Tag Archives: DLPAL
DLPAL LS is a software tool for professional traders and hedge funds to facilitate the development of long/short strategies.
How do you test the robustness of a process that automatically develops trading strategies? There a few methods for achieving that but their effectiveness depends on the market conditions included in the data sample used for validation of the results.
We compare the results of trading strategy development using standard in-sample/out-of-sample method to a walk forward method that involves rebalancing the strategy at the end of each year. We find a significant advantage in using the walk forward method as … Continue reading
There are three versions of DLPAL software: DLPAL S, DLPAL DQ and DLPAL LS. Below is a brief account of what you can do with the three different versions of DLPAL
DLPAL trading Strategy for XIV volatility ETF has robust out-of-sample performance with 48% CAGR and relatively low drawdown.