Research method
Alpha coefficient
Alpha coefficient is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Linear regression4 readings
Read in the archive0 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.