Formulaic Alphas (free for all readers)
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In the last post, we built a no-code quantitative backtest engine in Python for a simple alpha rule:
Our last market notes transitioned to applied mathematics, introducing an overview to convex optimization.
Our last formulaic alpha report was featured here:
In the posts to come, we will continue our exploration in the quantdev series, integrating the no-code engine to our proprietary backtesting module, the Russian Doll Python library. We will also further explore the mathematics of convex optimization.
August has arrived, which also means it is our anniversary on Substack. 2 years, ~5000 readers, and ever growing. I think many will agree our second year was lot more value-add than the first. Our third year…we will be even better. I am grateful for all of you. The alpha report this week is open for all readers to download and peruse.
Happy week to y’all.