Tag Archives: Quant trading

Short-Term Bearish Signal

The P-Dow indicator has generated the first bearish signal for stocks in about two months. Details and backtests are included below.

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Machine Learning With DLPAL PRO: Part Three

DLPAL PRO’s advanced capabilities are used to implement a long/short ETF strategy. We present the flow and examples of historical attribute, test/train and scoring files. A Binary Logistic Regression classifier is used to obtain the final results.

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Announcing The Release of DLPAL v1.0

We are pleased to announce the release of DLPAL v1.0, a software program for short-term systematic and discretionary traders that can identify anomalies in price action via the use of proprietary unsupervised and supervised machine learning algorithms.

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Paper: Limitations of Quantitative Claims About Trading Strategy Evaluation

My paper, “Limitations of Quantitative Claims About Trading Strategy Evaluation”, is now available for download at SSRN. More details below.

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Money For Nothin’ And Backtests For Free

Backtests are good for systematic trading and under certain conditions. It makes no sense to use backtests in an effort to analyze current market conditions. Yet, this is done all the time and regrettably by educated people who call themselves … Continue reading

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How A Lower Open Can Save The Day

A security can fall on a given day but a long position may profit if the open was lower than the close. As it turns out, often days with lower open offer some profitable signals. An example was a long … Continue reading

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Traders Should Diversify During Rough Times

Even if only one trade out of several bad trades shows a small gain, large losses can be reduced substantially. Here is an example from last week.

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Quant Trading Software For Systematic and Discretionary Traders

Price Action Lab (PAL) is a software program that is used by quantitative traders and hedge funds around the world for algo discovery and discretionary trading. In this article the main features of PAL are presented. Some links to useful articles about trading are also included.

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