What we do

If you need alpha generating strategies, then you need AlphaLetters.

AlphaLetters is dedicated to bringing the most up-to-date, high-quality quantitative finance research to your desktop. Each day we scout the major finance research resources (including finance research portals, leading finance journals, university working paper websites and conference/association websites, a detailed list can be found in “How we do it” section) and identify papers based on which investment professionals can build profitable strategies and improve their portfolio management.

Our products include:

1. Monthly AlphaLetters newsletter

In each letter we select and comment on 5 papers that are directly relevant to investment professionals. The topics range from new investment strategies (e.g. accrual strategy) to portfolio construction (e.g. refining portfolio optimization). For each paper we usually include the source (web address), a short summary and our comments.

2. Customized search

Clients specify their needs in certain topics (e.g. trading cost estimation). We then summarize the existing, high-quality researches and/or track these topics and notify clients whenever the newest relevant research becomes available.