Posts mit dem Label algorithmic trading werden angezeigt. Alle Posts anzeigen
Posts mit dem Label algorithmic trading werden angezeigt. Alle Posts anzeigen

Sonntag, 16. Februar 2014

< Evolution of a trading system - three years of software development visualized in under eight minutes >

We used gource to create a video from the svn logs of our trading system - the background song is available here for free.

 

Dienstag, 11. Februar 2014

< +107% in twelve months of algo papertrading... >

Today, our fully automated algorithmic trading system has been up and running for twelve months.

During this period, the P&L rose from $100k to $207k - an increase of +107.58%

Here is a screenshot of our paper account:


For comparison - during this time, the Dow made +14.31%, S&P 500 +19.88% and Nasdaq +31.28%.

Want to know more? Drop me a line :-)

Montag, 15. April 2013

< sample backtest equity curve >

Here is a backtested equity curve of our automated trading system since 2000, starting with $100k:


Mittwoch, 10. April 2013

< an outstanding trade >

Normally, our automatic trading system does not do day trading, but today was not normal:


The system bought FSLR at 27.53, then added tranches at 29.17, 31.78, 33.50, 37.00, 40.00 and was finally stopped out at 39.01 during a pull back - net gain for our paper account today with this trade: +$7023.61 - nice ;-)

Samstag, 9. März 2013

< +8.6% in four weeks of algo papertrading... >

From February, 11th to March, 8th (four weeks) my partner and I performed a test of our new fully automated algorithmic trading system with a 100k paper account at Interactive Brokers.

The algo was running completely unsupervised - no manual intervention was necessary.

During the four weeks of algorithmic papertrading, the P&L rose to +8.6% or +$8600 - sweet ;-)

P&L 1st week: +3.055%
P&L 2nd week: +5.893%
P&L 3rd week: +7.387%
P&L 4th week: +8.598%

For comparison - in this four weeks, the DJI made +2.89%, S&P 500 +2.19% and Nasdaq +1.62%.

Here is an official statement from the broker:


Here is a TWS screenshot showing the paper account:



We are currently looking for investors - want to know more?

Simply send me an email at agram66 (at) gmx (dot) de - pgp public key.