Tag Archives: long/short equity

Three Long/Short Equity Strategies Based On Machine Learning

Three long/short strategies for trading Dow Jones component stocks in the daily timeframe are developed and analyzed based on features generated by DLPAL LS software. These strategies fulfill the objective of higher risk-adjusted returns as compared to S&P 500 total … Continue reading

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Long/Short FAANG Strategy Gains 4.2% For The Week

Our long/short FAANG strategy generated long signals for NFLX and AMZN and a short signal for AAPL, for the week of Monday, April 16, 2018. The next gain from these positions from the open to the close of the week … Continue reading

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Announcing The Release Of DLPAL LS v3.0

We are pleased to announce the release of DLPAL LS v3.0, a software program used by hedge funds to develop and execute long/short strategies.

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Desirable Long/Short Equity Performance

With long/short equity you cannot have your cake and eat it too but even if performance during up days averages to zero while during down days it is positive, the net results is usually desirable over time. Here is a … Continue reading

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Facebook Drop Boosts FAANG Long/Short Strategy Returns

Our long/short FAANG strategy operates in the weekly timeframe. The strategy generated a short signal for Facebook stock after the close of last week on Friday, March 16. The strategy is up 13% year-to-date.

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