- Amibroker Code For Three Indicators [Premium Articles] April 28, 2018
Signal-to-noise indicator for S&P 500 and SPY.
- “Quants are not gonna make it” April 16, 2018
“Quants are not gonna make it. They carry too much baggage. Technicians are going to be the ones to make the next big opportunities“. In Twitter, this statement was attributed to John Bollinger and made in the last CMT conference. ...
- Deep Search Add-on For DLPAL S April 13, 2018
We are pleased to announce the Deep Search Add-on for DLPAL S. This add-on increases significantly the power of the software in identifying price action anomalies. The Deep Search Add-on extends maximum number of sub-clusters in major feature clusters from 120 ...
- Accounting For Same Day Target Hits in DLPAL DQ April 11, 2018
Some of the best signals generated by DLPAL DQ often hit their profit target during the same they are opened. Below is an example with a signal in TSLA and a new option added in the returns calculation tool for ...
- To Gamble or Not to Gamble? April 9, 2018
Below are the results and my conclusions from a problem I posed in Twitter yesterday about gambling.
- Desirable Long/Short Equity Performance March 28, 2018
With long/short equity you cannot have your cake and eat it too but even if performance during up days averages to zero while during down days it is positive, the net results is usually desirable over time. Here is a ...
- Eight Years of Blogging And Tweeting – What Have I learned? March 23, 2018
A summary of what I have learned in eight years of blogging about markets and quantitative trading and tweeting. Time is a peculiar phenomenon and even modern science does not understand how it emerges. Is it present due to thermodynamics, due ...
- Arithmetic Versus Geometric Mean Conundrum March 20, 2018
Although I liked the article “You Are Not a Monte-Carlo Simulation”, by Corey Hoffstein, there was a conundrum in it that needs to be addressed because I think that is important to do since it is the source of confusion. This ...
- Resolving Conflicts In DLPAL DQ Results March 15, 2018
Conflicting signals are rare in DLPAL DQ daily quantitative scans. Here is recent example along with suggestions of how to deal with these rare situations. Below are the results of a scan of QQQ constituent stocks as of the close of ...
- Dow Jones Industrial Average Composition Changes Can Indicate Bear Markets March 8, 2018
When a significant change to Dow composition is made, this could be a leading indicator of a bear market as the available limited sample shows and this goes against popular beliefs that changes to the index are made to maintain ...
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