The newly released study authored by CloudQuant Research quantified the strength and uniqueness of New Constructs Earnings Distortion Data — Below are highlights of the findings. The dollar-neutral long-short portfolio, using 20-day lagged New Constructs (“NC”)-based signal, returned 60% over 10 years with a Sharpe Ratio over the last five years of ~1. The […]
The post CloudQuant Identifies Significant Alpha in New Constructs Data appeared first on CloudQuant.