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Cross-Sectional Factor Structure

A live factorization of the factor book. Every name in the universe is scored on ~30 factors each session; this page eigendecomposes that panel to reveal how many independent bets it really contains (effective dimensionality), which systematic components dominate (principal components + the factors that define them), and which factors are redundant (collinear pairs). Real PCA + correlation on the live slice — no values fabricated.

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