Flirting with Models cover image

Asif Noor – Modern Systematic Macro (S6E9)

Flirting with Models

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The Conditional Interaction Between Short and Long Term Alpha Signals

I was wondering if you could talk a little bit about how you think about the conditional interaction between these different timeframes. I'm not sure I agree with the point that actually because longer term alphas. We don't know when that longer term alpha will be realized If it's something that's over three month horizon is a month three that we realize it or month one. So, short term signals are telling you that this opportunity there we should then make sure we execute that longer termalpha.

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