Haozhe Wu
36f1698e1f
Alpha Library: the 191 notes, 117 nicknames and 10 theme tags now switch
to Chinese with the rest of the site. wiki/alpha-library/i18n.zh.json keeps
each translation next to the English it came from; the generator puts the
Chinese in data-text-zh only while that English still matches the
registry, and tests/factors/test_alpha_library_translations.py fails on a
missing, stale or orphaned translation or an unnamed theme.
GTJA 191 post: the 2026-05-17 numbers came from Tushare prices that were
not split-adjusted and from today's CSI 300 roster applied to the whole
window, both fixed on 2026-08-04 (d52199ff). Re-ran the bench on the
current code (point-in-time membership, qfq prices): 8 alive, 14 reversed,
168 dead, gtja191_138 untested (99% NaN), where the first version said
10 / 15 / 165 and never accounted for the 191st. Both languages now carry
a revision note and the new counts, theme table, top 5 by IR and three
most-negative alphas, and fix what the translation surfaced or the code
contradicts: the top 5 are ranked by IR, not IC; the theme table counts
every tag an alpha carries; the reflection matches the table; the Method
universe matches the Caveats; Kakushadze's preprint came a year after the
report; forward returns are simple, not log; no GTJA formula needs sector
tags; the bench measures no turnover and draws no IC plot; five alphas use
a proxy input (named); the reproduce command covers 2018-2025. A new
caveat reports the bench's multiple-testing deflation: 3 of the 8 alive
alphas clear the IR expected from 190 null formulas.
96 lines
5.6 KiB
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<p class="post-card__date" data-i18n="lab.gtja.date">2026-05-17 · revised 2026-09-29</p>
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<a href="/research-lab/posts/alpha-191-in-2026.html" data-href-zh="/research-lab/posts/alpha-191-in-2026-zh.html" data-i18n="lab.gtja.title">Which of the 191 GTJA alphas still work in 2026?</a>
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We re-ran the 191 short-horizon alphas published by Guotai Junan in 2014 against CSI 300, 2018–2025. Aggregate IC, theme survival rates, and the formulas that still hold up — reproducible with one CLI command.
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<p class="post-card__meta" data-i18n-html="lab.gtja.meta"><span>Alpha Zoo</span> · <span>GTJA 191</span> · <span>CSI 300</span> · <span>8 years (2018–2025)</span></p>
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