Q3: Jonathan Larkin – Seeking Alpha? Try MORE Alpha Factors

1

Introduction

00:00 • 4min

2

How I Got My Start in Quant Trading and Investing

03:32 • 2min

3

What Is a Classifier?

05:34 • 3min

4

The Evolution of the Classifier

08:27 • 3min

5

Alpha Factors and Classifiers

11:15 • 3min

6

Combining Alpha Factors to Improve Classifiers

14:05 • 3min

7

The Importance of Weak Classifiers

16:48 • 2min

8

How to Aggregate Multiple Alpha Factors Together

18:46 • 4min

9

How to Monitor the Lifespan of Your Factors

23:15 • 3min

10

How to Use Regression Models to Estimate Dependence

26:21 • 3min

11

The Benefits of Combining Multiple Alpha Factors

29:06 • 2min

12

How Machine Learning Aids in Aggregating Multiple Alpha Factors

30:45 • 2min

13

The Magic of Combining Multiple Factors

32:32 • 5min

14

The Importance of Sharp Ratio in Equity Strategies

37:24 • 2min

15

Ada Boost: A Machine Learning Algorithm That Gets the Answer Right

39:27 • 4min

16

How to Trade a Portfolio of 1000 Stocks

43:16 • 2min

17

How to Trade a Portfolio of 10 or 50 Assets

45:23 • 2min

18

Quantopian's Alpha Model and Ada Boost

46:59 • 4min