Alpha of The Week (#84)
Preview of Alpha Report:
Happy trading!
In a few days we release our lecture notes that include in the probability section now a measure theoretic treatment, and combinatorics methods.
The next week’s work will contain alpha research pertaining to trading equities due to mispricing from managerial behavior. Here’s the equity log pnl curve for that report, to wet your tastebuds.
Alpha Report of The Week: a mean reversion formula, but perhaps not that surprising? (paid report)