Leapday: 2022 year-end report card
This report provides an update on the performance of the REACTION signals through the end of 2022.
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Research
Leapday Quantitative Research Team
- Dec 5, 2022
- 8 min
Downside market protection with earnings sentiment PART 2
This report aggregates REACTION signals for the most liquid 500 stocks to create an indictor that predicts downside moves in SPY.
Leapday Quantitative Research Team
- Oct 31, 2022
- 7 min
Downside market protection with earnings sentiment
This report aggregates REACTION signals to create an indictor that predicts downside moves in the overall stock market.
Leapday Quantitative Research Team
- Jul 18, 2022
- 7 min
2022 mid-year update: REACTION signals remain strong
This report provides a 2022 mid-year update on the performance of the Leapday REACTION signals.
Leapday Quantitative Research Team
- May 3, 2022
- 10 min
Sticking to the fundamentals: Improving entry and exit timing with REACTION signals
This report examines how REACTION signals can be used by fundamental investors to improve the timing of entering and exiting trades.
Leapday Quantitative Research Team
- Mar 8, 2022
- 7 min
Improving REACTION signal performance with active news analysis
This report examines if the largest losing and winning trades for REACTION signals are due to accuracy of the signals or exogenous factors.
Leapday Quantitative Research Team
- Jan 18, 2022
- 8 min
Leapday: 2021 year-end report card
This report provides an update on the performance of the REACTION signals through the end of 2021.
Leapday Quantitative Research Team
- Dec 21, 2021
- 8 min
How does REACTION stack up against an earnings drift strategy?
This report compares REACTION performance to a PEAD strategy and studies how frequently REACTION trades with the direction of price momentum
Leapday Quantitative Research Team
- Nov 17, 2021
- 7 min
Big REACTIONS in big stocks
This report uses REACTION signals to construct market-neutral portfolios that restrict trading to only the most liquid 500 and 1,000 stocks.
Leapday Quantitative Research Team
- Sep 30, 2021
- 6 min
Targeting the most predictive REACTION signals to boost returns in a market-neutral portfolio
This report examines the impact on portfolio performance when allocating a larger proportion of a portfolio to less active stocks.
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