Category Archives: Trading Strategies

Feature Engineering For Long/Short Forex Strategy

In this article we discuss feature generation for a long/short forex strategy. This strategy can be used in conjunction with long/short equity strategies for diversification purposes.

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Another DLPAL Volatility Strategy

DLPAL trading Strategy for VXX volatility ETF has robust performance with 103% CAGR and relatively low drawdown in out-of-sample validation.

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Trading Strategy For Bitcoin

DLPAL Trading Strategy for bitcoin with 5% profit target and stop loss has 69% win rate and 100% out-of-sample return.

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Bitcoin Momentum and Mean-Reversion Analysis

Our MR1 mean-reversion strategy shows an annualized return in excess of 20% at -34% drawdown since 2015, which is reasonable for a speculative asset of this kind. Momentum has increased recently but we expect a return to mean-reversion soon.

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Zero-Intelligence Trading Dominates Price Action

Zero-Intelligence (ZI) traders act randomly with minimal constraints. This year ZI traders have determined price action and are causing difficulties to traders with non-random models.

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DLPAL Strategy For Trading EURUSD With Backward Validation

This is an example of a strategy for trading EUR/USD currency pair in the daily timeframe developed by DLPAL S. The results are validated in  a backward sample.

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