Long/Short Equity Strategies For Hedge Funds
Deep Learning Price Action Lab software for long/short equity (DLPAL LS) uses primitive attributes of price action, and specifically the open, high, low and close, to extract features types in an unsupervised learning mode based on general feature clusters. Then, the program uses the extracted features in supervised learning mode to identify long and short candidates in a universe of securities. The long/short identification is based on a set of calculated features and the user has flexibility in ranking the results according to their values. The output of the program can be saved in csv format and can be used in conjunction with trading platforms to automatically execute trades.
Fixed and Machine Learning Models
DLPAL LS also offers capability of generating historical files with the calculated features for all securities in a universe. These files can be used to backtest various long/short equity strategies in third party backtesting platforms. The program also generates historical files with binary targets based on the next day return and scoring files to be used with machine learning algorithms. Therefore, the output of the program can be used to implement both fixed algos based on the calculated features and also algos derived from machine learning classification.
Below is an outline of the functions of DLPAL LS:
This is the output of DLPAL LS as of the close of September 26, 2017 for Dow-30 stocks (less DWDP). Note that any stock universe can be used.
The program offers several options for ranking securities based on the calculated features and also saving an output of the results. For more information refer to the program manual that comes with the demo version.
Click here for an example of an institutional grade long/short equity strategy developed with DLPAL.
Instructions for receiving a free trial version
Established hedge funds with web presence can receive a free fully functional license of DLPAL LS valid for one month by contacting us at: firstname.lastname@example.org
Important: Please use an email address based on the hedge fund domain name. This is an example of an acceptable email address: email@example.com. We do not reply to emails from free email accounts since we cannot verify their origin or from unrelated businesses. Also please include the following:
- Fund name
- Hedge fund full address
- Your name and position
- Telephone number
- Website of hedge fund
Note that free trials are not available to individuals and we reserve the right to deny any requests for a trial version.
If after testing the program you decide it can add value to your business you may contact us for pricing and more details.
For a limited time we offer free support to demo users.