- Dumb Social Media Sentiment Algos Target The Stock of O’Reilly Automotive April 20, 2017
Increased volatility in the stock of O’Reilly Automotive (ORLY) in the last two days while the name O’Reilly was trending in the news raises questions about the effectiveness of social media sentiment algos and their perils. There is a small probability that ...
- AAPL: Exposing Wall Street Games April 10, 2017
The bulk of the gains in AAPL in the last six years have been realized by holding the stock on Mondays. This is a remarkable market anomaly that should not be present in the highest capitalization stock of the U.S. ...
- Forecasting Weekly Market Returns With DLPAL PRO April 9, 2017
We use the ensemble feature generation of DLPL PRO with weekly data of Dow-30 stocks to forecast weekly returns. The strategy based on the ensemble features has less drawdown but the same MAR ratio as buy and hold. For an introduction ...
- Institutional Grade Long/Short Equity Strategy Development With DLPAL LS March 23, 2017
This article is about a long/short equity strategy developed with DLPAL LS. The large sample and the exceptional performance during the 2008 bear market demonstrate the predictive power of the features generated by DLPAL LS for developing institutional grade strategies ...
- Why So Many Overestimate Their Technical Analysis Skills March 19, 2017
Many traders overestimate their technical analysis skills and this mainly involves those using old and outdated methods. However, in some cases technical analysis is used as a cover to promote wishful thinking. After following closely technical analysis articles and social media ...
- Trends And Trend-Following Are Not The Same Things March 14, 2017
It is an empirical fact that trends develop in financial price series. But it is also an empirical fact that profiting from trends has not been easy in recent years. People with skin-in-the-game know that trends and trend-following are not ...
- Long/Short Equity Strategy Development With DLPAL March 10, 2017
Although long/short equity strategies are usually employed by large hedge funds, they are also used by some professional traders due to their advantages. In this article we discuss how such a strategy can be developed and implemented with DLPAL. Long/short equity ...
- Announcing The Release of DLPAL LS For Long/Short Equity Hedge Funds March 8, 2017
We are pleased to announce release of DLPAL LS, a software program for long/short equity hedge funds that use technical strategies. Deep Learning Price Action Lab software for long/short equity (DLPAL LS) uses primitive attributes of price action, and specifically the ...
- Are Six Months Responsible For All Gains in Stocks Since 2000? February 17, 2017
Six months are not responsible for all gains in stock market since 2000. This conclusion in some articles was based on the wrong choice of returns. The correct number is about 32. Brief review of basic concepts where Ri are the arithmetic ...
- Trading Strategy Development With DLPAL: Part Six February 13, 2017
In this article we list some of the reasons DLPAL does not include in trading strategy synthesis exits based on number of bars since entry. An example is included. The objective of DLPAL is the identification of strategies for short-term market timing ...