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The choice of data series to use in trading strategy development may impact results significantly. In this article we investigate the impact of dividend-adjusted data in the case of three strategies developed by DLPAL. It is shown that the choice ...

international stocks have consistently underperformed U.S. stocks

Hello, this is 2017, as far as I can tell although at times it’s difficult to follow the arrow of time when reading social media posts about the markets. Some people still rely on stock market theories developed in the ...

Commodity Trading Advisor programs are experiencing another down year on the average according to official sources. This adds to a long streak of disappointing returns in recent years and despite trends forming in several markets. This article is based on group ...

In this article we discuss the steps involved in using DLPAL LS to develop and execute trading strategies based on engineered features with fixed and machine learning models. Deep Learning Price Action Lab (DLPAL LS) software uses primitive attributes of price ...

All actions in the markets based on any method, technical or fundamental, amount to forecasts.

Visual chartists, also known as noise traders, in the process of defending a method with a low win rate claim that high win rate strategies do not exist. When presented with evidence to the contrary, they argue that a high ...

This is a state-of-the-art market neutral long/short equity strategy based on the Dow stocks. Signals are generated after the close of each trading day and profit calculations are based on the change from the open and close of the next ...

The biggest danger of the cryptocurrency bubble is not speculator losses but hyperinflation. As the value of virtual currencies increases and they gain acceptance in commerce, the danger of hyperinflation that will damage economies worldwide is also increasing.

The correlation between the 60/40 strategic allocation and the equity market in the last 30 years is close to 0.9. Actually, portfolio risk, as measured by maximum drawdown, has only been low during strong equity market uptrends.