May 10, 2011

My first research paper: Alpha Power: Adding More Alpha to Portfolio Return (2007), was my attempt to describe and explain what my research in random stock data generation was doing. Even with stock price series randomly generated, you could extract alpha points by developing trading strategies using methods that would increase the ongoing inventory as time evolved.

The paper describes the theoretical backdrop for the proposed methodology. It attempts to show why a controlled portfolio environment can lead to higher profits based on an inventory and risk management program.