MicroAlpha

MicroAlpha Files: Why Short-Lived Alpha Dies Faster Than You Think

MicroAlpha Files: Why Short-Lived Alpha Dies Faster Than You Think MicroAlpha Is the Alpha You Don’t Get to Keep In high-frequency trading, discovering an alpha signal is only the beginning. The real battle starts after the signal is discovered. A model may predict the next price movement with statistical significance. A machine-learning model may identify […]