- Dow Jones Should Be At 30000 January 27, 2017
The mainstream financial media recently compared the 18 year period it took for Dow Jones to grow from 10,000 to 20,000 to the 85 or so years it took for a rise from about 60 to 10,000 and argued that ...
- Trading Strategy Development With DLPAL: Part Four January 24, 2017
In this article we outline the steps for developing a trading strategy for XLF ETF. The out-of-sample performance is analyzed in the Quantopian platform and it is shown to significantly outperform the SPY benchmark. The following steps will be followed in ...
- Trading Strategy Development With DLPAL: Part Three January 22, 2017
In this article we list the validation tools provided by DLPAL. Validation methods are an important integral part of strategy development. DLPAL offers different validation methods to increase the significance of the results. DLPAL offers the following validation methods: From search results: Test ...
- Trading Strategy Development with DLPAL: Part Two January 15, 2017
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. Long/short equity ...
- Just Follow The System January 8, 2017
It is paradoxical but investor anxiety rises near all-time highs. This may have to do with cognitive biases and specifically hyperbolic discounting, i.e., the tendency to want an immediate payoff. At the same time, when markets are rallying, there is ...
- Dow Jones Or S&P 500? January 5, 2017
There was a heated discussion in Twitter a few days ago with even some harsh language about the importance of the Dow Jones Industrial Average now that the Dow 20,000 level frequently makes the headlines. The answer requires some trivial ...
- Use Algos to Fight The Algos January 3, 2017
Every trader’s resolution for this year should include a transition to a mode of operation that is compatible with current market environment.
- Trading Vs. Investing: The False Dichotomy December 27, 2016
There are many who confuse these two: trading and investing.
- The Post-Hoc Chartist December 24, 2016
Why do some chartists turn ad hominen when their practice is challenged? The plausible answer is that they are frustrated by continuous failures and are acting under the influence of backfire effect cognitive bias.
- Trading Strategy Development With DLPAL: Part One December 13, 2016
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 ...
