Tag Archives: DLPAL LS
DLPAL LS results as of the close of Friday, January 12, 2018, point to a reversal in short-term directional bias after nine trading days this year with DJIA gaining 4.38% and S&P 500 up 4.21%.
A frequently asked question about DLPAL LS is about the cluster choice. Below is an example of how cluster choice can affect daily results.
This article shows how to develop and execute a long/short equity strategy for Dow 30 stocks in the weekly timeframe with DLPAL LS software.
Yesterday was a good day for automated equity programs that execute trades at the open of the day since the S&P 500 ended flat after opening down about 1%. Below are the performance results of two long/short equity strategies that … Continue reading
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.