Q3: Jonathan Larkin – Seeking Alpha? Try MORE Alpha Factors
Chat With Traders
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The Importance of Weak Classifiers
A lot of single alpha factors, um, you know, have decayed over time. Many market participants think that weak factors are no longer useful or no longer profitable. Part of the magic of ensemble learning is that it can be additive to a combined model. It doesn't there need to be some sort of time factor involved for I like the time span for how far ahead it's predicting.
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