Tag Archives: DLPAL LS

S&P 500 and Long/Short Equity Performance In October 2018

This October has been one of the worst months for equities since 2010 with a larger than two standard deviations monthly loss of 8.8% based on data since 1960. Our  long/short equity strategy has gained 2.2% during this month.

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Novel Strategy That Combines Buy and Hold, Trend-following, Position and Short-Term Trading

We present in this article a novel strategy based on features generated by DLPAL LS software in the weekly time frame that trades long/short 85 large cap stocks from the S&P 100 universe and combines buy and hold, trend-following, position … Continue reading

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Three Long/Short Equity Strategies Based On Machine Learning

Three long/short strategies for trading Dow Jones component stocks in the daily timeframe are developed and analyzed based on features generated by DLPAL LS software. These strategies fulfill the objective of higher risk-adjusted returns as compared to S&P 500 total … Continue reading

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Announcing The Release Of DLPAL LS v3.0

We are pleased to announce the release of DLPAL LS v3.0, a software program used by hedge funds to develop and execute long/short strategies.

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Market Neutral Long/Short Just Needs A Few Stocks That Buck The Trend

A robust market neutral long/short equity strategy during corrections usually identifies a few stocks that buck the trend. This is an example from yesterday, February, 20, 2018.

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Market Neutral Long/Short Equity Strategies In High Demand

In this article, we present recent performance results of a market neutral long/short equity trading strategy executed in weekly timeframe for minimum transaction cost impact and lower risk in bear markets.

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