Trading Systems
Trading Software
Trading Signals
Resources
Resources include recommended trading software for trading systems development, educational resources and securities information.
Trading Software for Systems Development
BioComp Dakota enables you to create adaptive trading systems with 100% walk-forward out-of-sample performance evaluation. Dakota "steps-forward" one bar at a time, recalcuating signals as though you were trading in real-life. If you have a favorite market timing indicator that you use in an application such as AmiBroker or MetaStock, try it out using Dakota and 'widen' the parameter ranges of your system to find out how robust it really is...
BioComp Profit 8 is an end-of-day financial market modeling tool that is designed to maximize profits and deliver smooth, consistent returns as it forecasts the rise and fall of your favorite securities. Use Profit to import raw securities data, build indicators then utilize those indicators as alternative inputs to an input and predictive model search process. Many models are built and the top N on a performance basis are brought into Profit to act as a "committee" of models. The models' signals are combined to create a "System Model". Profit outperforms the more antiquated neural based solutions.
DV Indicators is a site dedicated to providing unique technical indicators and tools to improve your trading. Their research and development is backed by CSS Analytics, a firm that does consulting for hedge funds and institutions all over the world. CSS helps give DV Indicators a distinct edge through employing non-parametric statistical methods within their product line.
Educational Resources
The MarketSci Blog is authored by Michael Stokes and provides the reader with an education in the development of quantitative models for timing the shorter term daily trends of stock indices. The MarketSci trading strategy was the #1 Ranked U.S. Market Timer for 2006 and 2007 (by Theta Research) and Michael is the developer of MarketSci.
CSS Analytics Blog is authored by David Varidi and is another valuable source of knowledge. CSS Analytics is a research firm dedicated to developing quantitative trading strategies and proprietary stock rankings. Their team brings together academics from a variety of disciplines as well as industry practioners.
Connexions is a a place to view and share educational material made of small knowledge chunks called modules that can be organized as courses, books, reports, etc. Anyone may view or contribute. The content contains educational materials for everyone - from children to college students to professionals.
Quantitative Trading Systems by Dr. Howard Bandy supercedes the older books and thinking on technical analysis. As it says on the cover, Dr. Bandy presents practical methods for the design, testing and validation of trading systems. This book is a must have!
Data Providers
Pinnacle Data Corp. is a supplier of super-clean reasonably priced commodity futures data with update service -- also market breadth data, indices, bond rates, economic data and sentiment data including Commitment of Traders.
Securities Information
Major Futures & Options Exchanges
Chicago Board Options Exchange (CBOE) is the world's largest options exchange. CBOE products include index options, options on Equities, Interest Rates, Exchange Traded Funds and HOLDRs. Notably, the CBOE Volatility Index (VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs) - CBOT, CME, NYMEX and COMEX.
Chicago Mercantile Exchange (CME) is a CME Group Designated Contract Market and is a financial and commodity derivative exchange based in Chicago. CME trades several types of financial instruments: interest rates, equities, currencies, and commodities. It also offers trading in alternative investments such as weather and real estate derivatives.
Chicago Board of Trade (CBOT) is a CME Group Designated Contract Market that offers futures and options on Agricultural Products, Dow Equities Indexes and Interest Rates.
New York Mercantile Exchange (NYMEX) is a CME Group Designated Contract Market and the world's largest physical commodity futures exchange, located in New York City. Its two principal divisions are the New York Mercantile Exchange and Commodity Exchange, Inc (COMEX) which were once separate but are now merged.
Commodity Exchange (COMEX) is a CME Group Designated Contract Market as well as a division of the NYMEX. COMEX trades futures and options on Gold, Silver and Copper.
Major Stock Exchanges
NASDAQ Stock Exchange (NASDAQ) is the largest electronic screen-based equity securities trading market in the United States. The NASDAQ has more trading volume than any other stock exchange in the world.
New York Stock Exchange (NYSE) The New York Stock Exchange (NYSE) is located on Wall Street in lower Manhattan, New York City, USA. It is the world's largest stock exchange by market capitalization of its listed companies. The NYSE is operated by NYSE Euronext, which was formed by the NYSE's 2007 merger with the fully electronic stock exchange Euronext.
Major Stock Indexes and their Components
Dow Jones Industrial Average includes 30 large, publicly owned companies based in the United States have traded during a standard trading session in the stock market. The Industrial portion of the name is largely historical, as many of the modern 30 components have little or nothing to do with traditional heavy industry. The average is price-weighted, and to compensate for the effects of stock splits and other adjustments, it is currently a scaled average.
NASDAQ 100 Index is derived from 100 of the largest domestic and international non-financial securities listed on The Nasdaq Stock Market based on market capitalization. The Index reflects companies across major industry groups including computer hardware and software, telecommunications, retail/wholesale trade and biotechnology.
S&P 500 Index is a free-float capitalization weighted index of the prices of 500 large-cap common stocks actively traded in the United States. The stocks included in the S&P 500 are those of large publicly held companies that trade on either of the two largest American stock market exchanges; the NYSE Euronext and the NASDAQ OMX. The index focus is U.S.-based companies although there are a few legacy companies with headquarters in other countries.
Leveraged No-Load Mutual Funds
Direxion Mutual Fund's family of leveraged index mutual funds brings a distinctive combination of leverage points seeking up to 250% of the daily investment performance, before fees and expenses, of a wide range of well-known broad indexes and targeted sectors - on the long-side (Bull Funds) and short-side (Bear Funds).
ProFunds seek to match the daily performance of a variety of well-known market indexes (before fees and expenses), and offer funds that seek to magnify daily index returns and others that seek daily returns that are the inverse (opposite) of those of an index. ProFunds also offer the freedom to move among ProFunds without exchange restrictions or redemption fees.
Rydex|SGI Mutual Funds are dedicated to providing high quality, innovative investment solutions across the asset allocation spectrum that meets investors' diverse and evolving needs. Leveraged mutual funds that track the major stock indexes are available.
Exchange Traded Funds
iShares are a family of exchange-traded funds managed by BlackRock. iShares is the largest issuer of ETFs in the US and globally.
Invesco PowerShares are a family of more than 100 domestic and international index-based ETFs and actively managed ETFs. PowerShares ETFs trade on both U.S. stock exchanges.
ProShares is the world's largest manager of leveraged and inverse funds. ProShares 111 ETFs provide exposure to U.S. and foreign equities, fixed-income, commodity and currency benchmarks.
Chicago Board Options Exchange (CBOE) is the world's largest options exchange. CBOE products include index options, options on Equities, Interest Rates, Exchange Traded Funds and HOLDRs. Notably, the CBOE Volatility Index (VIX) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices.
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs) - CBOT, CME, NYMEX and COMEX.
Chicago Mercantile Exchange (CME) is a CME Group Designated Contract Market and is a financial and commodity derivative exchange based in Chicago. CME trades several types of financial instruments: interest rates, equities, currencies, and commodities. It also offers trading in alternative investments such as weather and real estate derivatives.
Chicago Board of Trade (CBOT) is a CME Group Designated Contract Market that offers futures and options on Agricultural Products, Dow Equities Indexes and Interest Rates.
New York Mercantile Exchange (NYMEX) is a CME Group Designated Contract Market and the world's largest physical commodity futures exchange, located in New York City. Its two principal divisions are the New York Mercantile Exchange and Commodity Exchange, Inc (COMEX) which were once separate but are now merged.
Commodity Exchange (COMEX) is a CME Group Designated Contract Market as well as a division of the NYMEX. COMEX trades futures and options on Gold, Silver and Copper.
Major Stock Exchanges
NASDAQ Stock Exchange (NASDAQ) is the largest electronic screen-based equity securities trading market in the United States. The NASDAQ has more trading volume than any other stock exchange in the world.
New York Stock Exchange (NYSE) The New York Stock Exchange (NYSE) is located on Wall Street in lower Manhattan, New York City, USA. It is the world's largest stock exchange by market capitalization of its listed companies. The NYSE is operated by NYSE Euronext, which was formed by the NYSE's 2007 merger with the fully electronic stock exchange Euronext.
Major Stock Indexes and their Components
Dow Jones Industrial Average includes 30 large, publicly owned companies based in the United States have traded during a standard trading session in the stock market. The Industrial portion of the name is largely historical, as many of the modern 30 components have little or nothing to do with traditional heavy industry. The average is price-weighted, and to compensate for the effects of stock splits and other adjustments, it is currently a scaled average.
NASDAQ 100 Index is derived from 100 of the largest domestic and international non-financial securities listed on The Nasdaq Stock Market based on market capitalization. The Index reflects companies across major industry groups including computer hardware and software, telecommunications, retail/wholesale trade and biotechnology.
S&P 500 Index is a free-float capitalization weighted index of the prices of 500 large-cap common stocks actively traded in the United States. The stocks included in the S&P 500 are those of large publicly held companies that trade on either of the two largest American stock market exchanges; the NYSE Euronext and the NASDAQ OMX. The index focus is U.S.-based companies although there are a few legacy companies with headquarters in other countries.
Leveraged No-Load Mutual Funds
Direxion Mutual Fund's family of leveraged index mutual funds brings a distinctive combination of leverage points seeking up to 250% of the daily investment performance, before fees and expenses, of a wide range of well-known broad indexes and targeted sectors - on the long-side (Bull Funds) and short-side (Bear Funds).
ProFunds seek to match the daily performance of a variety of well-known market indexes (before fees and expenses), and offer funds that seek to magnify daily index returns and others that seek daily returns that are the inverse (opposite) of those of an index. ProFunds also offer the freedom to move among ProFunds without exchange restrictions or redemption fees.
Rydex|SGI Mutual Funds are dedicated to providing high quality, innovative investment solutions across the asset allocation spectrum that meets investors' diverse and evolving needs. Leveraged mutual funds that track the major stock indexes are available.
Exchange Traded Funds
iShares are a family of exchange-traded funds managed by BlackRock. iShares is the largest issuer of ETFs in the US and globally.
Invesco PowerShares are a family of more than 100 domestic and international index-based ETFs and actively managed ETFs. PowerShares ETFs trade on both U.S. stock exchanges.
ProShares is the world's largest manager of leveraged and inverse funds. ProShares 111 ETFs provide exposure to U.S. and foreign equities, fixed-income, commodity and currency benchmarks.
© Copyright 2008-2012 Adaptive Trading Systems