< +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 :-)

< sample backtest equity curve >

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

< 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 ;-)

< +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.

< The Matrix has got you. >

New Scientist has written an article about a nice study from the ETH Zurich, that shows how interconnected the global capitalistic network we live in has become.

Small teaser from the paper, page 6:


In detail, nearly 4/10 of the control over the economic value of TNCs in the world is held, via a complicated web of ownership relations, by a group of 147 TNCs in the core, which has almost full control over itself. The top holders within the core can thus be thought of as an economic “super-entity” in the global network of corporations. A relevant additional fact at this point is that 3/4 of the core are financial intermediaries.

Here is the article:
http://www.newscientist.com/article/mg21228354.500-revealed--the-capitalist-network-that-runs-the-world.html

and the study itself:
http://arxiv.org/PS_cache/arxiv/pdf/1107/1107.5728v2.pdf

< Eurozone Banking Stresstest >

Breakingviews has done it's own interactive banking stress test, but with government bonds marked to market:

http://www.breakingviews.com/credible-eu-bank-tests-need-a-higher-pass-mark/1609896.article

In the worstcase scenario (all of the PIIGS countries needing a really short haircut) and under the current Basel II accord, 53 banks would fail the test. I don't know how meaningful the results are, but it is still fun to play around with ;-)