European Equity Trading Signals, Backtest Results 2006-2009

David Carruthers, Ph.D., Head of Quantitative Services at Data Explorers discussed back-testing results done on European Equity Trading Signals from 2006 to 2009. The discussion covered:

• Which factors worked in 2009?
• Which European equity markets gave the strongest results?
• Best approach: Single country or pan-European?
• The impact of dividend arbitrage, cost of shorting, and high frequency trading.

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