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by songshu
September 2nd, 2023, 3:41 am
Forum: Book And Research Paper Forum
Topic: How to read 101 Formulaic Alphas by Kakushadze?
Replies: 7
Views: 33006

Re: How to read 101 Formulaic Alphas by Kakushadze?

Hi tagoma,
Yeah I've read the appendix and still it's  not enough to understand the strategies. Apparently the notation was invented by worldquant..I think I found some documentation on their website after creating an account. Thanks for responding to my question tagoma. :)
by songshu
September 1st, 2023, 3:23 pm
Forum: Book And Research Paper Forum
Topic: How to read 101 Formulaic Alphas by Kakushadze?
Replies: 7
Views: 33006

How to read 101 Formulaic Alphas by Kakushadze?

Hi guys,  I'm currently going through a paper titled " 101 Formulaic Alphas " by kakushadze but I don't know how to read the formulas. For example Alpha #41:  (((high * low) ^ 0.5) - vwap) So does it mean to take the square root of the product of the high price and low price for the day th...