Free Blog

Modern technology offers the opportunity to trolls to pose as technical analysts. How do you recognize a technical analysis troll? Eight signs provide clues. Nowadays there are many technical analysis websites that offer free stock quotes, charts and analysis to the ...

In this article we outline the steps for developing a trading strategy for TLT ETF using the delay trade input option. Out-of-sample performance is analyzed in Amibroker and Quantopian platform. From the DLPAL manual on “Using Trade Input Delay” Strategies with a ...

The mainstream financial media recently compared the 18 year period it took for Dow Jones to grow from 10,000 to 20,000 to the 85 or so years it took for a  rise from about 60 to 10,000 and argued that ...

In this article we outline the steps for developing a trading strategy for XLF ETF. The out-of-sample performance is analyzed in the Quantopian platform and it is shown to significantly outperform the SPY benchmark. The following steps will be followed in ...

In this article we list the validation tools provided by DLPAL. Validation methods are an important integral part of strategy development. DLPAL offers different validation methods to increase the significance of the results. DLPAL offers the following validation methods: From search results: Test ...

In this article we show one way DLPAL can be used to execute a long/short equity strategy.  The features generated by the p-indicator function of the program are used to identify long and short candidates. An example is included. Long/short equity ...

It is paradoxical but investor anxiety rises near all-time highs. This may have to do with cognitive biases and specifically hyperbolic discounting, i.e., the tendency to want an immediate payoff. At the same time, when markets are rallying, there is ...

There was a heated discussion in Twitter a few days ago with even some harsh language about the importance of the Dow Jones Industrial Average now that the Dow 20,000 level frequently makes the headlines. The answer requires some trivial ...

In this article we review a trading strategy developed with DLPAL and specifically the out-of-sample and forward performance using code generated for the Quantopian platform. The strategy outperforms the benchmark and year-to-date return is higher by about a factor of ...

In this article we compare the out-of-sample performance of a trading strategy and a machine learning model that use the exact same features. The most important aspect of machine learning is the availability of features (also known as attributes or predictors) ...