WorldQuant alpha example:Improve the implementation of worldquant 101 alpha factors ...

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
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 ...

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Could you add a sample code for alpha 101 formula?
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 ...

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Harvey-SunWorld_Quant_Alphas
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.

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The Power of Exponential Thinking
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 ...

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Unified Stream and Batch Processing of WorldQuant 101 ...
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 ...

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What do good Alphas in Worldquant's WEBSIM look like?
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.

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World Quant Finding Alphas-1
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 ...