Tag Archives: DLPAL LS
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.
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
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
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.
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.
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.