Tag Archives: Quantopian

Out-Of-Sample Performance Variations

In this article we look at variations between past and recent results generated by the Quantopian platform for the same out-of-sample period of a specific strategy . Despite the discrepancies, our strategy outperforms the benchmark since it joined the contest … Continue reading

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Fully Functional Trial Of DLPAL S

We are pleased to announce a two-week fully functional trial of DLPAL S, a software program that identifies trading strategies automatically from historical data and writes code for a variety of popular trading platforms.

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Trading Strategy Development with DLPAL: Part Two

In this article we show one way DLPAL can be used to execute a long/short equity strategy.  The features generated by the p-indicator function of the program are used to identify long and short candidates. An example is included.

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Use Algos to Fight The Algos

Every trader’s resolution for this year should include a transition to a mode of operation that is compatible with current market environment. Among other things, this includes abandoning random discretionary trading and adopting a systematic framework. When human traders start … Continue reading

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Trading Strategy Development With DLPAL: Part One

In this article we review a trading strategy developed with DLPAL and specifically the out-of-sample and forward performance using code generated for the Quantopian platform. The strategy outperforms the benchmark and year-to-date return is higher by about a factor of … Continue reading

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Variations In Results From Different Backtesting Platforms

Variations in the results generated by different backtesting platforms are common. In this article, I compare year-to-date backtesting results from Amibroker and Quantopian for a robust strategy that was machine designed by Price Action Lab software a few years ago. … Continue reading

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