Tag Archives: Machine learning

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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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.

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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

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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.

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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

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