PT - JOURNAL ARTICLE AU - Jean W. Thomas TI - Capturing Alpha in the Alpha Capture System: <em>Do Trade</em> <br/> <em>Ideas Generate Alpha?</em> AID - 10.3905/joi.2011.20.1.011 DP - 2011 Feb 28 TA - The Journal of Investing PG - 11--18 VI - 20 IP - 1 4099 - https://pm-research.com/content/20/1/11.short 4100 - https://pm-research.com/content/20/1/11.full AB - In the wake of recent failures of such factors as price momentum and estimate revision to generate excess returns to traditional and quantitative strategies, this study explores the potential for using Trade Ideas as a new source of alpha in long-only and hedge strategies.TOPICS: Factor-based models, portfolio construction, big data/machine learning