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r/letfsr/letfs· u/DItalianLeatherSofa· 3d ago 0

Portable Alpha

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The author shares a paper and podcast interviews with Nicolas Mirjolet discussing the concept of Portable Alpha.

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Nicolas Mirjolet wrote a fantastic paper on Portable Alpha, the advantage of stacking different uncorrelated strategies on top of each other.

If you are curious, we interviewed Nicolas here or here

don't get scared, the intro is in Italian but the interview is in English, enjoy!

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