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- Machine Learning With DLPAL PRO: Part Three
- Announcing The Release of DLPAL v1.0
- Announcing The Release of DLPAL PRO
- Machine Learning With DLPAL PRO: Part One
- Automatic Code Generation For Quantopian Platform
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Tag Archives: DLPAL
Short-term portfolio trading strategies can generate absolute returns during times that longer-term strategies experience a drawdown. In this article we include an example of how to use DLPAL to develop of strategy for trading Dow stocks.
We use the ensemble feature generation of DLPL PRO with weekly data of Dow-30 stocks to forecast weekly returns. The strategy based on the ensemble features has less drawdown but the same MAR ratio as buy and hold.
Nearly 75% of DLPAL software sales have come from outside the U.S so far. Below are some possible reasons for this trend that we believe is present everywhere in the trading and quant software industry.
This article is about a long/short equity strategy developed with DLPAL. The large sample and the exceptional performance during the 2008 bear market demonstrate the predictive power of the features generated by DLPAL for developing institutional grade strategies as well … Continue reading
Although long/short equity strategies are usually employed by large hedge funds, they are also used by some professional traders due to their advantages. In this article we discuss how such a strategy can be developed and implemented with DLPAL.
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.
After a long time there are nearly equal long and short signals in the quantitative analysis of S&P 100 stocks. This is a rare signal and possibly bearish short-term.
In this article we outline the steps for developing a trading strategy for TLT ETF using the delay trade input option. Out-of-sample performance is analyzed in Amibroker and Quantopian platform.