trimming
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Refining Alphas - Scaling and Trimming Alpas - AIM 53.2
Hi David. Could you please explain the process of Scaling and Trimming alphas (in the Topic - Grinold & Kahn. Chapter 16 - Refining Alphas - Scaling and Trimming Alpas - AIM 53.2) 1) how do i interpret this formula for scaling : Alpha = (Volatility) x (Information coefficient) x (Score)...- Hardy Noman
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- alpha grinold scaling trimming
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- Forum: P2.T9. Investment Management (15%)