Alpha of The Week (#71)

Here’s your alpha of the week report - interestingly this strategy looks heavily regime dependent, with performance differing across country exposure. We are looking to add more content to our alpha reports, and being more explicit about the datasets involved in the future. For now, we will shelf this task (due to the wall of other requested upcoming content to cover) but it will be an upcoming feature!

Mid week we shared new Python libraries on rate limiting using a semaphore library that I wrote (open-source code!). In a few days time, we will be using this library to demonstrate a private MetaAPI SDK development and an order executor built on top of the SDK. Next, we will do some logging using our database service programmed, and develop a dashboard service using streamlit in Python to monitor our portfolio (also a reader request!)

This will have now brought us to a fully end-to-end quant system, which I might again review in another mega-post and write a paper on. For those of you who watched my Udemy lessons on building a quant system, what we will have developed here on Substack is the Udemy++ advanced version - which also required more sophistication in engineering and code ability. I encourage those of you who watched that to try to UP your level and develop better standards in quantitative/engineering ability - and we do intend to keep upp-ing the level in our analysis as we go forward. Keep up or get left behind…

Alpha of The Week Report: