Tag Archives: Quant trading
Many quants around the world are trying to develop equity market neutral strategies because the premise behind them sounds appealing. However, these strategies have generated dismal returns in the last 11 years even when the 2008 bear market is included. … Continue reading
Free strategy code. We start with a DLPAL S workspace to find high probability strategies in TLT ETF with PF > 2 and trades > 100 since inception of ETF.
Many references to increasing or decreasing volume in social media and financial sites naturally cause confusion regarding its importance in trading. Our results from a universe of 40 liquid ETFs and Dow 30 stocks point to the right answer. For … Continue reading
In articles in blogs and in financial and social media, quants identify patterns in some securities that appear profitable or unprofitable. In many cases these attempts reflect a fight against infinite possibilities and insufficient samples but also show lack of … Continue reading
A frequently asked question about DLPAL LS is about the cluster choice. Below is an example of how cluster choice can affect daily results.