Machine Designed Trading Strategies

• TSL is a stochastic, evolutionary, multirun, Trading Strategy generator that produces and exports portable code in a variety of languages. This is a complete end to end Trading System design platform and will create High Frequency Trading Systems, Daytrading, EOD, Pairs, Portfolios and Options Trading Systems in a few minutes with no programming. See Theses, White Papers, PPT Presentations and other documentation under the Literature Link at the left. The TSL Platform produces "Machine Designed", Trading Strategies at ultra high rates thanks to "register level" evaluations. The LAIMGP-Genetic Program within TSL is one of the most powerful algorithms available today and operates at rates much faster than competing algorithms. With TSL, trading systems and code are written for you in languages 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 compatibility information. 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: For the fourth consecutive reporting period, TSL's Machine Designed Trading Systems have outperformed human designed Trading Systems as announced by Futures Truth, an independent third party tracking and reporting firm. After 2.5 years of blind, forward testing throughout one of the most volatile periods in the history of world financial markets, Futures Truth reports indicate that TSL's "Machine Designed" Trading Systems are #1, #8 and #9 since release date, #2 and #3 SP Trading Systems and #4 Trading System for the past 12 months. Note that the Futures Truth submittals 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 also produce high frequency Trading Systems, that are machine designed.
• 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.
• 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)