Flirting with Models cover image

Asif Noor – Modern Systematic Macro (S6E9)

Flirting with Models

00:00

How to Sunset Old Alpha Signals

The number of alpha signals over the last 10 15 years that you would incorporate into a program like this has grown by an order of magnitude, call it 10 15 signals, maybe 20 years ago to potentially hundreds of signals today. Can you talk a little bit about your process for what it takes to introduce a new alpha signal and then maybe conversely how you think about sunsetting old alpha signals? "Our firm belief is that no set of models are actually good forever," he says.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app