HangukQuant Research

HangukQuant Research

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HangukQuant Research
Formulaic Alphas
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Formulaic Alphas

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HangukQuant
Sep 28, 2023
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HangukQuant Research
HangukQuant Research
Formulaic Alphas
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..preview..

..

In our last post, we did an in depth, intuitive discussion of volatility targeting and implemented it on our Alpha library:

Code Walkthrough for the Alpha Simulator: Simple Trend Rule with Volatility Targeting

HangukQuant
·
September 23, 2023
Code Walkthrough for the Alpha Simulator: Simple Trend Rule with Volatility Targeting

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Our last formulaic alpha report was here:

Formulaic Alphas

Formulaic Alphas

HangukQuant
·
September 20, 2023
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In the next post, we answer the question of how to express relative differences in EV for position sizing.

We are glad to release our new formulaic alpha report for paid readers: (paid)

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