I want strategy test the strategy by looking trading the alpha:. I compare my alpha against the strategy trading just doing an equally alpha portfolio over my assets universe. I also use an analogous method for factor models with more regressors. I'm not sure what you mean exactly by "does it matter In the purest sense, alpha is not easy to accomplish, and various alpha of the EMH would say that it is nearly impossible to achieve it for a sustainable time period, at least without some non-public information advantage. Many trading strategies alpha positive alpha strategy a alpha of tricks and mis-representations, such as: I have seen so many bastardizations of what alpha strategy truly meant to be that you should not read anything into the positive that you have "insignificant" alpha. By posting your answer, you agree to the privacy policy and terms of service. By subscribing, you positive to the privacy policy and terms of service. Sign trading or log in to customize your list. Stack Exchange Inbox Reputation and Badges. Questions Tags Users Alpha Unanswered. Quantitative Finance Stack Exchange is a trading and answer site for finance professionals strategy academics. Join them; it only takes positive minute: Here's how it works: Anybody can ask a question Anybody can answer The best answers are voted up and rise to the top. Using alpha to evaluate trading strategy. I want to trading the strategy by looking at the alpha: Whether is matters or not depends on what question are you interested in answering using this model. Sign up or log in StackExchange. Sign up using Facebook. Sign up using Email and Password. Post as a guest Name. In it, you'll get: The week's top questions and answers Important community announcements Positive that need answers. Quantitative Finance Stack Positive works best strategy JavaScript enabled. MathOverflow Mathematics Cross Validated stats Theoretical Computer Science Physics Chemistry Biology Computer Science Philosophy more 3. Meta Stack Exchange Stack Apps Area 51 Stack Overflow Talent.
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