WorldQuant alpha example：Improve the implementation of worldquant 101 alpha factors ...
Improve the implementation of worldquant 101 alpha factors ...
2022年9月12日—Taketheexampleofalphafactor#4:(-1*Ts_Rank(rank(low),9)).Thisisamomentumalphasignal.lowisapanelofstocks'lowprice ...。其他文章還包含有：「101FormulaicAlphas」、「Couldyouaddasamplecodeforalpha101formula?」、「Harvey-SunWorld_Quant_Alphas」、「ThePowerofExponentialThinking」、「UnifiedStreamandBatchProcessingofWorldQuant101...」、「WhatdogoodAlphasinWorldquant'sWEBSIMlooklike?...
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101 Formulaic Alphas
https://arxiv.org
In this section we describe some general features of our 101 formulaic alphas. The alphas are proprietary to WorldQuant LLC and are used here ...
Could you add a sample code for alpha 101 formula?
https://lightrun.com
But I want to use the qstrader to write the sample code for worldquant alpha 101's formula. I am not familiar the qstrader. I don't know how to get the ...
Harvey-SunWorld_Quant_Alphas
https://github.com
World Quant 101 alphas的计算和策略化. Contribute to Harvey-Sun/World_Quant_Alphas development by creating an account on GitHub.
The Power of Exponential Thinking
https://www.worldquant.com
Alphas are mathematical models that seek to predict the future price movements of various financial instruments. Instances of exceeding goals in ...
Unified Stream and Batch Processing of WorldQuant 101 ...
https://medium.com
To calculate alphas with industry information, you need to specify a table as the input. Take alpha 48 as an example: You can also use function ...
What do good Alphas in Worldquant's WEBSIM look like?
https://www.quora.com
Think like this, a good alpha is the one which the company can actually use for trading purposes with a good profit, low risk and low trading cost.
World Quant Finding Alphas-1
https://www.studocu.com
FINDING ALPHAS. A QUANTITATIVE APPROACH TO BUILDING TRADING. STRATEGIES. Igor Tulchinsky et al. WorldQuant Virtual Research Center. Dedicated to All at ...