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  • Feature Engineering For Long/Short Forex Strategy June 9, 2017

    In this article we discuss feature generation for a long/short forex strategy. This strategy can be used in conjunction with long/short equity strategies for diversification purposes. Forex is an important asset class that can provide effective diversification, as shown in a ...

  • Forex As An Asset Class June 5, 2017

    Using a forex strategy in tactical asset allocation offers potential of better diversification and improved performance during bear equity markets but any benefits from this allocation scheme must be weighed against known and unknown risks.

  • Investing in European Stocks is a Forex Bet May 29, 2017

    Investing in European stocks is a forex bet.

  • A Few Bitcoin Statistics and Similarities to Equities May 26, 2017

    Since January 2011, bitcoin daily returns volatility is 89% while $1 has grown to more than $8,314.  The drawdown profile reflects the speculative nature of this currency and its high risks but some popular large caps went thought similar phases. ...

  • Customer Survey Results – DLPAL Software Performance in Low Volatility Markets May 16, 2017

    We contacted a few expert users of DLPAL to find out how the programs is performing in this current low volatility environment. All traders may find the results of this survey useful despite methods used because the responses came from ...

  • Feature Engineering With DLPAL LS May 10, 2017

    DLPAL software offers capability of generating high quality features for use in algorithmic and machine learning trading strategies. In this article we include an example of how features engineered from ensembles of securities can be used to develop a long/short ...

  • DLPAL Strategy For Trading EURUSD With Backward Validation May 8, 2017

    This is an example of a strategy for trading EUR/USD currency pair in the daily timeframe developed by DLPAL S. The results are validated in  a backward sample. Below are the results of the search: DLPAL S found a total of 7 ...

  • DLPAL Strategy For GLD With Validation in TLT and SPY May 7, 2017

    This is an example of a strategy for trading GLD in the daily timeframe developed by DLPAL S. The results are validated in TLT and SPY. Below are the results of the search: DLPAL S found a total of 11 strategies, 9 ...

  • Developing Forex Trading Strategies With DLPAL April 26, 2017

    In this article we include an example of trading strategy development for the GBP/USD forex pair with the use of DLPAL software. DLPAL identifies trading strategies in historical data by using Occam’s Razor as a guiding principle. In addition, the results of ...

  • Developing Portfolio Trading Strategies With DLPAL April 21, 2017

    Short-term portfolio trading strategies can generate absolute returns during times that longer-term strategies experience a drawdown. In this article we include an example of how to use DLPAL to develop of strategy for trading Dow stocks. Common features DLPAL offers several alternatives ...