Formulaic Alphas
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In the previous post, we studied and implemented in Python a novel hypothesis testing method for time-series seasonality using prime-cycle periodicity:
Before that was our classical alpha report:
which was after our notes on linear algebra as part of the capital market notes:
In the posts to come, we continue and complete our series on abstract linear algebra, discussing new topics useful in computational problems such as invariant subspaces, diagonalization, isometries, jordan forms and singular value decomposition.
Happy trading!
Here is our alpha report (paid):