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.
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.