Chat With Traders

Q2: Jessica Stauth – Seeking Alpha? Try Alpha Factors

Nov 28, 2016
Ask episode
Chapters
Transcript
Episode notes
1
Introduction
00:00 • 2min
2
How to Be a Successful Quant Analyst
02:13 • 5min
3
How Starmine Built a Stock Ranking Model
07:01 • 2min
4
How to Maximize Your Revenue on Predictive Signals
09:28 • 3min
5
Fooled by Randomness by a C
12:56 • 2min
6
How to Select a Universe for a Quant Equity Strategy
14:59 • 5min
7
The Importance of Diversification in Trading
19:33 • 4min
8
How to Round Your Portfolio
23:12 • 3min
9
The Problem With Rounding Errors
25:49 • 2min
10
How to Make a Universe Selection Step in Advance
27:33 • 3min
11
The Difference Between Alpha Factor and Risk Factor
30:47 • 2min
12
The Importance of Alpha Factors in Trading
32:20 • 5min
13
How to Find an Alpha Factor to Predict Stocks' Going Up or Down
37:09 • 4min
14
How to Implement an Alpha Factor in a Portfolio
41:06 • 4min
15
The Pros and Cons of Combining Weekly Predictive Alphas
44:52 • 3min
16
What Is a Risk Factor?
47:43 • 3min
17
How to Evaluate Your Portfolio's Returns
50:43 • 4min
18
How to Invest in Companies in the Broad Market
54:22 • 2min
19
How to Avoid Bias and Overfitting Your Models
55:59 • 5min
20
How to Use Risk Factors to Evaluate Returns of Female CEOs
01:00:59 • 2min
21
How to Use Quantopin to Improve Your Portfolio Weights
01:02:59 • 2min
22
Machine Learning and Predictive Modeling in Finance
01:04:55 • 3min