Tag Archives: long/short equity

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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What Is Idiosyncratic Alpha?

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.

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Strategy Development And Execution With DLPAL LS

In this article we discuss the steps involved in using DLPAL LS to develop and execute trading strategies based on engineered features with fixed and machine learning models.

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Market Neutral Long/Short Equity Strategy

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

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Institutional Grade Long/Short Equity Strategy Development With DLPAL

This article is about a long/short equity strategy developed with DLPAL. The large sample and the exceptional performance during the 2008 bear market demonstrate the predictive power of the features generated by DLPAL for developing institutional grade strategies as well … Continue reading

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Long/Short Equity Strategy Development With DLPAL

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.

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