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.
Big REACTIONS in big stocks
Targeting the most predictive REACTION signals to boost returns in a market-neutral portfolio
Market-neutral portfolio construction with an event-based signal PART 3
Market-neutral portfolio construction with an event-based signal PART 2
Market-neutral portfolio construction with an event-based signal