Formulaic Alphas Documented
This post is dedicated to the design considerations, interpretation and usage of formulaic/quantitative alphas. The paper is available to all readers. These also serve as documentation for the formulaic alpha reports presented on our website.
The documentation is added to our pinned post:
You may also download the documentation here:
Preview:
Readers may suggest their own functions and compound functions to hangukquant@gmail.com for review. We will add them on a discretionary basis. Changes to the function specifications will be made to the document on the pinned post. For example, even though the plus operator is currently defined as a binary operator, we may modify it to take variable number of arguments in the future.
We will also update the roadmap pdf in the pinned post in the near future. In the coming posts, we add on to the market notes on portfolio management methods.
Best,
HangukQuant.