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Create a factor when you have a signal hypothesis that you want to evaluate independently from trading rules.

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Create from the Factor Library

Open Factor Library, choose + HK factor or + US factor, and open the new factor. The market is fixed when you create the factor, so choose it carefully.
Factor Library with market tabs, search, and a factor card

Create and browse factors in the Factor Library

The library supports market filters and a debounced search across factor names, code or formulas, and notes. Each card shows the code type, latest update time, and a performance preview when a successful analysis exists.

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Set the factor identity

Give the factor a name that describes the signal, then add a short note about its hypothesis. For example, mention whether the signal measures momentum, value, quality, volatility, or a combination. Qube saves the name, note, code, and writing mode automatically. A saved code or code-type change creates a new factor version when it differs from the latest version.

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Choose the writing mode

  • Formula: Use one expression per line with supported fields and operators.
  • Python: Use one Factor class when the signal needs custom time-series logic.
See Write factor code for the syntax and validation rules.
Changing the market is not a way to reuse a factor across datasets. Create a factor for the target market and review its available fields before you write code.