Tag Archives: long/short equity

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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They Have Figured It Out: Facts Will Be Delayed

Buy the rumor, sell the fact. If facts are delayed, then investors will continue buying the rumors. It works; the evidence is all around you.

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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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