ResearchTasksFactor-Model Alpha RegressionFactor-Model Alpha RegressionFollowBenchmarksDatasetSOTA methodSortMost resultsRecently updatedMost papersApplyDatasetSOTA methodMetricTrendResultsLast updated55 months Dec 2014 - Jun 2019 (out-of-sample)interpretable machine learning pipeline2.4Alpha (%/mo)3Jun 12, 2026
55 months Dec 2014 - Jun 2019 (out-of-sample)interpretable machine learning pipeline2.4Alpha (%/mo)3Jun 12, 2026