Formulaic Alpha
In the previous post, we extended our Russian Doll backtesting engine to incorporate the quadratic optimizer.
We are proud to release our formulaic alpha report for the week. In the coming posts, we are experimenting with further portfolio management methods and adding onto the code libraries.
p.s. we are doing spring cleaning for our code base, and working on cleaning up some of the old projects, so that we can bring in the new and write even better ones. we appreciate your understanding for (if any) delayed posts over the next week or so.
Alpha Report (paid readers):