Category Archives: Quantitative trading
We are pleased to announce DLPAl DQ, a quantitative scanner for stock, futures and forex traders operating in discretionary or quasi-systematic mode.
We evaluate the performance of two new clusters implemented in DLPAL LS for feature generation. We find that the new clusters can lead to increased performance. Especially one of these new clusters appears quite promising.
Most quantitative funds are the new source of dumb money that can be exploited for profit in a time when the supply of uninformed and unskilled retail traders has diminished. The operational constraints of such funds make them easy targets.
There are three versions of DLPAL software: DLPAL S, DLPAL DQ and DLPAL LS. Below is a brief account of what you can do with the three different versions of DLPAL
We are pleased to announce the release of DLPAL S v2.0. This new version includes a few enhancements and a fully updated manual.
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