Tag Archives: strategy synthesis

Three Long/Short Equity Strategies Based On Machine Learning

Three long/short strategies for trading Dow Jones component stocks in the daily timeframe are developed and analyzed based on features generated by DLPAL LS software. These strategies fulfill the objective of higher risk-adjusted returns as compared to S&P 500 total … Continue reading

Posted in Trading Strategies | Tagged , , , | Leave a comment

Institutional Grade Long/Short Equity Strategy Development With DLPAL LS

This article is about a long/short equity strategy developed with DLPAL LS. The large sample and the exceptional performance during the 2008 bear market demonstrate the predictive power of the features generated by DLPAL LS for developing institutional grade strategies … Continue reading

Posted in Quantitative trading | Tagged , , , | Leave a comment

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

Posted in DLPAL software | Tagged , , , , | Leave a comment