Q3: Jonathan Larkin – Seeking Alpha? Try MORE Alpha Factors
Chat With Traders
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Combining Alpha Factors to Improve Classifiers
A single alpha factor is a weak classifier. By combining multiple models that all have some predictive power, you can reduce the noise around your signal. There's a whole branch of statistics and machine learning which deals with combining these things. The end result is this new kind of monster classifier Uh, which is just much better than any of them on their own.
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