Investment Thesis
Our strategy uses a multi-alpha framework. The strategy consist of both long and long-short alphas, implementing common ideas such as momentum, reversion, and fundamental investing ideas.
The strategy currently assign equal weights to all alphas. We are planning to update the algorithm in the future, utilizing machine learning for dynamic alpha weighting.
Ng Ka Ming
Quant League Competitions
Competition entry updated by Ng Ka Ming
Quant League Competitions
Competition entry updated by Ng Ka Ming
Quant League Competitions
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