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FINANCE, ACCOUNTING & TAX

Cross-sectional alpha signal generation

Task and verification

Design original cross-sectional alpha signals in a restricted formula DSL. Purged cross-validation, next-period rank IC, trading costs, turnover, overfit probability, novelty, and regime stress gate reward.

Tools and runtime

Formula DSL + CPCV + Rank IC + PBO + regime stress

OPENENV / QUANT

#alpha-generation#quant#equities#backtesting

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