Alpha of The Week (#85)

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)

Alpha Report Preview:

Alpha Report of The Week (paid readers):