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Quant Portfolio Approach to Alpha Generation and Retention

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Alpha Capture

Quantitative Portfolio Approach to Alpha Generation and Retention

Robust Analytic and Numerical Tools, Data Cleaning and Modelling, Forecasting, Filters, Optimisers, Algorithms, Backtesting, Cross Validation, Out of Sample Testing, and Decision Making - applying a quantitative portfolio approach to the life cycle of investing.

Alpha Generation:Probability Weighted Decision Making and Opportunity Identification

Alpha Capture: Signal Management in Real Time

Alpha Retention: Risk Management, Loop Implementation

  1. SMA(20) applying PyAlgoTrade Library