HangukQuant Research

HangukQuant Research

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HangukQuant Research
730 pages; Convex Sets and Preservations of Convexity; Quantitative and Qualitative Treatments to Capital Markets
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730 pages; Convex Sets and Preservations of Convexity; Quantitative and Qualitative Treatments to Capital Markets

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HangukQuant
Aug 02, 2023
∙ Paid
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HangukQuant Research
HangukQuant Research
730 pages; Convex Sets and Preservations of Convexity; Quantitative and Qualitative Treatments to Capital Markets
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In this post, we continue our notes on convex optimisation. In particular, we take a deeper look at convex sets and convexity-preserving operations. We also look at the conditions for convexity. These topics form the bedrock for understanding the different ways in which convexity can present itself in a problem.

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Our last lectures notes were here:

715 pages; A Gentle Introduction to Convexity; Quantitative and Qualitative Treatments to Capital Markets

715 pages; A Gentle Introduction to Convexity; Quantitative and Qualitative Treatments to Capital Markets

HangukQuant
·
July 24, 2023
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and our last alpha report was here (available for all readers):

Formulaic Alphas (free for all readers)

Formulaic Alphas (free for all readers)

HangukQuant
·
July 30, 2023
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In the previous quant dev post:

Building a No Code Quantitative Backtest Engine for Machine Trading (with Python)

Building a No Code Quantitative Backtest Engine for Machine Trading (with Python)

HangukQuant
·
July 27, 2023
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we built a no code solution to the evaluation of quantitative alphas through a systematic graph based data structure. In the next post, we will integrate this into our Russian Doll Python backtesting module to get access to the full range of statistical and analytical tools in that library.

Here is the full notes: (paid, 730 pages)

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