Liquidity
Amihud Illiquidity
A price-impact style liquidity signal that measures how much price movement accompanies a dollar of trading volume.
Signals
A signals library built to surface the strongest ideas.
This is where Code & Kapital will publish dedicated signal research and signal reports. The goal is a focused library of ideas that can be evaluated on evidence, robustness, and portfolio relevance.
Signals should be judged on evidence, persistence, and implementation reality.
Portfolio relevance matters as much as standalone signal appeal.
Validation should survive costs, turnover, and regime changes.
Only the strongest ideas deserve continued research attention.
Search signals
Showing 7 of 17 signals in All Signals.
Trend
Momentum
A classic intermediate-horizon trend signal that ranks stocks by trailing performance while skipping the most recent month.
Trend
Residual Momentum
A momentum variant that strips out common factor exposure so the ranking focuses on stock-specific trend persistence.
More from the library
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