Tag Archives: long-short equity

Long/Short FAANG Strategy In Weekly Timeframe

The long/short strategy is based on features engineered by DLPAL LS software and has generated half the equal allocation buy and hold of FAANG stocks since January 2016  but by holding two long and two short open positions in weekly … Continue reading

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Long/Short Strategy For Dow 30 Stocks In Weekly Timeframe

This article shows how to develop and execute a long/short equity strategy for Dow 30 stocks in the weekly timeframe with DLPAL LS software.

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Long/Short Equity Results And Comparison of Cluster Performance

Yesterday was a good day for automated equity programs that execute trades at the open of the day since the S&P 500 ended flat after opening down about 1%. Below are the performance results of two long/short equity strategies that … Continue reading

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Evaluation Of New DLPAL Clusters For Feature Generation

We evaluate the performance of two new clusters implemented in DLPAL LS for feature generation. We find that the new clusters can lead to increased performance. Especially one of these new clusters appears quite promising.

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What Is Idiosyncratic Alpha? [Premium Articles]

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. For access to premium content, you must … Continue reading

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