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101 Formulaic Alphas

What do 101 real-life Quant Trading Signals look like?

Paper “101 Formulaic Alphas” https://ssrn.com/abstract=2701346 (freely downloadable PDF) gives explicit formulas – which are also computer source code – for 101 real-life quantitative trading signals (alphas). 26,000+ downloads.

 

 

Antonio Caldas

Program/Project/HR and Risk manager with 15+ years mix-industry, with a particular emphasis in Banking & Financial Services. Active in risk management, market risk control, front office risk management, product control, change and transformation management, business analysis and business process improvement for global capital markets and investment banking, covering a multiple range of asset classes.

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