|
http://www.futurestruth.com/top10sincereleasedate.htm
http://www.tradingsystemlab.com/
Machine Designed Trading Strategies
TSL is a stochastic, evolutionary, multirun, Trading Strategy generator that produces and exports portable code in a variety of languages. The TSL Platform produces "Machine Designed", Trading Strategies at ultra high rates thanks to "register level" evaluations. The Genetic Program within TSL is one of the most powerful algorithms available today and operates at rates much faster than competiting algorithms. With TSL, trading system code is written for you including C, JAVA, Assembler, EasyLanguage, and others through translators. TSL's evolved code will interface with TradeStation and other platforms that accept C#, C++, JAVA, VB, or third party DLL's. Contact TSL for platform compatability information. This is a complete end to end Trading System design platform and will create Daytrading, EOD, Pairs, Portfolios and Options Trading Systems in a few minutes with no programming. Full customization of the input set, Trading System type and Machine Learning parameters is possible. TSL evaluates and evolves strategies at rates over 2 million system-bars/second, while other evaluators operate 100 times slower, use GA or brute force design techniques and require extensive manual design based work flows. TSL can autodesign a trading system in just a few minutes, and then create portable code. TSL has platforms operating in 7 countries.
PARADIGM SHIFT: Once again, TSL's Machine Designed Trading Systems outperform human designed Trading Systems as announced by Futures Truth, an independent third party tracking and reporting firm. After 24 months of blind, forward testing, Futures Truth reports indicate that TSL's "Machine Designed" Trading Systems are #1 and #6 since release date, #2 and #4 S&P Trading Systems and #3 Trading System for the past 12 months. For many systems, the TSL design procedure consists of a simple, automatic process, allowing the Trading System to "materialize" itself out of a mathematical void. This is great news for nonprogrammers or those unfamiliar with Technical Analysis. For general work, patterns, filters, transform and indicators (the initial genetic "goo") are determined for you and manipulated by the machine extremely efficiently. Advanced quants may fully customize the input fact set and perform additional research and development. Translators then create portable code, including C, C#, JAVA, EasyLanguage and others. Note that the Futures Truth Trading Systems were produced by the machine in 2007, and the automatic design procedure had included 10%-20% Out of Sample testing. Thus, the blind testing accomplished by Futures Truth was *in addition* to the 10% to 20% blind testing done automatically by the platform during evolution. TSL will produce high and low frequency Trading Systems, that are also machine designed.
NEW DAYTRADING MODULE DEVELOPED. Trading System Lab has completed the development of an advanced daytrading simulator and preprocessor allowing for the rapid "Machine Design" of high and low frequency daytrading systems. Daytrading systems produced using this module exhibit superior performance compared to legacy daytrading systems currently being tracked by Futures Truth. Drawing from domain expertise derived during the development of RMESA and BigBlue2, TSL has incorporated important preprocessing techniques, volatility filtering and signal generation methods into this newest platform enhancement. Reporting now includes time of day, day of week, month, day of week in month and week of year statistics for daytrading systems. See flash demos 22-29.
TSL is used by money managers and individual traders world wide and is becoming the standard for trading system design.
STILL STRUGGLING TO MANUALLY WRITE YOUR TRADING SYSTEM? TSL will create Directional Trading Systems, Daytrading Systems, Money Management Algorithms, Hedging Systems, Pairs Systems, Portfolios, Options Trading Systems and Indicators without having to learn a programming language. Using TSL, the Trading System code is written for you, including Easy Language, WealthLab, C#, C++ and others. TSL is an Algorithm that writes Algorithms.
Read our articles on automatic creation of Trading Systems using TSL in past issues of Futures Magazine.
TSL will generate a great Trading System, generally in a few minutes, while "manual development" will take months of testing and developing, and often results in mediocre systems.
The technology used in Trading System Lab is 60 to 200 times faster than other algorithms. (See White Papers on speed studies at SAIC) |
|