Category Archives: DLPAL software
Engineering of features with economic value, also known as attributes, predictors or alpha factors, is the first step in the extraction of market alpha. The example in this article shows proper classification of DJIA stocks in the weekly timeframe has … Continue reading
We are looking for sales agents with contacts in quantitative hedge funds to market our DLPAL LS software and provide on-site demos. We offer 50% commission.
For limited time only we offer the DLPAL S and DLPAL DQ unlimited license bundle at a 25% discount.
This is just an example of using all three versions of DLPAL software for daily quantitative analysis and trading.
This article shows an example of a short volatility strategy developed with DLPAL S. The strategy incorporates a contango filter and is validated on strictly positively correlated securities.
In this article we use DLPAL S to develop a trading strategy for TLT ETF. We also discuss two alternatives methods of validation based on out-of-sample testing and tests on comparable securities.