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.
We also implemented the programmatic encoding and decoding of alpha rules with graph data structures for machine trading:
Our previous feature alpha report is:
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: