> ## Documentation Index
> Fetch the complete documentation index at: https://docs.tqx.ai/llms.txt
> Use this file to discover all available pages before exploring further.

# Create a factor

> Create a market-specific factor in the Qube Factor Library.

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

## 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.

<Frame caption="Create and browse factors in the Factor Library">
  <img src="https://mintcdn.com/tqx/160nKvx-VCtYCUUR/images/factor/factor-library.png?fit=max&auto=format&n=160nKvx-VCtYCUUR&q=85&s=6da5d95ff02c977ab128de8e7689a714" alt="Factor Library with market tabs, search, and a factor card" width="3137" height="1973" data-path="images/factor/factor-library.png" />
</Frame>

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.

## 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.

## 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](/research/factor/code) for the syntax and validation rules.

<Warning>
  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.
</Warning>