Described are methods and apparatus, including computerized methods and
computer program products, for signal testing for a long-only portfolio.
The methodology can be used for assessing the efficacy of a strategy for
selecting securities in a long-only portfolio, and the strategy can be
implemented to construct a revised long-only portfolio. The signal
testing methodology can take into account the position and/or return of
securities that do not have either a positive or negative attribute as
well.