Adaptive Trading Systems
We specialize in the development of trading systems and trading software designed to predict stock index and futures market trends one trading day in advance. By implementing our trading strategies using BioComp Dakota and our own proprietary trading software we substantially increase the degree to which our trading systems are able to adapt to shifting market regimes.
Mechanical Trading Systems that Adapt
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A combination of 'in-house' and commercial trading software is used to build our stock index and futures trading systems.
Our mechanical trading systems are suitable for inclusion in short term trading strategies that trade in the vicinity of once per 4 to 10 trading days. Mechanical trading systems for trading long term trends have also been successfully developed.
We utilize particle swarm adaptation, k-nearest neighbor, wavelet and adaptive SHM algorithms within our trading software to produce our trading signals. Our mechanical trading systems are designed to be adaptive and robust.
Adaptation must be intrinsic to mechanical trading systems for them to be successful. Integrating our trading software within the BioComp Dakota application framework enables the walk-forward adaptation of trading system parameters.
Our mechanical trading systems are suitable for inclusion in short term trading strategies that trade in the vicinity of once per 4 to 10 trading days. Mechanical trading systems for trading long term trends have also been successfully developed.
We utilize particle swarm adaptation, k-nearest neighbor, wavelet and adaptive SHM algorithms within our trading software to produce our trading signals. Our mechanical trading systems are designed to be adaptive and robust.
Adaptation must be intrinsic to mechanical trading systems for them to be successful. Integrating our trading software within the BioComp Dakota application framework enables the walk-forward adaptation of trading system parameters.
Trading strategies based on mechanical trading systems with static parameters tend to be brittle and usually fail quickly.
Trading strategies based on adaptive trading systems are more likely to succeed. This is akin to the 'adapt or 'die' axiom.
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 software and trading signals, whether actual or indicated by simulated historical tests of trading strategies, is not indicative of future results.
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