TY - JOUR T1 - Capturing Alpha in the Alpha Capture System: <em>Do Trade</em> <br/> <em>Ideas Generate Alpha?</em> JF - The Journal of Investing SP - 11 LP - 18 DO - 10.3905/joi.2011.20.1.011 VL - 20 IS - 1 AU - Jean W. Thomas Y1 - 2011/02/28 UR - https://pm-research.com/content/20/1/11.abstract N2 - In the wake of recent failures of such factors as price momentum and estimate revision to generate excess returns to traditional and quantitative strategies, this study explores the potential for using Trade Ideas as a new source of alpha in long-only and hedge strategies.TOPICS: Factor-based models, portfolio construction, big data/machine learning ER -