Tag Archives: trading strategy
In this article we analyze the performance of our mean-reversion strategies with three leveraged ETFs. Returns increase along with risk as expected.
In this article we use DLPAL S to develop a trading strategy for TLT ETF. We also discuss two alternatives methods of validation based on out-of-sample testing and tests on comparable securities.
The long/short market neutral strategy gained 0.41% from the open to the close of Thursday, August 24, 2017.
The long/short market neutral strategy gained 0.42% from the open to the close of Friday, August 18, 2017.
The long/short market neutral strategy gained 0.21% from the open to the close of Wednesday, August 16, 2017.
The Fluxionization™ strategy (FLUXSP100) makes use of Isaac Newton’s fluxions and probability theory to trade long-only S&P 100 stocks. The strategy has performed well even during the financial crisis bear market with a hypothetical return of about +9%.