Tag Archives: Quant trading
Many references to increasing or decreasing volume in social media and financial sites naturally cause confusion regarding its importance in trading. Our results from a universe of 40 liquid ETFs and Dow 30 stocks point to the right answer. For … Continue reading
In articles in blogs and in financial and social media, quants identify patterns in some securities that appear profitable or unprofitable. In many cases these attempts reflect a fight against infinite possibilities and insufficient samples but also show lack of … Continue reading
A frequently asked question about DLPAL LS is about the cluster choice. Below is an example of how cluster choice can affect daily results.
Multiple long signals in $BA were generated by a DLPAL DQ scan of DOW 30 stocks after the close of last Friday. The company announced on the following Monday an increase in dividend by 20 percent and a $18 billion … Continue reading
Neal Berger, the CIO of Eagle’s View Asset Management, thinks trend-following and other “pedestrian” quant strategies, such as momentum, won’t survive due to lack of dumb money. I have also been saying this for a few years.