HangukQuant Research

HangukQuant Research

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HangukQuant Research
Formulaic Alphas
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Formulaic Alphas

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HangukQuant
Jul 22, 2023
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Formulaic Alphas
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In the last post, we looked at advanced topics in the treatment of matrices, looking at Rayleigh Quotients, Schur complements and their implications as preface into studying the theory of convex optimisation.

702 pages; Quantitative and Qualitative Treatments to Capital Markets; Some Notes on Matrices

702 pages; Quantitative and Qualitative Treatments to Capital Markets; Some Notes on Matrices

HangukQuant
·
July 20, 2023
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We also implemented the recursion exercises and graph traversal algorithms required for making use of our alpha graph data structures for machine trading:

Traversal Algorithms for Alpha Tree/Graph and Recursion Exercises

Traversal Algorithms for Alpha Tree/Graph and Recursion Exercises

HangukQuant
·
July 17, 2023
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Our last feature alpha report was here:

Formulaic Alphas

Formulaic Alphas

HangukQuant
·
July 12, 2023
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and we are happy to release the new feature report:

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