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Trading Systems that Adapt

We specialize in trading systems, trading signals and modeling software designed to adapt to changing market regimes. Our trading systems model the short-term daily trends of stock market indexes and stock index futures. maintains an independent third-party audited track record of our primary SP trading system.
A combination of 'in-house' and commercial software is utilized to build our stock index and futures trading systems.
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Trading systems must be capable of adaptation to continue to be effective during different market regimes.
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Integrating our modeling software within the BioComp Dakota 3 application framework enables walk-forward adaptation of model parameters. Our modeling software utilizes the following algorithms.
Particle swarm adaptation for adapting model parameters.
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The k-nearest neighbor algorithm for walk-forward pattern matching.
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Neural networks, support vector machines, genetic programmers and decision trees that automatically retrain on a periodic basis.
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Low-lag cycle phase indicators for identifying market tops and bottoms as they occur.
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NOTE: Hypothetical or simulated performance results have inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. Past performance of our trading systems,  trading signals and modeling software, whether actual or indicated by simulated historical tests of trading strategies, is not indicative of future results.
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