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.
We also implemented the recursion exercises and graph traversal algorithms required for making use of our alpha graph data structures for machine trading:
Our last feature alpha report was here:
and we are happy to release the new feature report: