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Notices
SF
Simone Facchinato (not verified)
29th September 2019 | 12:03pm

The author mentioned in the Further Thoughts part that there is evidence of past positive "alpha" by long-short multi-factor portfolio. Yes, there are a lot of.
But, could we state there is sufficient evidence for saying that an "alpha" will be delivered by these strategies? Consider how much busy is the multi-factor space now, after all the alpha is a zero sum game.