
Q3: Jonathan Larkin – Seeking Alpha? Try MORE Alpha Factors
Chat With Traders
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The Benefits of Combining Multiple Alpha Factors
Just from first principles and you know, just Discarding um, uh any kind of advanced sophisticated machine learning. There are a few different ones on linear regression models Absolutely Um now just continuing on the the point of aggregating multiple alpha factors Let's say you have an alpha factor which is is really good. It's it's a good alpha factor Is that something you would still want to combine with, uh, weaker alpha factors? If you have factors that have zero correlation to each other, you will always want to combine those.
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