AlphaFrame Lab
Our ETF allocation models, told properly: what they are, how we put them on trial and what survived the tests. The honesty pact: each engine's asset-class universe and character, always; the recipe (weights, positions, training details), never. Every figure is net of the Italian 26% tax and trading costs.
Ep 3Rigorous backtesting: why backtests liecoming soon
Ep 4Trained deep learning vs generative AIcoming soon
Ep 5Performance and macro regimescoming soon
Ep 6The 26% factor: taxes and the Italian tax walletcoming soon
Ep 7The alpha hunt: what we killed (and why)coming soon
Ep 8What survived: dated verdicts and honest valuecoming soon
Purely educational content: not personalised advice, a recommendation or solicitation. Figures quoted in episodes are in-sample where stated; past performance is not indicative of future results. Universe described by asset class/sector: no specific securities, no current allocations.