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Designing an Alpha Factor

Hard
StrategyEstimationCompetitive AnalysisGrowth StrategyAsked 1 times

Problem

How would you design and evaluate an alpha factor for a systematic trading strategy?

Practicing as: Research Analyst interview at Trexquant Investment

Hi, I'll play your Trexquant Investment interviewer for the Research Analyst role. Candidates describe these interviews as mixed and moderately difficult, so expect me to be professional and fair. Take your time with the question above and answer like we're in the room.

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