Q3: Jonathan Larkin – Seeking Alpha? Try MORE Alpha Factors
Chat With Traders
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How to Aggregate Multiple Alpha Factors Together
There's a few different ways that you can start approaching this. You know individual factors may not be very good on their own. The simplest approach would just be averaging them together and and not doing anything else. Machine learning has come to the forefront in the last five years or so where it really does outperform other techniques.
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