This paper presents 101 explicit formulaic alphas for quantitative trading, complete with computer code. The alphas have an average holding period ranging from 0.6 to 6.4 days and exhibit a low average pairwise correlation of 15.9%, indicating diversification benefits. The empirical analysis shows that alpha returns are strongly correlated with volatility but have no significant dependence on turnover, confirming earlier indirect findings. Additionally, turnover is found to have poor explanatory power for alpha correlations. The work provides a valuable resource for practitioners and researchers in quantitative finance, offering a diverse set of trading signals with transparent construction.