- Customer Survey Results – DLPAL Software Performance in Low Volatility Markets May 16, 2017
We contacted a few expert users of DLPAL to find out how the programs is performing in this current low volatility environment. All traders may find the results of this survey useful despite methods used because the responses came from ...
- Feature Engineering With DLPAL LS May 10, 2017
DLPAL software offers capability of generating high quality features for use in algorithmic and machine learning trading strategies. In this article we include an example of how features engineered from ensembles of securities can be used to develop a long/short ...
- DLPAL Strategy For Trading EURUSD With Backward Validation May 8, 2017
This is an example of a strategy for trading EUR/USD currency pair in the daily timeframe developed by DLPAL S. The results are validated in a backward sample. Below are the results of the search: DLPAL S found a total of 7 ...
- DLPAL Strategy For GLD With Validation in TLT and SPY May 7, 2017
This is an example of a strategy for trading GLD in the daily timeframe developed by DLPAL S. The results are validated in TLT and SPY. Below are the results of the search: DLPAL S found a total of 11 strategies, 9 ...
- Developing Forex Trading Strategies With DLPAL April 26, 2017
In this article we include an example of trading strategy development for the GBP/USD forex pair with the use of DLPAL software. DLPAL identifies trading strategies in historical data by using Occam’s Razor as a guiding principle. In addition, the results of ...
- Developing Portfolio Trading Strategies With DLPAL April 21, 2017
Short-term portfolio trading strategies can generate absolute returns during times that longer-term strategies experience a drawdown. In this article we include an example of how to use DLPAL to develop of strategy for trading Dow stocks. Common features DLPAL offers several alternatives ...
- Dumb Social Media Sentiment Algos Target The Stock of O’Reilly Automotive April 20, 2017
Increased volatility in the stock of O’Reilly Automotive (ORLY) in the last two days while the name O’Reilly was trending in the news raises questions about the effectiveness of social media sentiment algos and their perils. There is a small probability that ...
- AAPL: Exposing Wall Street Games April 10, 2017
The bulk of the gains in AAPL in the last six years have been realized by holding the stock on Mondays. This is a remarkable market anomaly that should not be present in the highest capitalization stock of the U.S. ...
- Forecasting Weekly Market Returns With DLPAL PRO April 9, 2017
We use the ensemble feature generation of DLPL PRO with weekly data of Dow-30 stocks to forecast weekly returns. The strategy based on the ensemble features has less drawdown but the same MAR ratio as buy and hold. For an introduction ...
- Despite Bear Markets, the S&P 500 Is An Intelligent Trading Strategy April 8, 2017
The S&P 500 is an intelligent trading strategy and a popular benchmark.
