Recent content by zsng99

  1. Z

    trainee trader- opinions needed

    I looks like a f***ing scam to me. can u tell us the name of the company? Shame on them.
  2. Z

    Equity long-short strategy, anyone?

    Hi Charlton, Thanks for the advice, it's really helpful. Really appreciate it. Regards, Joe
  3. Z

    Equity long-short strategy, anyone?

    Yes yes. Totally agree. I was planning to cover the period from 1985 to 2005 initially but due to time constraint, my supervisor advised that I cover only for a period of 10 years. Bear in mind though, that value stocks substantially underperform glamour stocks in 1999 but the strategy still...
  4. Z

    Equity long-short strategy, anyone?

    Nope, daily OHLCV data is not enough. I would need yearly and quarterly data on the balance sheet and income statement in order to test the strategy, e.g. earnings, depreciation, book value, long-term debt, etc....
  5. Z

    Equity long-short strategy, anyone?

    Yup... U could be right. It might just as well be over-optimisation, data snooping etc.. Unfortunately, testing the strategy out of the sample data is just beyond the scope of my dissertation. Would really like to test if it's still working in recent years eg. 2006-2008.
  6. Z

    Equity long-short strategy, anyone?

    Worst year earns 23.53%, best is 70.99%. I need a job coz I only have the trading idea but without any funds to back myself up. Furthermore, this strategy requires access to some database, which I understand is quite costly. Not to mention is the limits to abitrage problem associated with the...
  7. Z

    Equity long-short strategy, anyone?

    Hi, I’ve just completed my dissertation for my MSc programme recently. It is a research on the equity long-short strategy using simple fundamental analysis on value-glamour stocks. My research shows that by going long potential winners amongst value stocks and shorting potential losers amongst...
  8. Z

    New to Futures

    U can try paper trading with OptionsXpress. It gives you real-time quotes and charting tools. U just have to open an account with them n its free of charge
  9. Z

    Futex 1st interview

    The first assessment will consist only of paper test. Ques related 2 ur skills etc will be in the 2nd interview
  10. Z

    Futex 1st interview

    Hi, The assessment will consist of three tests: 1) english/IQ test: where they'll ask you about some meanings/interpretations of basic English words/sentences. Also. there'll be some IQ elements in the tests. 2) numerical: it'll be based on simple math e.g 133+222, 247-86, 17*99, 133/15...
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