How to combine various alphas?
I have been trying to create a strategy in which I rank stocks based on alphas. I am able to do it successfully for individual alphas. But how do I combine two alphas and then rank the stocks based on them? For example, one alpha of mine gives only values between [0,1] and another gives values around 500 but no upper limit. They are heteroscedastic so I can't normalize or standardize them either.