Tag Archives: Machine learning
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.
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.
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.
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
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.