RT Journal Article
SR Electronic
T1 Capturing Alpha in the Alpha Capture System: <em>Do Trade</em>
               <br/>
               <em>Ideas Generate Alpha?</em>
JF The Journal of Investing
FD Institutional Investor Journals
SP 11
OP 18
DO 10.3905/joi.2011.20.1.011
VO 20
IS 1
A1 Jean W. Thomas
YR 2011
UL https://pm-research.com/content/20/1/11.abstract
AB 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