Category Archives: Quantitative trading

Feature Engineering With DLPAL

DLPAL software offers capability of generating high quality features for use in algorithmic and machine learning trading strategies. In this article we include an example of how features engineered from ensembles of securities can be used to develop a long/short … Continue reading

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Announcing DLPAL S: Quantitative Trading For All

After receiving numerous requests for it, we are pleased to announce DLPAL S. This software offers quantitative trading functionality at very low cost.

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Beware Of These Posts In Social Media

These frequent posts in social media involving backtest results reflect a growing problem that is more serious than it appears and it makes it economically difficult for genuine services to survive in this game.

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They Have Figured It Out: Facts Will Be Delayed

Buy the rumor, sell the fact. If facts are delayed, then investors will continue buying the rumors. It works; the evidence is all around you.

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Dumb Social Media Sentiment Algos Target The Stock of O’Reilly Automotive

Increased volatility in the stock of O’Reilly Automotive (ORLY) in the last two days while the name O’Reilly was trending in the news raises questions about the effectiveness of social media sentiment algos and their perils.

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Institutional Grade Mean-Reversion Strategy

The strategy trades all Dow30 stocks in short-term mean-reversion mode using as a score a formula from a probability theory textbook.

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Forecasting Weekly Market Returns With DLPAL PRO

We use the ensemble feature generation of DLPL PRO with weekly data of Dow-30 stocks to forecast weekly returns. The strategy based on the ensemble features has less drawdown but the same MAR ratio as buy and hold.

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