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Many quants around the world are trying to develop equity market neutral strategies because the premise behind them sounds appealing. However, these strategies have generated dismal returns in the last 11 years even when the 2008 bear market is included. ...

We compare the results of trading strategy development using standard in-sample/out-of-sample method to a walk forward method that involves rebalancing the strategy at the end of each year. We find a significant advantage in using the walk forward method as ...

There are two returns useful to traders and investors: total and annualized return.

One of the most annoying memes in financial social media is about hypothetical returns from investing at the IPO of some stock, such as AMZN or MSFT, or even in some cryptocurrency. Hindsight is easy thanks to historical charts. But ...

“The best time to buy stocks is when they are rising,” said the charlatan analyst. You do not need an analyst to tell you that. What investors need is a sound bear market forecast so they can protect their wealth ...

DLPAL software allows systematic and also discretionary position traders to analyze historical price series and determine the best lookback period in the context of price patterns. In this article the best lookback period is determined in the case of three ...

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 ...

The first day of August was a good day for DLPAL DQ with 3 in 3 winning signals from a Dow 30 scan after the close of the previous trading day, although the index fell 0.3% Despite a down day for ...

Although hundreds, if not thousands, of academic papers on the performance of various price anomalies are published every year, equity curves are hard to find in many of them. Equity curves are a useful result for practitioners and traders with ...

What else do we expect stocks to do other than rise? Stocks indexes are regularly rebalanced to reflect upward drift. Investor may feel the pain of large corrections and bear markets along the way but stocks will rise for the ...