Tag Archives: feature engineering

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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Novel Strategy That Combines Buy and Hold, Trend-following, Position and Short-Term Trading

We present in this article a novel strategy based on features generated by DLPAL LS software in the weekly time frame that trades long/short 85 large cap stocks from the S&P 100 universe and combines buy and hold, trend-following, position … Continue reading

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This is How the Alpha is Extracted

Engineering of features with economic value, also known as attributes, predictors or alpha factors, is the first step in the extraction of market alpha. The example in this article shows proper classification of DJIA stocks in the weekly timeframe has … Continue reading

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Long/Short Strategy For Dow 30 Stocks In Weekly Timeframe

This article shows how to develop and execute a long/short equity strategy for Dow 30 stocks in the weekly timeframe with DLPAL LS software.

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Evaluation Of New DLPAL Clusters For Feature Generation

We evaluate the performance of two new clusters implemented in DLPAL LS for feature generation. We find that the new clusters can lead to increased performance. Especially one of these new clusters appears quite promising.

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