Formulaic Alphas
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In the previous post, we studied polynomials, eigenvectors, invariant subspaces, inner product spaces, upper and diagonal matrices et cetera.
In the upcoming post, we will take a look at operators on the inner product space, complex vector spaces and real vector spaces.
We then take a look at convex optimization, which we involve to show direct applications in writing/utilizing code for the problems faced in portfolio optimization.
In this week’s post, we release our classical quantitative alpha report:
Alpha Report (paid readers):