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Home Managed Accounts About Glossary
in Modeling Software - 02 Feb, 2016
by James - no comments
Synergy 1.9.0

The Synergy data mining application has come along way over the last couple of months. A summary follows:

1. The trading signals and statistics for all models belonging to a given modeling run can be ‘brought up to date’ at the click of a button. This is handy if you are reviewing older modeling runs and have not implemented the models in Dakota 3 or another application.

2. Intraday data is supported. Note that Synergy does not process intraday data ‘live’. You can load intraday data and build models that use the intraday data.

Intraday data loaded in Synergy

Intraday data loaded in Synergy

3. A Modeling Period Slider control has been added to make assigning the percent of data rows to use for the build period, validation period and to retain as out-of-sample data as quick and easy as possible.

Modeling Period Slider

Modeling Period Slider

4. Modeling runs can be shared by uploading them to a database server. Modeling runs that have been shared by users can be viewed and loaded all within the application. This will prove to be a valuable resource for all users.

5. Function blocks can be selected for use as primary only, secondary only or both. The primary function block is the one that is applied first.

Function Block Selection

Function Block Selection

6. The swarm optimizer parameters can be configured by the user.

7. The framework for SIMD instruction sets to speed up computations has been implemented.

8. The Models window displays statistics for the in-sample period, out-of-sample period and overall period instead of just the in-sample and overall periods.

Statistics for the selected model

Statistics for the selected model

9. The data series that have been loaded can be charted with zooming and ‘zoomed-in scrolling’ to make inspection of the data straight forward.

Chart of loaded data series

Chart of loaded data series

10. The trade return distributions are now plotted along with the equity curve for a given model. Probability density functions are fitted to the in-sample and out-of-sample trade log returns and plotted. You can quickly see if the modes are to the right of zero return and if there is positive skew.

Trade return distribution charts

Trade return distribution charts

The plots in the above charts begin and end at +- 3 standard deviations from the mean.

If you purchase Synergy within the next 7 days then you will receive a lifetime of software updates for free. Purchases after Feb 8th, 2016 will include 1 year of software updates and then a fee will be required if you wish to receive updates for a further year. The purchase price will also increase after Feb 8th.

Purchases can be made at http://www.adaptivetradingsystems.com/product-purchases.html.

Kind Regards,

James

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