Tag Archives: hedge funds
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
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
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.
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