Our Quantitative Insight team has been working on a series of indicators based on our proprietary securities lending data. The first indicator to come out of the ‘lab’ is the Data Explorers Negative Sentiment (DNS) indicator. They created a long-short portfolio using which, last month, beat the S&P 500 by 23%. Details of the indicator, and portfolio methodology, can be found on our website (www.dataexplorers.com).
Today we were mentioned on the TraderFeed blog (http://traderfeed.blogspot.com/2009/03/data-explorers-generating-unique.html).
what are the volume of short positions on us financials now
Posted by: ditr | March 15, 2009 at 07:10 AM