Tag Archives: long/short equity

S&P 500 and Long/Short Equity Performance In October 2018

This October has been one of the worst months for equities since 2010 with a larger than two standard deviations monthly loss of 8.8% based on data since 1960. Our  long/short equity strategy has gained 2.2% during this month.

Posted in Market Statistics, Trading Strategies | Tagged , , , | Leave a comment

Novel Strategy That Combines Buy and Hold, Trend-following, Position and Short-Term Trading

We present in this article a novel strategy based on features generated by DLPAL LS software in the weekly time frame that trades long/short 85 large cap stocks from the S&P 100 universe and combines buy and hold, trend-following, position … Continue reading

Posted in DLPAL software | Tagged , , , , , , , | Leave a comment

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

Posted in Trading Strategies | Tagged , , , | Leave a comment

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

Posted in Trading Strategies | Tagged , , , | Leave a comment

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.

Posted in DLPAL software | Tagged , , | Leave a comment

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

Posted in DLPAL software | Tagged , | Leave a comment