Tag Archives: Quant trading
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.