Alpha Stock Strategies:
Statistically driven strategies are utilized to generate stock trading signals - on both long and short sides - with the goal of achieving consistent above average returns and a positive Alpha.
Alpha:
Alpha is a common way of measuring the performance of a trading strategy in terms of risk-adjusted return in excess of a benchmark index or a "risk-free" investment.
Alpha Stock Strategies may periodically calculate and publish Alphas relative to the market (S&P500 index) or other appropriate benchmarks, such as an aggregate long/short hedge fund index.
Strategy:
In our strategy, mean reversion is combined with a number of other statistical triggers.
Long and short positions are taken in a variety of liquid stocks with no offset by a market benchmark. As a result, this strategy can have a net long or short exposure, or be naturally balanced if the number of short and long positions is the same.
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