Factor Portal

Convexity γ — distribution

Histogram of γ across factors. γ>0 → convex payoff (accelerates with market magnitude); γ<0 → concave.

Upside γ⁺ vs Downside γ⁻

Each point is one factor. Top-right quadrant = profits in both rallies and crashes (crisis-resilient). Bottom-left = concave in both directions. Hover for names.