About

What Factor Watch covers

Factor Watch is a free monitor of factor leadership and thematic baskets in the FW 3000 and S&P 500. It tracks momentum, value, quality, size, low volatility, high beta, and dividend yield using reproducible portfolios and published holdings.

Explore returns, sector exposure, correlations and realized volatility, or use the Chartbook for a daily collection of market, economy, factor, basket and stock charts. Every calculation is described in the methodology.

The monitors refresh about every 30 minutes during the US market session, with a final update after the close. The daily brief explains the session’s unusual moves; the Saturday edition reviews the week. Data dates are shown on each page and chart.

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 emailUnusual moves, leadership, breadth, and the factor table — one email at every US market close, plus a Saturday week-in-review. Read a sample brief →
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