Category Archives: Trading Strategies

What Is Idiosyncratic Alpha?

A reference to idiosyncratic trading strategies was made in a market commentary by Neal Berger, the President of Eagle’s View Asset Management. In this article we attempt to clarify what these idiosyncratic strategies are.

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Two Facts About Hedge Funds Everyone Should Know

Managing a hedge fund, or even a managed accounts operation, nowadays is far from trivial given the market timing challenges and regulatory requirements. But there are also some other facts that are not so widely understood.

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In A Nutshell: Why Trading is Hard

Why trading is hard and why mean-reversion has outperformed the golden cross signal in SPY in the last year and a half.

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Performance Of the PSI5 Mean-Reversion Strategy Since The Financial Crisis Bottom

The PSI5 mean-reversion strategy has outperformed the buy and hold performance of SPY total return since the bottom of the financial crisis on a risk-adjusted basis.

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Fluxionization Trading Strategy For S&P 100 Stocks

The Fluxionization™ strategy (FLUXSP100) makes use of Isaac Newton’s fluxions and probability theory to trade long-only S&P 100 stocks. The strategy has performed well even during the financial crisis bear market with a hypothetical return of about +9%.

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Institutional Grade Mean-Reversion Strategy For S&P 100 Stocks

The institutional grade mean-reversion strategy trades the S&P 100 stocks in short-term long-only mode. Backtests show that the strategy has had robust performance, especially during major stock market corrections and it has outperformed the S&P 500 total return by a … Continue reading

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