Tag Archives: DLPAL

Robustness Testing of Trading Strategy Data Mining Process

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.

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Walk Forward Strategy Development

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

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DLPAL Software: What You Can Do With It

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

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Volatility Trading Strategy

DLPAL trading Strategy for XIV volatility ETF has robust out-of-sample performance with 48% CAGR and relatively low drawdown.

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Trading Strategy For Bitcoin

DLPAL Trading Strategy for bitcoin with 5% profit target and stop loss has 69% win rate and 100% out-of-sample return.

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DLPAL Signal Confirmed Yesterday

After the close of Monday, May 15, 2017, ¬†DLPAL signaled deterioration of positive bias in Dow 30 and higher probability of a correction. The confirmation of the signal yesterday adds to empirical evidence about the short-term predictive power of the … Continue reading

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