Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Shorting Lousy Stocks = Lousy Returns? and more

In today’s briefing:

  • Shorting Lousy Stocks = Lousy Returns?

Shorting Lousy Stocks = Lousy Returns?

By Nicolas Rabener

  • Shorting stocks with poor features was unattractive throughout most of the last decade
  • Combining features would not have improved performance.It only started working again in 2022
  • Even the worst stocks have their time in the limelight

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