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HangukQuant Research
HangukQuant Research
Alpha of The Week (#83)

Alpha of The Week (#83)

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HangukQuant
Jan 02, 2023
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HangukQuant Research
HangukQuant Research
Alpha of The Week (#83)
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Preview of Alpha Report:

In a few days we release the new Russian Doll trading engine with statistical tests discussed in the paper we talked about here:

HangukQuant’s Newsletter
Probabilistic Analysis of Trading Systems, Paper
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3 years ago · 4 likes · HangukQuant

We recommend you revise the prior post to understand the code better.

Additionally, the previous Russian Doll was discussed here:

HangukQuant’s Newsletter
Russian Doll Testing Systems (Important!)
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3 years ago · 4 likes · HangukQuant

which we evolve in the next post too. I also recommend a revision of that. After that, we release new version of our market notes (160+ pages) and alpha strategies as per usual. Happy trading.

Alpha Report of The Week:

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