Tag Archives: hedge funds

Weekly Mean-Reversion Performance in 2018

Weekly mean reversion with Dow 30 stocks performed well in 2018 despite the stock market correction. The strategy, which is based on a formula from a text on probability theory, returned 13.5%, while its more conservative version that offers additional … Continue reading

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FAANG Pump and Dump Scheme?

FAANG equal allocation portfolio has plunged about 23% since peak performance on August 30 of this year. This equates to losing nearly a quarter of its value in the course of 57 trading days, or a loss of about 40 … Continue reading

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DLPAL LS Special Offer

DLPAL LS has served as the foundation of developing strategies for a group of hedge funds and professional traders around the world. We are pleased by the feedback we are receiving from our customers.

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Hedge Funds Have Done Well Despite Negative Publicity

One reason some people think hedge funds have not done well since 2009 is because the qualitative easing-induced rally in equities started after a 55% drawdown while hedge funds as a group did not fall that much. Those that do … Continue reading

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Markets Are Algo-Event Driven

Two days ago, equity markets worldwide were spooked by Italian political turmoil and possibility of a euroskeptic government that will drive Italy out of euro. The S&P 500 fell 1.2%. Next day, according to financial media, the market rallied 1.3% … Continue reading

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