Category Archives: Strategy Synthesis
DLPAL trading Strategy for XIV volatility ETF has robust out-of-sample performance with 48% CAGR and relatively low drawdown.
We contacted a few expert users of DLPAL to find out how the programs is performing in this current low volatility environment. All traders may find the results of this survey useful despite methods used because the responses came from … Continue reading
This is an example of a strategy for trading GLD in the daily timeframe developed by DLPAL S. The results are validated in TLT and SPY.
In this article we include an example of trading strategy development for the GBP/USD forex pair with the use of DLPAL software.
In this article we list some of the reasons DLPAL does not include in trading strategy synthesis exits based on number of bars since entry. An example is included.
In this article we review a trading strategy developed with DLPAL and specifically the out-of-sample and forward performance using code generated for the Quantopian platform. The strategy outperforms the benchmark and year-to-date return is higher by about a factor of … Continue reading