Bob Pardo makes a fascinating research observation and offers an opportunity

(Last Updated On: January 17, 2019)

 

Hello Fellow Traders,

We are currently developing trading models for various trading programs with our new product Ranger. By the way, we use the same version of Ranger that we license to our clients.

Our development process starts with the most simple strategy variant and then proceeds through various layers of complexity.

At its most basic, Ranger can be configured as a basic range breakout strategy. Consider the following results. We tested this range breakout variant through our proprietary walk-forward analysis (WFA) matrix on NASDAQ futures from 1-1-2007 through 12-31-2017. The performance for the Walk-Forward Analyses produced the following results – the total for all WFAs was a loss of $385,410 with an average WFA loss of $35,037. Not terribly inspiring to say the least.

However, having confidence in our trading technology and research methods we “slogged on.”

Next step. Consider, then, the same strategy and variable range with the application of one of
our proprietary filters. That same WFA matrix produced a profit of $629,850 and an average gain of $57,259.

What a difference a filter can make! That particular filter is our proprietary Trend Indicator. This indicator can tell us, among other things, when a market is quiet. The results above are the difference between an unfiltered range breakout and a range breakout from a quiet state.

Ranger is an EasyLanguage program which runs in TradeStation. Locked it is $2,500 and unlocked $5,000. Trend Indicator is one of three proprietary indicators which are included with the unprotected version.

If you would like to put Ranger to work for your own trading email me at rangerql@pardocapital.com for further information. The included Tutorial will have you up and producing trading strategies immediately. Ranger also includes six finished and tradable stock index strategies which can get you started. They are actually quite good and more than just “starters!”

Wishing you a prosperous and fulfilling 2019!


Warm Regards,

Bob Pardo

p.s. Be sure to ask about the limited time discount for QuantLabs.net clients.

p.s.s. Also be sure to check out my YouTube interview with Bryan Downing.

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs