HangukQuant Research

HangukQuant Research

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HangukQuant Research
HangukQuant Research
Alpha of The Week (#81)
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Alpha of The Week (#81)

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HangukQuant
Dec 19, 2022
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HangukQuant Research
HangukQuant Research
Alpha of The Week (#81)
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Preview:

In a few days we release our paper on statistical testing for trading systems. We conduct hypothesis tests to for skill, timing and overall management. We implement the code and release an advanced version of the Russian Doll that integrates statistical testing methods into our backtest engine. It will be super fun and useful. See you then.

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