Tag Archives: forex trading

How Risky Is The 60/40 Portfolio?

The correlation between the 60/40 strategic allocation and the equity market in the last 30 years is close to 0.9. Actually, portfolio risk, as measured by maximum drawdown, has only been low during strong equity market uptrends.

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Feature Engineering For Long/Short Forex Strategy

In this article we discuss feature generation for a long/short forex strategy. This strategy can be used in conjunction with long/short equity strategies for diversification purposes.

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DLPAL Strategy For Trading EURUSD With Backward Validation

This is an example of a strategy for trading EUR/USD currency pair in the daily timeframe developed by DLPAL S. The results are validated in  a backward sample.

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Developing Forex Trading Strategies With DLPAL

In this article we include an example of trading strategy development for the GBP/USD forex pair with the use of DLPAL software.

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Using Forex Data For Validating Trading Strategy Synthesis Algos

Forex is a zero-sum game and forex price series involve high level of noise caused by robots that operate in that market and a large number of unskilled traders. Thus, it is always challenging to validate trading system synthesis algos … Continue reading

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The Perils of Day and Position Trading in Zero-Sum Markets. Part One: Futures Day Trading

This is part one of a four part series on the perils of day and position trading in futures and forex markets. In Part One, analysis based on a simulation of a large number of random systems confirms the empirical … Continue reading

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