@article {Jha53, author = {Vinesh Jha}, title = {Timing Equity Quant Positions with Short-Horizon Alphas}, volume = {11}, number = {3}, pages = {53--59}, year = {2016}, doi = {10.3905/jot.2016.11.3.053}, publisher = {Institutional Investor Journals Umbrella}, abstract = {Many managers of long-horizon quantitative stock selection portfolios do not use short-horizon alpha signals because of the fast decay of these signals. The author demonstrates a simple tactical trade timing strategy that allows a long-horizon manager to take advantage of short-horizon alphas without incurring additional transaction costs. He shows that the strategy{\textquoteright}s value added is consistent across time and capitalization groups and does not affect the portfolio{\textquoteright}s risk exposures.TOPICS: Portfolio construction, security analysis and valuation}, issn = {1559-3967}, URL = {https://jot.pm-research.com/content/11/3/53}, eprint = {https://jot.pm-research.com/content/11/3/53.full.pdf}, journal = {The Journal of Trading (Retired)} }