Alpha of The Week (#83)
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:
We recommend you revise the prior post to understand the code better.
Additionally, the previous Russian Doll was discussed here:
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: