We are pleased to announce the release of DLPAL LS v2.0, a software program used by hedge funds to develop and execute long/short strategies.
The new version of DLPAl LS allows more flexibility in ranking results based on the calculated features. It also offers a tool for calculating returns of saved ranked results based on changes from the open to the close of the next bar.
Below is the output of v2.0 for Dow 30 stocks as of the close of August 30, 2017, with the ranking and other options at the bottom:
Below are the results after sorting for top/bottom 10% based on P-delta*S score:
The return calculator is also shown. Below is a diagram of how DLPAL LS is used to develop fixed and machine learning long/short strategies:
For more information click here.