any systems using alpha

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Are there any systems that use a stock's alpha to select a portfolio of stocks to invest in?

Do stocks with high historical alpha really outperform?
 
I feel like I don't get you question: my system has an alpha model that generate signals used to compose the portfolio -among other things-

All systems should have some kind of alpha signal generators.

As a references, I like the book Inside the blackbox, it explains the basic of any system.
 
I mean, if you sort out a list of the alphas of stocks and only invest in stocks with high alpha, just like the Piotroski F-Score. Would it increase your chances of getting good returns?
 
What about *Smart Beta* fixed income as a stable like T Bills in a Port folio magin account, and then use index futures to create Alpha

But, with stock I think some ETFs and fund try to sell them self as alfa founds/ETFs
 
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