Tag Archives: DLPAL

DLPAL LS for Professional Traders and Hedge Funds

DLPAL LS is a software tool for professional traders and hedge funds to facilitate the development of long/short strategies.

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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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