June 18th, 2011
Just putting the finishing touch to my new paper: Alpha Power: The Implementation. It should be released shortly.
It covers simulations done on real market data over the 5.83 years of data (1500 days) made available on the simulation platform provided on the old Wealth-Lab 4 website. From the first draft in April to the end of the Livermore challenge in June where performance started with about a 47% annual compounded return over the investment period to over 100% by the end of the challenge.
The paper also covers the theoretical background that led to the Alpha Power wealth generation formula. From the first paper to its latest iteration. I hope that the description of this quest for alpha points can be useful to some.
Released update: Alpha Power: The Implementation