| Figure 4.1 - Alpha factor research and execution workflow.png | 22.7 KB | |
| Figure 4.10 - Cumulative return by quantile for a 5-day holding period.png | 229.4 KB | |
| Figure 4.11 - Distribution of the period-wise return by factor quintile.png | 212.9 KB | |
| Figure 4.12 - Moving average of the IC for 5-day horizon.png | 382.2 KB | |
| Figure 4.13 - IC by year.png | 48.1 KB | |
| Figure 4.2 - Returns on various risk factors.png | 277.5 KB | |
| Figure 4.3 - Correlation between the VIX and the S&P 500.png | 404.6 KB | |
| Figure 4.4 - Bollinger Bands and relative strength index.png | 481 KB | |
| Figure 4.5 - Kalman filter as a graphical model.png | 21 KB | |
| Figure 4.6 - Kalman filter versus moving average.png | 359.4 KB | |
| Figure 4.7 - Daubechies wavelets.png | 140.2 KB | |
| Figure 4.8 - Wavelet denoising with different thresholds.png | 456.2 KB | |
| Figure 4.9 - Mean period return by factor quantile.png | 66.4 KB | |
