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I am building some well known equity factors on the S&P for research purposes. It means those are going to be used for general evaluation purposes but do not need to be replicable. Would it be a good idea to calibrate each factor daily?

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Depends on what factors you are considering. Things like momentum can be calibrated daily. For Factors like value, it may be a good idea to calibrate monthly.

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The issue with daily data is that it is too noisy. The alternative is to use monthly data but there is a lag.

Hence, using daily data might be ur best option.

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