Alpha of The Week (#86)

In a few days we release our updated notes, this time including treatments of Brownian motion, adapted from Shreve. Next week is an alpha research paper.

In case some of you have noticed, we have not changed the format of the alpha of the week reports in awhile - the reports were prepared in advance from some of our models back when we started this website. We have since then updated a significant part of our work, and we are working on some exciting new updates to the alpha reports…featuring more powerful functionality, features, statistics, datasets, asset classes and (in the future) interactive dashboards for you to play around with.

Preview:

Alpha Report of The Week: