About

Factor Watch is a free, daily monitor of factor leadership in the S&P 500. It tracks momentum, value, quality, size, low volatility, high beta, and dividend yield through fully reproducible quintile portfolios built from constituent-level data, recomputed automatically after every close — what's leading, what's lagging, and what just rotated.

Who builds it

I'm Alex Corrino. I'm the chief investment officer of a hedge fund, and Factor Watch is a project I built and maintain.

I also write Mind The Tape, a newsletter breaking down what's driving markets, and post on X at @AlexCorrino — that's the best place to reach me with questions, bug reports, or ideas for the site.

Why it exists

The factor dashboards worth reading live inside banks and quant shops, behind institutional paywalls and opaque "proprietary" construction. I wanted the same daily view with rules anyone can check: minimal composite definitions, point-in-time membership, equal-weighted quintile spreads, and validation against the published S&P factor indices — all documented in full on the methodology page.

The daily brief, by email — every market close: unusual moves, leadership, the factor table. Free, one email per market day.