SSRNTrading, Microstructure & Execution
Short-Term Signals: Unlocking Alpha
Unlocking Alpha: Investors can achieve substantial net alpha by combining short-term signals with advanced trading rules in a liquid global universe, which helps to reduce transaction costs.
Featured in No. 30 on 20 Dec 2023 ·
- Released
- 1 Jun 2022
- First featured
- No. 30 · 20 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4664417
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).