Tag Archives: long-short equity
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
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.
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
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.
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.