Research topic

Equity strategy and factors

9 FinzData report(s) on Equity strategy and factors.

13F holdings to alpha signals

8,856 managers filed 13F in 2026Q2 reporting $82.3tn in long positions. The report shows how holdings, macro, liquidity and flow data are used for alpha signals and factor models.

13F institutional holdings Quant models and market regimes Liquidity, leverage and margin debt Federal Reserve and monetary policy

AI Trading Championship 2026 Overview

Nemotron-3 Ultra won the FinzData AI Trading Championship with OOS Sharpe 0.81 and final score 0.94, ahead of Muse Glimmer 30B and Claude Fable. Only 4 of 11 AI models beat the equal-weight top-500 benchmark Sharpe 0.63.

AI trading and forecasting Quant models and market regimes

Margin Debt Leading Indicator for S&P 500

FINRA margin debt hit a record $1.502 trillion in June 2026 and growth is rolling over. Margin debt moves with S&P 500 with 0.81 correlation and leverage versus cash is at a record 3.4×.

Liquidity, leverage and margin debt Credit markets and debt Recession risk and the business cycle

2026 Midterm Money Ad Spend & Markets

FinzData PoliSpend briefing as of Oct 22 2026 projects $11.6B in 2026 midterm ad spend, up 26% vs 2022. Outside money pace is $2.00B, +49% vs same point 2022 and nearly triple 2018. Candidate receipts show House D $1.4B vs R $1.1B and Senate D $974M vs R $483M. Prediction markets price Democrats 65% Senate, 91% House. S&P 500 is +12.5% YTD through October vs +0.8% average midterm year, with all 20 midterms since 1946 higher 12 months after Election Day, avg +14.3%.

Elections and political spending Volatility

Quantitative Model October 2026 Goldilocks

Financial conditions tighten as Goldilocks returns. S&P 500 rose +2.83% next month on average after 33 Goldilocks months since 2011 up 76% of the time. September nowcast points to Reflation.

Quant models and market regimes Federal Reserve and monetary policy Interest rates and Treasury yields Inflation and CPI

Short interest alpha signal FINRA 2018-2026

Short interest has not been dependable alpha since 2018. Most shorted decile by days to cover trailed average by 2.3% a year broad, 1.1% liquid, with t stats -0.82 to -0.48. Long short lost 4.5% a year.

Short interest Quant models and market regimes 13F institutional holdings

SPY Short-Gamma vs Long-Gamma Regimes, 2019-2026

After 1,761 SPY sessions since October 2019, next-day moves averaged 1.06% after short-gamma closes vs 0.54% after long gamma, with next-5-day realized volatility 19.5% vs 11.0%.

Options, gamma and GEX Volatility Quant models and market regimes

Taiwan AI Export Machine Chips Servers TSMC

Taiwan exported a record $87.22 billion in September 2026, up 60.9% year over year. Technology is 80.6% of exports in September 2026 and the US has replaced China as the main customer.

Semiconductors and AI supply chain Exports and global trade Asian economies and markets AI infrastructure and data-center capex

Why Most Backtests Lie (and How to Fix Them)

Why most backtests lie: tuned parameters, no stress-period testing, light trading costs and survivorship or look-ahead bias. Luck alone gives a best 3-month Sharpe near 6 among 546 zero-skill strategies; published strategies fade to a median Sharpe of 0.01 after publication. The evidence, the four mistakes, an 8-point checklist and the safeguards built into FinzData.

Backtesting and research integrity Quant models and market regimes AI trading and forecasting

Equity strategy and factors

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