Tag Archives: Machine learning

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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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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