WorldQuant alpha example：The Power of Exponential Thinking
The Power of Exponential Thinking
2022年12月20日—Alphasaremathematicalmodelsthatseektopredictthefuturepricemovementsofvariousfinancialinstruments.Instancesofexceedinggoalsin ...。其他文章還包含有：「101FormulaicAlphas」、「Couldyouaddasamplecodeforalpha101formula?」、「Harvey-SunWorld_Quant_Alphas」、「Improvetheimplementationofworldquant101alphafactors...」、「UnifiedStreamandBatchProcessingofWorldQuant101...」、「WhatdogoodA...
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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.
Improve the implementation of worldquant 101 alpha factors ...
https://stackoverflow.com
Take the example of alpha factor #4: (-1 * Ts_Rank(rank(low), 9)). This is a momentum alpha signal. low is a panel of stocks' low price ...
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 ...