Tag Archives: DLPAL

Trading Strategy Development With DLPAL: Part Six

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.

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This is a Rare Signal

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.

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Trading Strategy Development With DLPAL: Part Five

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.

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The Market Is The Best Casino

Even if the stock market is a casino, as some believe, it nevertheless offers very high odds to participants. As the simulations below show, the stock market has been very generous to the majority of traders who know how to … Continue reading

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Trading Strategy Development With DLPAL: Part Four

In this article we outline the steps for developing a trading strategy for XLF ETF. The out-of-sample performance is analyzed in the Quantopian platform and it is shown to significantly outperform the SPY benchmark.

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Trading Strategy Development With DLPAL: Part Three

In this article we list the validation tools provided by DLPAL. Validation methods are an important integral part of strategy development. DLPAL offers different validation methods to increase the significance of the results.

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Trading Strategy Development with DLPAL: Part Two

In this article we show one way DLPAL can be used to execute a long/short equity strategy.  The features generated by the p-indicator function of the program are used to identify long and short candidates. An example is included.

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Trading Vs. Investing: The False Dichotomy

There are many who confuse these two: trading and investing. Some even offer trading disguised as investing. Even worse, some try to convince us that we should do one or the other. This clash is mostly motivated by marketing and … Continue reading

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