Tag Archives: Machine learning

What Is Idiosyncratic Alpha?

A reference to idiosyncratic trading strategies was made in a market commentary by Neal Berger, the President of Eagle’s View Asset Management. In this article we attempt to clarify what these idiosyncratic strategies are.

Posted in Trading Strategies | Tagged , , , , , | Leave a comment

Trading Psychology Has Become Irrelevant

In the past trading psychology played an important role in controlling the emotional factors that affected profitability. Nowadays, anyone talking about a need for proper trading psychology has fallen behind in the era of algo trading and machine learning. If … Continue reading

Posted in Technical Analysis | Tagged , , , | Leave a comment

Strategy Development And Execution With DLPAL LS

In this article we discuss the steps involved in using DLPAL LS to develop and execute trading strategies based on engineered features with fixed and machine learning models.

Posted in Trading Strategies | Tagged , , , , , , | Leave a comment

Market Neutral Long/Short Equity Strategy

This is a state-of-the-art market neutral long/short equity strategy based on the Dow stocks. Signals are generated after the close of each trading day and profit calculations are based on the change from the open and close of the next … Continue reading

Posted in Trading Strategies | Tagged , , , | Leave a comment

Announcing The Release of DLPAL S v2.0

We are pleased to announce the release of DLPAL S v2.0. This new version includes a few enhancements and a fully updated manual.

Posted in Quantitative trading | Tagged , , | Leave a comment

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.

Posted in Trading Strategies | Tagged , , | Leave a comment