Download PDF report HERE: — Download PDF report HERE: Alpha Review 0-9 Mentioned Last Week: we are excited to share... Although the dates September through February is a fairly short period…hangukquant.substack.com Mentioned Last Week: we are excited to share… Alpha Performance Reviews on HangukQuant alphas shared in the past. Although the dates September through February is a fairly short period, I think it is still an interesting statistic to keep track of our live performance, to answer the question: does anything we do even work?

Hi Readers, since writing about a third of a year back, I have gotten a fair bit of following on quantitative topics — and I thought it… — Hi Readers, since writing about a third of a year back, I have gotten a fair bit of following on quantitative topics — and I thought it would be a good time to tell you that I am really posting alot more on Substack. I have started writing Alpha Reports…

Now, that we have discussed the volatility targeting approach on the strategy level, we can talk about the overall strategy level… — Now, that we have discussed the volatility targeting approach on the strategy level, we can talk about the overall strategy level targeting. In particular, we argued that there is loss in risk exposure, due to the imperfect correlation of the positions held. …