Alpha Factor Research Methods
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01. Case Studies Intro
02. install libraries
03. Overnight Returns Abstract
04. Overnight Returns Possible Alpha Factors
05. Overnight Returns Data, Universe, Methods
06. Overnight Returns: Methods: Quantile Analysis
07. Overnight Returns exercise
08. Winners and Losers in Momentum Investing
09. Winners and Losers: Accelerated and Decelerated Gains and Losses
10. Winners and Losers: approximating curves with polynomials
11. Winners and Losers Content Quiz
12. Winners and Losers: Creating a joint factor
13. Winners and Losers in Momentum Exercise
14. Skewness and Momentum: Attentional Bias
15. Skewness and Momentum: Defining Skew
16. Skewness and Momentum: Momentum Enhanced or weakened by Skew
17. Skewness and Momentum: Conditional Factor
18. iVol: Value and Idiosyncratic volatility Overview
19. iVol: Arbitrage and Efficient Pricing of Stocks
20. iVol: Arbitrage Risk
21. iVol: Idiosyncratic Volatility
22. iVol: Value, Fundamental or Discretionary Investing
23. iVOL: Quantamental Investing
24. iVol: Joint Factor: Volatility Enhanced Price Earnings Ratio
25. iVol: Generalizing the volatility Factor
26. Summary
27. Interlude
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06. Overnight Returns: Methods: Quantile Analysis
M4 L3b 05 Overnight Returns Methods Quantile Analysis V3
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