Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
101 Alphas Project: Alpha#1

Tried to realize Alpha#1 of 101 Formulaic Alphas under 101 Alphas Project. I am research consultant at WorldQuant so after checking the current implementations on the forum I found that the meaning of various operators(functions) has been interpreted in different sense than what its meant (as per my understanding). Thus I am trying to realized them, this is the first one, hoping I can get some feedback which will help me realize few other alphas as well.

1 response

You might be interested at this.