong — with the factor validation gate populated for all four. Not a Dartmouth/Ken French CRSP replication — this is a research engine built on our cleaned four-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.