Tag Archives: long/short equity
A frequently asked question about DLPAL LS is about the cluster choice. Below is an example of how cluster choice can affect daily results.
This is a state-of-the-art market neutral long/short equity strategy based on the Dow stocks. Signals are generated after the close of each trading day and profit calculations are based on the change from the open and close of the next … Continue reading
This article is about a long/short equity strategy developed with DLPAL LS. The large sample and the exceptional performance during the 2008 bear market demonstrate the predictive power of the features generated by DLPAL LS for developing institutional grade strategies … Continue reading
Although long/short equity strategies are usually employed by large hedge funds, they are also used by some professional traders due to their advantages. In this article we discuss how such a strategy can be developed and implemented with DLPAL.
We are pleased to announce release of DLPAL LS, a software program for long/short equity hedge funds that use technical strategies.