Papers

This page hosts some articles related to trading system development.

Use of Fundamental Data in Active Investing in US Equities

This paper evaluates methods of using fundamental data as input for trading US equities. It
examines whether and how fundamental data can help decide what to buy, when to buy, and when
to sell.
Fundamental economic data includes gross domestic product, inflation, interest rates, commodity
prices, consumer sentiment, and similar items. Fundamental company data includes inventory
turnover, earnings, sales, dividends, and similar items.
The focus is on techniques that may be useful to active managers.

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