Three sources of alpha

qplum.co/alpha

Information
Structuring

Prediction

qplum.co/alpha

Information

 

 

 

Short term

Structuring

 

 

 

Medium term

Prediction

 

 

 

Long term

qplum.co/alpha

qplum.co/alpha

Information
Short term		 Works most of the time. Makes little bit of money.
Structuring
Medium term		 Works a fair bit of the time. Reasonable scale ~35% or so a year.
Prediction
Long term		 Very few big hits. When it works, its a winner.

How to quickly derive information from data

  • FPGA
  • Low latency network interface
  • High performance application programming in C++
  • Communication network like low latency microwave

qplum.co/alpha

Three sources of alpha

By Mitul Shah

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Three sources of alpha

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