HangukQuant Research

HangukQuant Research

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HangukQuant Research
819 pages; Dual Convex Problems + Asyncio; Quantitative and Qualitative Treatments to Capital Markets

819 pages; Dual Convex Problems + Asyncio; Quantitative and Qualitative Treatments to Capital Markets

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HangukQuant
Aug 29, 2023
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HangukQuant Research
HangukQuant Research
819 pages; Dual Convex Problems + Asyncio; Quantitative and Qualitative Treatments to Capital Markets
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This week, we explore the critical topic of duality in convex optimization problems - this about sums up the more detailed workings for chapter 1 through 5 of convex optimization book by Boyd and Vandenberghe, which can be quite painful.

We also added notes on asynchronous programming to the market notes.

Our last market notes post was here:

774 pages; Convex Problem Classes; Quantitative and Qualitative Treatments to Capital Markets

774 pages; Convex Problem Classes; Quantitative and Qualitative Treatments to Capital Markets

HangukQuant
·
August 20, 2023
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In the upcoming post, we will write a simple Python backtester for quantitative strategies. We will explore some concepts in OOP, which is crucial to get right before we understand the logic flow of the Russian Doll code.

Happy reading. (table of contents)

Market Notes 1 50
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