Category Archives: DLPAL software

Unleashing the Power of DLPAL S Price Action Anomaly Detection

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

Posted in DLPAL software | Tagged , , , | Leave a comment

DLPAL DQ Performance on a Down Stock Market Day

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

Posted in DLPAL software | Tagged , , | Comments Off on DLPAL DQ Performance on a Down Stock Market Day

Detecting Anomalous Price Action in Daily Timeframe

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.

Posted in DLPAL software, Quantitative trading, Trader education | Tagged , , , , | Leave a comment

Robustness Testing of Trading Strategy Data Mining Process

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.

Posted in DLPAL software | Tagged , , , , | Leave a comment

Walk Forward Strategy Development

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

Posted in DLPAL software | Tagged , , , | Leave a comment

Novel Strategy That Combines Buy and Hold, Trend-following, Position and Short-Term Trading

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

Posted in DLPAL software | Tagged , , , , , , , | Leave a comment