Tag Archives: Machine learning

Novel Strategy That Combines Buy and Hold, Trend-following, Position and Short-Term Trading

We present in this article a novel strategy based on features generated by DLPAL LS software in the weekly time frame that trades long/short 85 large cap stocks from the S&P 100 universe and combines buy and hold, trend-following, position … Continue reading

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DLPAL Software Offerings

DLPAL software versions, brief descriptions and offerings.

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Three Long/Short Equity Strategies Based On Machine Learning

Three long/short strategies for trading Dow Jones component stocks in the daily timeframe are developed and analyzed based on features generated by DLPAL LS software. These strategies fulfill the objective of higher risk-adjusted returns as compared to S&P 500 total … Continue reading

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Markets Are Algo-Event Driven

Two days ago, equity markets worldwide were spooked by Italian political turmoil and possibility of a euroskeptic government that will drive Italy out of euro. The S&P 500 fell 1.2%. Next day, according to financial media, the market rallied 1.3% … Continue reading

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Market Neutral Long/Short Equity Strategies In High Demand

In this article, we present recent performance results of a market neutral long/short equity trading strategy executed in weekly timeframe for minimum transaction cost impact and lower risk in bear markets.

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