Best Long /Short Strategies

The Zacks Rank is a proprietary quantitative model that uses four factors related to analyst earnings estimates to classify stocks into five groups ranging from “Strong Buy” (#1) to “...

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We tested a Long/Short Growth & Value combination anomaly using the Research Wizard.  The long strategy was defined as those companies with 5 year historic earnings growth rates in the top 20% of...

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Price-to-Book (P/B), one of the valuation anomalies, can create large long/short returns.  Although highly volatile, if one has a thick skin, you can do well if you stick with this strategy.  To tes...

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Best Long Strategies

Big Money Zacks … one of my personal all-time favorite screening strategies. This is a straight-up price momentum screen. But it has a great value twist added to it as well. Parameters The screen st...

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[From K Book - Ch 10 ]      [ Fund and Analyst Anomalies ]    I was able to obtain 20% backtest returns over last 10 years using the strategy described below which  includes estimate revis...

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