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Market-Neutral Strategies

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 Guy R. Fleury, Independent Computer Software Professional

 Tuesday, May 29, 2018

Recently, Quantopian released its white paper: Quantopian Risk Model where they discuss market-neutral and beta-neutral stock trading strategies. The purpose of the paper was to show what is required, at least for them, or more likely, what their contest participants should seek when designing market-neutral trading strategies. That is if they wanted to be part of the small and select group that might see their trading program receive a funding allocation and get a participation in the generated profits. I disagreed with some of the findings. And posted the following on their forum. It leads to an HTML file where I make my arguments. There is some math, but it is not necessary to understand what is being put forward. The formulas are fully explained. http://alphapowertrading.com/quantopian/01-Quantopian_Problems.html


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