- Software Identifies DJIA Largest Winner and Loser In The Same Day December 19, 2017
A typical scan of DJIA component stocks for price action anomalies successfully identified the two stocks with highest gain and loss for Monday, December 18, 2017. The DLPAL DQ scan results as of the close of Friday, December 15, 2017, are ...
- DLPAL DQ Multiple Long Signals In $BA December 13, 2017
Multiple long signals in $BA were generated by a DLPAL DQ scan of DOW 30 stocks after the close of last Friday. The company announced on the following Monday an increase in dividend by 20 percent and a $18 billion ...
- Equity Valuation Is Dead December 13, 2017
Many analysts still struggle with equity valuations. This is an exercise in futility in this new era of investors looking for a “store of value.” Edit 12/14/2017: This article was posted before the market open on Wednesday, December 13, 2017. During ...
- Overbought Vs. Momentum And Why Journalists Should Avoid Technical Analysis December 12, 2017
The headline yesterday in a respectable mainstream financial media website was about stocks not having been so overbought in 22 years. Is this a correct assessment or a journalist’s way of saying that stock market momentum is highest in 22 ...
- Looking For Sales Agents December 8, 2017
We are looking for sales agents with contacts in quantitative hedge funds to market our DLPAL LS software and provide on-site demos. We offer 50% commission. The duties of the sale agent include arranging for meetings and providing demos of the ...
- Bitcoin Serves A Purpose December 8, 2017
Some think that bitcoin is a currency. Others believe bitcoin is a digital security or commodity. In my opinion bitcoin is a gambler’s dream come true. Most of those who trade it have no idea of what they are getting ...
- Non-Tradable Illusions: The Volatility Example November 21, 2017
Many articles, papers, and books have been written about trading strategies and portfolio allocations with analysis and backtests based on non-tradable indexes. In many cases, the conclusions are mere illusions caused by non-tradability. Since short volatility strategies are so popular nowadays, ...
- Stock Market Still A Generous Casino In 2017 November 18, 2017
Random long trades have generated a mean return of about 4.7% year-to-date in SPY ETF with close to 95% of these random traders showing a profit and in UPRO ETF, a mean return of about 22% with more than 94% ...
- DLPAL DQ Long Signal In $ROST November 17, 2017
The long signal for $ROST was for the open of Tuesday, November 14, 2017. The profit target was hit yesterday. Below is the output of the DLPAL DQ scanner for all stocks in $QQQ ETF as of the close of Monday, ...
- Developing A Trading Strategy For TLT ETF With DLPAL S November 13, 2017
In this article we use DLPAL S to develop a trading strategy for TLT ETF. We also discuss two alternatives methods of validation based on out-of-sample testing and tests on comparable securities. DLPAL S identifies parameter-less strategies in historical price data ...