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  • Institutional Grade Long/Short Equity Strategy Development With DLPAL LS March 23, 2017

    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 ...

  • Why So Many Overestimate Their Technical Analysis Skills March 19, 2017

    Many traders overestimate their technical analysis skills and this mainly involves those using old and outdated methods. However, in some cases technical analysis is used as a cover to promote wishful thinking. After following closely technical analysis articles and social media ...

  • Trends And Trend-Following Are Not The Same Things March 14, 2017

    It is an empirical fact that trends develop in financial price series. But it is also an empirical fact that profiting from trends has not been easy in recent years. People with skin-in-the-game know that trends and trend-following are not ...

  • Long/Short Equity Strategy Development With DLPAL March 10, 2017

    Although long/short equity strategies are usually employed by large hedge funds, they are also used by some professional traders due to their advantages. In this article we discuss how such a strategy can be developed and implemented with DLPAL. Long/short equity ...

  • Announcing The Release of DLPAL LS For Long/Short Equity Hedge Funds March 8, 2017

    We are pleased to announce release of DLPAL LS, a software program for long/short equity hedge funds that use technical strategies. Deep Learning Price Action Lab software for long/short equity (DLPAL LS) uses primitive attributes of price action, and specifically the ...

  • Is the Bulk of Technical Analysis “Thinking in Words”? February 19, 2017

    Until now I thought that the main problem of technical analysis is bias of all kinds. A tweet from N. N. Taleb yesterday got me thinking. Maybe there is a more serious problem than bias: thinking in words.

  • Are Six Months Responsible For All Gains in Stocks Since 2000? February 17, 2017

    Six months are not responsible for all gains in stock market since 2000. This conclusion in some articles was based on the wrong choice of returns. The correct number is about 32. Brief review of basic concepts where Ri are the arithmetic ...

  • Trading Strategy Development With DLPAL: Part Six February 13, 2017

    In this article we list some of the reasons DLPAL does not include in trading strategy synthesis exits based on number of bars since entry. An example is included. The objective of DLPAL is the identification of strategies for short-term market timing ...

  • Eight Signs To Help You Identify Technical Analysis Trolls February 3, 2017

    Modern technology offers the opportunity to trolls to pose as technical analysts. How do you recognize a technical analysis troll? Eight signs provide clues. Nowadays there are many technical analysis websites that offer free stock quotes, charts and analysis to the ...

  • Trading Strategy Development With DLPAL: Part Five January 29, 2017

    In this article we outline the steps for developing a trading strategy for TLT ETF using the delay trade input option. Out-of-sample performance is analyzed in Amibroker and Quantopian platform. From the DLPAL manual on “Using Trade Input Delay” Strategies with a ...