HangukQuant Research

HangukQuant Research

Share this post

HangukQuant Research
HangukQuant Research
Quantitative and Qualitative Treatments to Capital Markets; 660 pages; Notes on Abstract Linear Algebra (PART IV)
Copy link
Facebook
Email
Notes
More

Quantitative and Qualitative Treatments to Capital Markets; 660 pages; Notes on Abstract Linear Algebra (PART IV)

HangukQuant's avatar
HangukQuant
Jun 24, 2023
∙ Paid
2

Share this post

HangukQuant Research
HangukQuant Research
Quantitative and Qualitative Treatments to Capital Markets; 660 pages; Notes on Abstract Linear Algebra (PART IV)
Copy link
Facebook
Email
Notes
More
Share

Preview of Notes

…

…

Last week we studied polynomials, eigenvectors and invariant subspaces, inner product spaces, upper and diagonal matrices et cetera. This week, we take a look at operators on the inner product space, investigating practically important linear maps such as self-adjoint, positive semidefinite and isometric operators, as well as techniques such as polar decomposition and singular value decomposition useful in computational algebra.

This leaves two more notes in our abstract linear algebra series. We are nearing the end of our second year on the HangukQuant blog, where we transitioned to being more engaged in discussing the practice of quantitative research, rather than the end product alone. To recap, we began with sharing useful code such as engineering data service layers, performance profiling backtest engines and designing credit API throttlers using a semaphore:

Data Service Layer for Your Quant System - With Code

Data Service Layer for Your Quant System - With Code

HangukQuant
·
July 31, 2022
Read full story
Flirting with CPUs - Advanced Backtesting in Python (with Code) v1

Flirting with CPUs - Advanced Backtesting in Python (with Code) v1

HangukQuant
·
September 10, 2022
Read full story
New Python Libraries! Credit Semaphores + Plan Ahead

New Python Libraries! Credit Semaphores + Plan Ahead

HangukQuant
·
October 13, 2022
Read full story

and then introduced some interesting papers on quant alpha modelling and strategy development:

Mean Reversion Trading by Recalibration of Macro FX Policy of a Managed Float ; S$NEER

Mean Reversion Trading by Recalibration of Macro FX Policy of a Managed Float ; S$NEER

HangukQuant
·
November 10, 2022
Read full story
Trading Currency Flows and More on Currency Premiums

Trading Currency Flows and More on Currency Premiums

HangukQuant
·
November 17, 2022
Read full story

Also, we looked at enhancing our quant library with some useful tools:

Adjustment of Hypothesis Tests for Dynamic Universe, First and Second Order Approximations with Applications to Statistical Signifiance of Quantitative Trading Strategies.

Adjustment of Hypothesis Tests for Dynamic Universe, First and Second Order Approximations with Applications to Statistical Signifiance of Quantitative Trading Strategies.

HangukQuant
·
January 24, 2023
Read full story
Extension of the Quadratic Risk Optimizer on the N-Alpha Problem with CVXOPT

Extension of the Quadratic Risk Optimizer on the N-Alpha Problem with CVXOPT

HangukQuant
·
April 1, 2023
Read full story
Seasonality in Commodities Market and Generalized Seasonality Test via Sequential Regression Testing of Prime Cycle Periodicity

Seasonality in Commodities Market and Generalized Seasonality Test via Sequential Regression Testing of Prime Cycle Periodicity

HangukQuant and Quant Arb
·
June 9, 2023
Read full story

while developing and compiling the scientific theory behind the math and statistical methods driving quantitative research:

Quantitative and Qualitative Treatments to Capital Markets; 643 pages; Notes on Abstract Linear Algebra (PART III)

Quantitative and Qualitative Treatments to Capital Markets; 643 pages; Notes on Abstract Linear Algebra (PART III)

HangukQuant
·
June 17, 2023
Read full story

Moving forward into the next year, we hope to continue the tango between theory and practice of quantitative methods. While we are on a roll, we hope to cover convex optimization theory, which will utilize many concepts discussed in the linear algebra series. We will then come full circle to start our coding series again, developing more advanced quant libraries in Python.

Market Notes (paid):

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2025 QUANTA GLOBAL PTE. LTD. 202328387H.
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share

Copy link
Facebook
Email
Notes
More