Formulaic Alphas (1-Day Reminder for Offer)
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Reminder that our QT402 is now out, and the QT101-QT201-QT202-QT301-QT402 bundle offer for 40% haircut expires tomorrow.
https://hangukquant.thinkific.com/bundles/principal-quantitative-tools-for-systematic-trading
Moving on from quantitative options testing - this is our classical alpha report post.
This week’s report is an extremely intuitive one, using return autocorrelation/persistence as measure for forward returns.
Report (paid):