Formulaic Alphas
In our most recent post, we updated the market notes with a gentle introduction to abstract linear algebraic theory, amounting to a growing set of 588 pages on both theoretical and practical handbook on quantitative trading.
In the post before, we released our classic alpha report:
Here we release yet another of our formulaic alphas:
(preview):
In our upcoming notes, we continue the linear algebra notes, adding onto sections on isomorphisms, products and quotients of vector spaces, as well as dual spaces.
Formulaic Alpha Report (pdf):