Showing 1 - 4 of 4
We give an explicit algorithm and source code for extracting expected returns for stocks from expected returns for alphas. Our algorithm altogether bypasses combining alphas with weights into "alpha combos". Simply put, we have developed a new method for trading alphas which does not involve...
Persistent link: https://www.econbiz.de/10012934054
Persistent link: https://www.econbiz.de/10012229145
Persistent link: https://www.econbiz.de/10011847616
Persistent link: https://www.econbiz.de/10012236797