Unified Stream and Batch Processing of WorldQuant 101 Alphas in DolphinDB

In 2015, the formulas of 101 quantitative trading alphas used by WorldQuant were presented in the paper 101 Formulaic Alphas. To conveniently calculate these 101 alphas in DolphinDB, you can use the functions encapsulated in the module wq101alpha (wq101alpha.dos).

This module has the following advantages over Python:

Better Performance: DolphinDB outperforms Python by a median of 15.5x. For 27.5% of the alphas, DolphinDB is more than 100 times faster than Python.

Unified Stream and Batch Processing: Functions defined in this …

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