Alpha Cloning: Using Quantitative Techniques and SEC 13f Data for Equity Portfolio Optimization and Generation
Daniel M. DiPietro
The Journal of Financial Data Science Fall 2019, 1 (4) 159-171; DOI: https://doi.org/10.3905/jfds.2019.1.008
Daniel M. DiPietro
is a quantitative analyst at Rebellion Research in New York, NY
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In this issue
The Journal of Financial Data Science
Vol. 1, Issue 4
Fall 2019
Alpha Cloning: Using Quantitative Techniques and SEC 13f Data for Equity Portfolio Optimization and Generation
Daniel M. DiPietro
The Journal of Financial Data Science Oct 2019, 1 (4) 159-171; DOI: 10.3905/jfds.2019.1.008