Tag Archives: Machine learning
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.
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
We are pleased to announce the release of DLPAL S v2.0. This new version includes a few enhancements and a fully updated manual.
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.
DLPAL trading Strategy for VXX volatility ETF has robust performance with 103% CAGR and relatively low drawdown in out-of-sample validation.