Tag Archives: SPY

Investing in European Stocks is a Forex Bet

Many financial advisers think that European stocks will outperform U.S. stocks. Evidently, they are talking about a forex bet.

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Diminishing Equity Index Returns

Despite new all-time highs and a rally in technology stocks, S&P 500 and NASDAQ 10-year rolling returns remain below their longer-term averages. In fact, in the last four years the 10-year rolling return is range bound in spite of interventions … Continue reading

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DLPAL Strategy For GLD With Validation in TLT and SPY

This is an example of a strategy for trading GLD in the daily timeframe developed by DLPAL S. The results are validated in TLT and SPY.

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Mean-Reversion Strategy Idle Time Statistics

The recent stock market volatility crash has affected trading strategy idle time, or the time associated with waiting for trading signals. We show that despite low volatility recent idle times of our four mean-reversion strategies are within normal bounds.

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Forecasting Weekly Market Returns With DLPAL PRO

We use the ensemble feature generation of DLPL PRO with weekly data of Dow-30 stocks to forecast weekly returns. The strategy based on the ensemble features has less drawdown but the same MAR ratio as buy and hold.

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Alternative Ways Of Trading Four Mean Reversion Strategies

In a previous article we discussed two different ways of trading multiple mean-reversion strategies. In this article we consider more options based on the number of concurrent signals generated by the strategies.

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