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Q3: Jonathan Larkin – Seeking Alpha? Try MORE Alpha Factors

Chat With Traders

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Alpha Factors and Classifiers

An alpha factor is Some kind of ranking or some kind of relative value across your universe You know of security. When you have a classifier you're talking about um a uh much reduced Output set. So Delaney was talking about a binary classifier You could classify stocks as you know ones or negative ones and the ones will be Uh stocks that are expected to significantly outperform and the negative ones could be stocks that you would expect to Significantly underperform Yeah, and I think that's something We're really going to get into during this episode is actually combining multiple alpha factors.

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