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Thomas Wagner

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Posted By Thomas Wagner 02-18-2023 17:02
Found In Egroup: Value Investing
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Hi Robert I have been using it for the last 5 years but the strategy has been the subject of a number of white papers going back over 30 years. Best of luck. ------------------------------ Thomas Wagner ------------------------------
Posted By Thomas Wagner 02-18-2023 09:34
Found In Egroup: Value Investing
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HI Jenna I am new here but have over 35 years of trade system development experience. I would suggest your readers explore some of the return attribution studies on value strategies including the book value, low price stock and small cap effect. I have been using a very interesting book value strategy ...
Posted By Thomas Wagner 02-18-2023 09:29
Found In Egroup: Technical Analysis
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Hi Peter I am new here but have over 35 years of trading and trade system development. I would submit that technical analysis can generate alpha in the right circumstances. Have you looked at using either a neural network or some other back testing of your strategies ? ------------------------------ ...