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Reverse Engineering DynamicHedge’s Alpha Curves, Part 1 of 3: Dynamic Time...
DynamicHedge recently introduced a new service called “alpha curves”: the main idea is to find patterns in returns after certain events, and present the most frequently occurring patterns. In their own...
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Reverse Engineering DynamicHedge’s “Alpha Curves”, Part 2.5 of 3: DTW...
Averaging financial time series in a way that preserves important features is an interesting problem, and central in the quest to create good “alpha curves”. A standard average over several time...
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