- Are Seven Day Win Streaks in S&P 500 Random? April 9, 2019
The S&P 500 is up seven days in a row. Are these 7-day win streaks random or significant patterns? Here is a little experiment in R to answer this question. Below is a chart of S&P 500 since 1960 with our ...
- Best Week For Our Dow 30 Long/Short Equity Strategy Since January April 8, 2019
Our Dow 30 dollar neutral equity long/short strategy gained 2.1% last week. A short position in WBA and a long position in HD contributed towards the result. This is a strategy that is rebalanced each week and holds six long ...
- High Accuracy Predictions Are Not Always Profitable April 3, 2019
High accuracy predictions result in an acceptable profit factor over a trade sample if, and only if, the payoff ratio is sufficiently high. Machine learning applications that focus on high prediction accuracy without constraining the payoff ratio are in many ...
- Combining Results of DLPAL LS and DLPAL DQ March 31, 2019
Combining the results of DLPAL LS and DLPAL DQ to improve the performance of equity long/short and directional strategies based on conflicting and confirming signals. DLPAL LS is unique software that calculates features measuring the directional bias of securities and also generates ...
- Strategy Validation Without Out-Of-Sample Testing March 28, 2019
Backtests on a portfolio of securities, including anti-correlated ones, are used in this article in place of out-of-sample validation via a specific example of trading strategy development. Out-of-sample testing limitations Out-of-sample testing offers a genuine validation method if, and only if, the ...
- Dealing with Conflicting Market Signals March 25, 2019
In this article deal with conflicting signals arising from SPY ETF price action analysis as of the close of March 22, 2019. Two validation methods are used for this purpose. Conflicting market signals are frequent in price action analysis. In fact, ...
- Announcing the Release of DLPAL S v3 March 18, 2019
We are pleased to announce the release of DLPAL S v3. DLPAL S identifies parameter-less strategies in historical price data that fulfill user-defined performance statistics and risk/reward parameters. The program generates code for strategies and systems for popular platforms. Several validation ...
- Running DLPAL Multiple Instances March 11, 2019
A brief account of DLPAL software multiple instances options and related offer. Execution time for identification of strategies when using DLPAL (any version) can be significantly reduced when running multiple instances of the program on one or several computers. When multiple ...
- Announcing the Release of DLPAL DQ v5 March 6, 2019
We are pleased to announce the release of DLPAL DQ v5 DLPAL DQ is a scanner for discretionary quantitative traders with growing popularity. The software can scan any number of securities for parameter-less price action anomalies in daily or higher time-frame ...
- Two Billion Dollar Trend-Following Strategy March 2, 2019
We look at the trend-following strategy employed by PTLC ETF and try to identify its strength and weakness.
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