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Are there certain categories of quantitative strategies, such as arbitrage, momentum, etc, that are more resistant to alpha decay than others?

Thanks

Daniel Berkowitz
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    Strategies whose return premia stem from either risk or institutional frictions should persist (unless people or the system changes). Strategies with complicated signals tend to decay less. Another example would be strategies that are difficult to implement (because of, e.g., trading costs or liquidity restrictions). – Kevin Mar 21 '22 at 17:28

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