Category Archives: DLPAL software
An increasingly large number of quant traders focus on short-term price action anomaly detection for developing trading strategies. In this article we show how the power of DLPAL S in detecting price action anomalies is unleashed via the use of … Continue reading
After the close of Thursday, October 4, 2018, DLPAL DQ suggested four stocks from the tracked universe, two long and two short. All stocks generated profits next day from the open to the close on Friday, October 5, 2018. One … Continue reading
Successful detection of anomalous price action in the daily time frame can offer an edge, especially under the discretion of an experienced trader. In this article we discuss one method of detection and include an example of the results.
How do you test the robustness of a process that automatically develops trading strategies? There a few methods for achieving that but their effectiveness depends on the market conditions included in the data sample used for validation of the results.
We compare the results of trading strategy development using standard in-sample/out-of-sample method to a walk forward method that involves rebalancing the strategy at the end of each year. We find a significant advantage in using the walk forward method as … Continue reading
We present in this article a novel strategy based on features generated by DLPAL LS software in the weekly time frame that trades long/short 85 large cap stocks from the S&P 100 universe and combines buy and hold, trend-following, position … Continue reading