HangukQuant Research

HangukQuant Research

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HangukQuant Research
HangukQuant Research
Alpha of The Week (#85)
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Alpha of The Week (#85)

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HangukQuant
Jan 16, 2023
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HangukQuant Research
HangukQuant Research
Alpha of The Week (#85)
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In a couple of days, I release the next alpha research paper, which has a little twist in it. It talks primarily about quantitaitve validation and adopting a more robust guideline around the analysis of performance results from scientific experiments conducted in the field of systematic trading.

How a strategy that looks like the following: (sharpe 0.28)

can be obscured to look like this. (sharpe 1.3)

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Alpha Report of The Week (paid readers):

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