06. scaling alpha factor
M8l2 06 Scaling Alpha V2
To scale the alpha vector so that the expected portfolio return is in units of dollars, multiply the alpha vector by 1 basis point (1/10,000).
M8l2 06 Scaling Alpha V2
To scale the alpha vector so that the expected portfolio return is in units of dollars, multiply the alpha vector by 1 basis point (1/10,000).