Q3: Seeking Alpha? Try MORE Alpha Factors w/ Jonathan Larkin & Delaney Mackenzie

Aaron Fifield Podcast 1 Comment

All episodes of Chat With Traders x Quantopian mini-series are available here.

In practice, no one trading model will ever be that good on its own. Luckily statistics has come up with a lot of theory about how you can combine weaker models to create better overall predictions. We’ll discuss how to combine many different trading signals into overall models and some of the practical considerations in doing so.

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Topics of discussion:

  • Why you shouldn’t expect to make money on a single alpha factor.
  • Various techniques used to aggregate multiple alpha factors in one portfolio.
  • How many alpha factors is too many—at what point do returns begin diminishing?

Links and resources mentioned:

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