Posts Tagged ‘ Case Study ’

Backtesting a Hedged Multi-Asset Strategy Part 2

May 20, 2010
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Read part 1 first: SRS was the biggest loser in the 2nd half of the study. As such, eliminating the ineffecient SRS by avoiding trading it would have more positive results. The results were calculated without the use of SRS and instead simply allocating that extra capital to cash Simply by switching from SRS...

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Case Study: Backtesting a Hedged Multi-Asset Strategy

May 19, 2010
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Money regularly flows out of and into various assets. To state the somewhat obvious, when money flows out of an asset, it loses value as people sell and buyers aren’t as willing to replace the sellers with the same amount of cash. Conversely, when money flows into an asset it gains value as sellers...

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Technical Trading Case Study

May 6, 2010
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We are going to run a case study for stock market trading using technicals and chart patterning on strong fundamental stocks. Based on a screen done earlier, we identified the following stocks with high margins, high ROE, and other factors. To see the screen and the results check out the post titled, Finding Warren...

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