{"id":824,"date":"2018-06-07T12:18:14","date_gmt":"2018-06-07T12:18:14","guid":{"rendered":"http:\/\/quantpedia.com\/?p=824"},"modified":"2025-06-04T14:17:30","modified_gmt":"2025-06-04T12:17:30","slug":"equiteslab-out-of-sample-test-of-stock-picking-strategy","status":"publish","type":"post","link":"https:\/\/vvv.quantpedia.com\/es\/equiteslab-out-of-sample-test-of-stock-picking-strategy\/","title":{"rendered":"EquitesLab Out-Of-Sample Test of F-Score and Equity Reversal Strategy"},"content":{"rendered":"

\n\tWe would again like to present a very interesting cooperation, this time with a guys from EquitiesLab<\/a><\/strong>.<\/p>\n

\n\tThey too started to analyze some of Quantpedia<\/a><\/strong>'s suggested strategies. The first article (https:\/\/www.equitieslab.com\/f-score-and-short-term-reversals\/<\/a><\/strong>) analyzes a combination of a well-known fundamental Piotrovski's F-Score strategy with a Short-Term Reversal (see Combining Fundamental FSCORE and Equity Short-Term Reversals<\/strong><\/a> for details). Combined strategy shows nice outperformance since year 2000. A long-short strategy trails a strong S&P 500 performance during last few years, but it can be expected in such strong bull market. However, probably the most interesting feature is strategy's outperformance during crisis years like 2001, 2002, 2008 and 2011:<\/span><\/span><\/p>\n

\n\t\"Strategy's<\/p>\n

\n\t <\/p>\n\n

\n\n\n\n

\u00bfBuscas m\u00e1s estrategias para leer? Suscr\u00edbete a nuestro bolet\u00edn informativo<\/a> o visite nuestra Blog<\/a> o Evaluador<\/a><\/strong>.<\/p>\n\n\n\n

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\u00bfBuscas datos hist\u00f3ricos o plataformas de backtesting? Consulta nuestra lista de Descuentos en Algo Trading<\/a><\/strong>.<\/p>\n\n\n\n

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Facebook Grupo<\/a>, Facebook P\u00e1gina<\/a>, Gorjeo<\/a>, LinkedIn<\/a>, Medio<\/a> o YouTube<\/a><\/strong><\/p>","protected":false},"excerpt":{"rendered":"

\n\tWe would again like to present a very interesting cooperation, this time with a guys from EquitiesLab<\/a><\/strong>.<\/p>\n

\n\tThey too started to analyze some of Quantpedia<\/a><\/strong>'s suggested strategies. The first article (https:\/\/www.equitieslab.com\/f-score-and-short-term-reversals\/<\/a><\/strong>) analyzes a combination of a well-known fundamental Piotrovski's F-Score strategy with a Short-Term Reversal (see Combining Fundamental FSCORE and Equity Short-Term Reversals<\/strong><\/a> for details). Combined strategy shows nice outperformance since year 2000. A long-short strategy trails a strong S&P 500 performance during last few years, but it can be expected in such strong bull market. However, probably the most interesting feature is strategy's outperformance during crisis years like 2001, 2002, 2008 and 2011:<\/span><\/span><\/p>\n

\n\t\"Strategy's<\/p>\n

\n\t <\/p>\n

\n

\n\tAre you looking for more strategies to read about? Check http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Screener<\/a><\/strong><\/p>\n

\n\tDo you want to see performance of trading systems we described? Check<\/strong> http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Chart\/Performance<\/a><\/strong><\/p>\n

\n\tDo you want to know more about us? Check<\/strong> http:\/\/\\\/\\\/new-fmhwbzh6ghd9hede.swedencentral-01.azurewebsites.net\/Home\/About<\/a><\/strong><\/p>\n

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