Formulaic Alphas
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In the last post we shared some notes on asynchronous programming:
Our last market notes explored convex problem classes, which are critical in problems for portfolio optimization:
In the next post, we will look at duality in convex optimization. We will then go ahead and implement a simple, vanilla backtesting module in Python and further explore the basics of quantitative backtesting and programming.
This week - we are glad to release our new alpha report (paid):