Tag Archives: Machine learning

DLPAL Signal Confirmed Yesterday

After the close of Monday, May 15, 2017,  DLPAL signaled deterioration of positive bias in Dow 30 and higher probability of a correction. The confirmation of the signal yesterday adds to empirical evidence about the short-term predictive power of the … Continue reading

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Customer Survey Results – DLPAL Software Performance in Low Volatility Markets

We contacted a few expert users of DLPAL to find out how the programs is performing in this current low volatility environment. All traders may find the results of this survey useful despite methods used because the responses came from … Continue reading

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Feature Engineering With DLPAL

DLPAL software offers capability of generating high quality features for use in algorithmic and machine learning trading strategies. In this article we include an example of how features engineered from ensembles of securities can be used to develop a long/short … Continue reading

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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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Forecasting Weekly Market Returns With DLPAL PRO

We use the ensemble feature generation of DLPL PRO with weekly data of Dow-30 stocks to forecast weekly returns. The strategy based on the ensemble features has less drawdown but the same MAR ratio as buy and hold.

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Institutional Grade Long/Short Equity Strategy Development With DLPAL

This article is about a long/short equity strategy developed with DLPAL. The large sample and the exceptional performance during the 2008 bear market demonstrate the predictive power of the features generated by DLPAL for developing institutional grade strategies as well … Continue reading

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Trading Strategy Development With DLPAL: Part Six

In this article we list some of the reasons DLPAL does not include in trading strategy synthesis exits based on number of bars since entry. An example is included.

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