Tag Archives: DLPAL S
We are pleased to announce the Deep Search Add-on for DLPAL S. This add-on increases significantly the power of the software in identifying price action anomalies.
In this article we look at variations between past and recent results generated by the Quantopian platform for the same out-of-sample period of a specific strategy . Despite the discrepancies, our strategy outperforms the benchmark since it joined the contest … Continue reading
This article shows an example of a short volatility strategy developed with DLPAL S. The strategy incorporates a contango filter and is validated on strictly positively correlated securities.
In this article we use DLPAL S to develop a trading strategy for TLT ETF. We also discuss two alternatives methods of validation based on out-of-sample testing and tests on comparable securities.
We are pleased to announce a two-week fully functional trial of DLPAL S, a software program that identifies trading strategies automatically from historical data and writes code for a variety of popular trading platforms.