- DLPAL DQ Beats the Market Again May 21, 2019
DLPAL DQ price action anomaly detection software identified after the close of Friday, May 17, 2019, the most profitable stock in Dow 30 for Monday, May 20, 2019. The average of the five signals was 1.11% from the open to ...
- The Imperative of Tail Risk Hedging May 15, 2019
Anyone who proposes investment schemes to investors without proper tail risk hedging is probably too naïve about risk.
- DLPAL DQ Multiple Long Signals Gain on a Rough Market Day May 14, 2019
Multiple DLPAL DQ long signals generated after the close of Friday, May 10, 2019, gained on Monday, May 13, 2019, from open to close despite a rough day for the market. We consider this outstanding performance. Results of DLPAL DQ for ...
- The Disruption Before the Eruption May 11, 2019
Recent exuberant valuations of disruption schemes that appear to make promises about future services that are unlikely to be realized for a long time are creating unrealistic expectations for investors lacking an understanding of technical issues and are setting the ...
- Explosive Rally in UNH Caught by Quant Software May 7, 2019
This has exceeded our expectations: our quant trading software identified the largest winner in Dow 30 and fourth largest winner in S&P 500 on May 6, 2019. Below are the results of our daily quantitative scan of 85 stocks from the ...
- NinjaTrade 8 Code Generation Option in DLPAL S and DLPAL DQ May 1, 2019
We are pleased to announce NinjaTrader 8 code generation for DLPAL S and DLPAL DQ strategy synthesis and identification software programs. After this latest addition, both programs generate code for strategies (and systems of strategies in the case of DLPAL S) ...
- Trade Minimum Holding Period Impact on Equity Long/short Strategy April 26, 2019
Increasing trade minimum holding period reduces trades by about a factor of two in a daily long/short strategy and as a result the transaction cost. In this article we look at the impact on performance. We consider the fixed rules strategy ...
- Low Risk Equity Long/short with Features Based on Price Anomaly Detection April 16, 2019
These equity long/short strategies with Dow 30 stocks deliver high performance at low risk but are suitable only for professional traders and funds with sufficient capital and lower execution cost. We consider two long/short strategies with rebalancing in the daily timeframe. ...
- Trading, Managing OPM and the Role of Luck April 11, 2019
Trading strategies depend on objectives. It is maybe wrong to generalize as many authors do in books and papers. Retail traders have different objectives from funds: the former try to take advantage of luck, the latter strive to minimize risks.
- Another Successful Multiple Signal Validation April 9, 2019
As of the close of Friday, April 5, 2019, DLPAL DQ generated two long signals for BK. The stock gained 0.73% from open to close of Monday, April 8, 2019. This is another example of multiple signal validation. Results of DLPAL ...