084e0d1c / pead-accrual Goto Github PK

Thanks for interesting finding! Surprisingly, short performance is not quite well even it is bottom 10% of EPS change. It might be explained that the overall market sentiment is kept positive, and SPY curve has shown it.

Here I would like to suggest:

• Add the return of individual stock for a reference as well
• Add the stop loss for long & short position which is quite crucial in practical investment environment.
• Understand no one can foresee the impact of COVID-19 which results in such high volatility of equity market. But, it will be interesting to find some any abnormally signal to warn the market crash. Sorry it might be sidetrack your research objective.