Tag Archives: Machine learning

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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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.

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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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Another DLPAL Volatility Strategy

DLPAL trading Strategy for VXX volatility ETF has robust performance with 103% CAGR and relatively low drawdown in out-of-sample validation.

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S&P 500: Lowest Intraday Range In 24 Years

The intraday change from the low to the high of the S&P 500 index on Friday, May 26, was only o.19%, which is the lowest in about 23 years and the fourth lowest in 31 years. I list some of … Continue reading

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