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Data Assets & Alpha Group: DATA DEEP-DIVE: Signal from the Noise Framework

Making Sense

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The Fundamental and the Positioning Signals for US Equity Markets

The risk reward for US markets updates daily, it's driven by a whole host of data sets. The average holding period of the combined signals toolkit is around five to ten trading days. We've seen the S&P 500 deliver a sharp ratio of over three times when this has been the case. But then we found the conditions are historically pretty powerful, although less so than for the positioning signals.

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