Tag Archives: predictors

Passive Investing Is An Over-Fitted Strategy [Premium Articles]

The conflict about over-fitted market timing strategies versus passive investing has more to do with marketing and sales than with sound quantitative analysis. It appears that the main objective of this conflict is to calm passive investors and discourage market … Continue reading

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Feature Engineering With DLPAL LS

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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