Q2: Jessica Stauth – Seeking Alpha? Try Alpha Factors
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How to Select a Universe for a Quant Equity Strategy
This episode we're covering various factors in a quant workflow including alpha factors and risk factors. We also go through some examples of these as well before we do so though let's start with universe selection. So what are some of the ways that quants decide which products or markets to include in the universe for a particular strategy or portfolio sure? I'm going to take the attack of answering this with respect to sort of a cross-sectional quant equity strategy.
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