worldquant alphas:International Quant Championship 2024
International Quant Championship 2024
Teamsof1to4memberscompeteinauniversityroundusingtheWorldQuantBRAINplatformtocreatealphas.Allteammembersmustbefromthesameuniversity.。其他文章還包含有:「101FormulaicAlphas」、「ASimplerWaytoCalculateWorldQuant101Alphas」、「BRAIN」、「GlobalAlphathon」、「Harvey-SunWorld_Quant」、「WorldQuant101Alpha因子指标库」、「WorldQuant101Alphas」、「WorldQuantInternationalQuantChampionship」、「寻找市场...
查看更多 離開網站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 ...
A Simpler Way to Calculate WorldQuant 101 Alphas
https://medium.com
The formulas of 101 quantitative trading alphas used by WorldQuant were presented in the paper 101 Formulaic Alphas.
BRAIN
https://www.worldquant.com
* Alphas are mathematical models that seek to predict the future price movements of various financial instruments.
Global Alphathon
https://www.worldquant.com
*Alpha 是一种旨在预测各种金融工具未来价格走势的数学模型。 第1 阶段:预选赛. 8 ... 小组成员(1 到4 名)将参加线上国家预选赛,在WorldQuant BRAIN 平台上构建alpha 模型。
Harvey-SunWorld_Quant
https://github.com
该Repository下每个文件下是对World Quant 101 alphas中的一个的复制,其中WQ_Alphas_Analysis.py是计算各个因子的代码,以及对因子进行分组分析的代码,而类似#041文件下 ...
WorldQuant 101 Alpha 因子指标库
https://github.com
本教程详细介绍了 wq101alpha 模块的实现原理和用法。该模块用DolphinDB 内置函数实现了WorldQuant 101 alpha 因子,具有简单准确、高效快速、批流一体的特点。
WorldQuant 101 Alphas
https://docs.dolphindb.com
This tutorial introduces how to calculate 101 alphas with DolphinDB built-in functions in the wq101alpha module.
WorldQuant International Quant Championship
https://jglazar.github.io
The WorldQuant International Quant Competition revolves around alphas: portfolio construction algorithms that assign weights to stocks in a given universe.
寻找市场中的Alpha(上):WorldQuant的阿尔法设计理念原创
https://blog.csdn.net
WorldQuant中提及的alpha是一个数学表达式,用来预测各种金融工具的未来走势。 alpha同时也是对每种金融证券收益率的预测。 如果用alpha反映每日每种金融证券收益率,同时每种金融证券的配置头寸比例与alpha成正比,则组合的回报率与标准差之比(也称为α的信息比率)可以达到最大化。