Formulaic Alphas (1-Day Reminder for Offer)

Jan 29, 2024

∙ Paid

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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.

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):

HangukQuant Research