macrocephalopod

I'm nearly always trying to predict continuous alphas. The problem I'm generally trying to solve is: "What maximizes risk-adjusted excess return after txn cost, given expected vols, co-movements of assets, and my estimate of transaction costs"https://twitter.com/M1tchRosenthal/status/1369774884834934788 …

This is the generic trading problem. The "trades" are just the deltas between the exposures spat out by that cost-aware optimization. This means that the "alphas" ultimately look like a continuous forecast of (risk-adjusted) expected returns (usually relative returns)

This is nice because your trading model is already set up. Your researchers just need to go looking for new alphas. @macrocephalopod probably has more colour to this (and your question.)

Thank you for this, your robot-ness! Makes sense and confirms what cephalopod was saying

That octopus really knows his factor models...

Yes, and the knowledge you all have is amazing but also intimidating, Im frightened by what I dont know and think I need to hit up more fundamentals, any resources you like in particular for this trading-oriented stuff?

How old are you, like 22 or something? You already know way more about finance than I did when I was your age.