Tag Archives: equities trading algorithms

Are there non-conventional, non-mainstream, less known/documented, equities trading algorithms/strategies!?

Are there non-conventional, non-mainstream, less known/documented, equities trading algorithms/strategies!?

Is there anyone who is familiar or heard about non-conventional/manistream, less documented, equities trading strategies/algorithms? Namely, other than trend following, stat arb, pair trading, mean reversion, Elliot waves/Fibonacci etc. (but not wild stuff such as astrological-based and the like).

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I know one and I trade one like this, it is a stat monthly aberration that is widely discussed in literature. I improved it by better managing drawdowns so that one could put leverage on it. Ready to trade it as advisory or on 50/50 profit split based yoy performance after a certain watermark.

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yes, I am. We work on intelligent strategies which sense biggies movement.

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is it similar in concept to the sniffing algorithm (known as “Stealth”) of Deutsche Bank (icebergs detection?)

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a:

Try this one:
http://trader-assistant.com

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No indicators at all, what ever it may be… trade is done strictly on the price action only. Cloud 9 & Deep sea algorithm pre-fixes the entry / exit level that is applicable for a particular period of time say monthly / weekly / daily – and trade is done on those levels…

Sample trades – March 2011 — Near month futures on Major Global Indices. ( Nikkei, Dow30, Dax30, FTSE 100. CAC40 etc) –

Trade set-up name: MMS

http://capitalmind.blogspot.com/2011/03/monthly-mile-stone-levels-for-march.html

Sample trade set-up Name : mayaConservative — Commodity: SILVER

http://3.bp.blogspot.com/-3bWWtl-3rXo/ThHZinb72rI/AAAAAAAABM0/dgRE26x8wAA/s1600/Silver_MCXIndia_mayaConservative_30-June-2011.png

Another Sample: EUR_USD – July 2011 _ trade setup name: MMS

http://3.bp.blogspot.com/-E0mGwluEFpg/Tij6LqPn_2I/AAAAAAAABOY/Y06ITGqgO4Q/s1600/EURUSDM15_swingtrade_22July2011_9.32am_Indiatime.png

Visit our blogs — MMS level on certain assets for the month of August 2011 are updated and let us know your terms and conditions so that we can accelerate / proceed ahead.

Try searching a scientific paper site such as Elsevier. You’ll need a subscription to get access however. I have found literally hundreds of papers on the following topics: neural networks / machine learning, fuzzy logic, genetic optimisation, nearest neighbour classification with relation to time-series forecasting. The approach I’m taking is to treat an algorithm as a control system overseeing a chaotic system as opposed to trying to find a statistical model that accurately reflects the market

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I am familiar with all mentioned. I myslef consider neural networks / machine learning, fuzzy logic, genetic optimisation, nearest neighbour classification and the like as “mainstream” and more like “machinery” rather than concept/strategy.
But then offcourse, it depends on point of view.

—–c

Ok fair enough, but my point still stands – you’ll need to dig into research journals to find cutting edge techniques and ideas that haven’t made it into the commercial world.

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Exotic non-conventional, less known, equities trading algorithms/strategies!?

Exotic non-conventional, less known, equities trading algorithms/strategies!?

Is there anyone who is familiar with non-conventional, less known, equities trading strategies/algorithms? Namely, other than trend following, stat arb, pair trading, mean reversion, Elliot waves/Fibonacci etc.

—-

We work with a Algo based on Parabolic SAR which is always in trade!!

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!