HangukQuant Research

HangukQuant Research

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HangukQuant Research
Formulaic Alphas
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Formulaic Alphas

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HangukQuant
Jul 12, 2023
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HangukQuant Research
HangukQuant Research
Formulaic Alphas
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In the last post, we rounded up the abstract linear algebra series with our notes on matrix trace and determinants.

691 pages; Quantitative and Qualitative Treatments to Capital Markets; Notes on Abstract Linear Algebra (PART VI)

691 pages; Quantitative and Qualitative Treatments to Capital Markets; Notes on Abstract Linear Algebra (PART VI)

HangukQuant
·
July 10, 2023
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We also implemented the programmatic encoding and decoding of alpha rules with graph data structures for machine trading:

Programmatic Quant Alpha Encoding with Python

Programmatic Quant Alpha Encoding with Python

HangukQuant
·
July 8, 2023
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Our previous feature alpha report is:

Formulaic Alphas

Formulaic Alphas

HangukQuant
·
July 5, 2023
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Moving on, we will continue with recursion exercises and traversal algorithms required for the alpha graph/tree, which we will use extensively as subroutines in writing algorithms for advanced quantitative testing. On the market notes, we add some advanced topics in linear algebra and begin lectures on convex optimization.

We release our classic alpha report in this post:

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