Trading System Lab
Trading System Lab


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    • MARCH 2015 UPDATE:
    • TSL is a Machine Learning algorithm that automatically writes Trading Systems and the Trading Systems created by this machine are top rated by Futures Truth and were evaluated on Sequestered Data. No programming is required. No other Trading System tool in the world has reached this level of achievement. TSL is a remarkable Platform given the fact that the Trading Systems designed by the TSL machine over 7 years ago are still top rated by Futures Truth. TSL employs a Patented Automatic Induction of Machine Code with Genetic Programming engine capable of very high speeds and TSL produces production code, reducing or eliminating the need for trading system programming efforts and technical analysis expertise. The Executive Brief and Demo located below will give you a overview of this powerful trading strategy production tool. It is important to note that TSL designs an unlimited number of Trading Strategies on any market, any time frame, daytrading or end of day, as well as portfolios, pairs and options, again, with no programming required. Clients range from beginners to PhD level Quant researchers and developers, domestic and international, as well as CTA's/CPO's, Hedge Fund's and Prop shops. Now, with 7 years of experience serving trading customers, TSL has acquired a high level of experience in Machine Learning as applied to Trading Systems. TSL provides one on one training and consulting at no additional cost to clients, to help ensure clients get the most out of the TSL engine.
    • After 7 years of third party testing on sequestered data, the most extreme form of forward testing, TSL Machine Designed Trading Systems still occupy 3 of the top 10 Trading Strategies as tracked by Futures Truth including the #1 System since Release date, the #1 S&P System and the #2 S&P System. These open code systems were designed by the TSL Machine with no programming required. Go to the Futures Truth website » Additional historical reports may be found in Futures Truth's historical reports as well as in TSL presentation material.
    • Trading System Lab reduces the complexity of trading strategy design down to a few settings and mouse clicks, saving time, money and programming. This simple process easily produced top rated trading strategies as tracked by Futures Truth and did so with the early version of TSL with designs frozen in 2007 and then tracked on sequestered data and reported multiple times per year up to 2015. This "Self Designing" Trading Strategy Algorithm uses an advanced, patented, register based Genetic Program (not to be confused with a Genetic Algorithm) that is not available anywhere else in the world. These machine designed trading strategies remained robust through the extreme financial meltdown years and subsequent recovery. This paradigm shift showed that a properly chosen and developed machine learning algorithm can automatically design robust trading strategies. The LAIMGP was developed by RML Technologies, Inc. and the Simulation, Preprocessing, Translation, Fitness routines and Integration was accomplished by Trading System Lab(TSL). TSL licenses the complete package to individuals, proprietary trading firms and hedge funds. Preprocess your data, run the advanced genetic program and then implement to your trading platform. We demo this process in a simple 6 minutes flash demo available in the link below. All TSL trading strategies are exported from the machine fully divulged in open code. TSL strategies have been third party performance rated on sequestered data.
    • Arguments regarding the use of Out of Sample (OOS) data are generally centered around the possible accidential use of this held out data in the development processs. If this happens, then the blind data is no longer blind, it has been corrupted. To eliminate this possibility, TSL submitted machine designed strategies for testing on Sequestered Data. What this means is that the strategy performance measurement occurs in the future. Since the held out data does not exist when the strategies were designed, there is no way that this evaluation data can be accidently used in the development process. Our results: Now approaching SEVEN YEARS of Sequestered Data testing, the TSL Machine Designed Trading Strategies are top rated, pointing to the long term robustness and reduced overfit potential of TSL. Results of these tests may be found in the links below.
    • NEW! A 6 minute TSL design of a eMini system is available here: View the TSL Executive Brief: »
    • NEW! Here is how you use TSL evolved systems in a C++ or C# OMS/EMS: View the TSL C# Brief: »
    • For those of you who missed the LinkedIn Automated Trading Strategies Group Webinar presented by Trading System Lab titled: "WHO DESIGNS BETTER TRADING STRATEGIES? A HUMAN OR A MACHINE?" you may download it here here: Download the TSL Webinar: »
    • The free period is over for the new Kindle Book containing our article titled: "Machine Designed Trading Systems", however you can download this inexpensive Kindle Book here: Download the Kindle Book »
    • For us who live and work in Silicon Valley, TSL is sponsoring a MEETUP group for people interested in Machine Learning applied to Trading Strategies. You can sign up here and meet other professionals who are working with this technology. Join Silicon Valley Machine Learning for Trading Strategies MeetUp Group »
    • TSL is now officially on the Silicon Valley Map!. Silicon Valley Map and TSL location(6 o'clock position)»
    • TSL is a machine that designs algorithms, forward walks, backtests, multi runs, EVORUNS and export code in a variety of languages. As far as forward robustness, TSL holds numerous top rankings with machine designed trading algorithms as reported by the independent reporting company, Futures Truth. These (machine designed) systems out-performed, in forward walk, most or all other (manually designed) tracked systems, and included slippage and commission in the testing. (see references below) The paradigm shift is that these systems were designed by a machine, not a human, and the "TSL Machine" designs millions of systems at very high rates using an advanced, exclusive, patented algorithm (LAIMGP), specifically engineered to automatically design trading systems. Traders with no programming experience can run the TSL platform, produce the trading algorithms and deploy them in a variety of Trading Platforms including TradeStation, MultiCharts and specialized OMS/EMS's. Programmers and quants can accomplish even more advanced work since the Terminal Sets are fully customizable.
    • TSL is capable of using multi-data DNA within its preprocessors. See Demo #48 where we use the CBOE Volatility Index (VIX) to Machine Design a eMini S&P Trading System. This type of design work is simple to accomplish in TSL since the preprocessor is completely customizable using your unique patterns and indicators in a single or multiple data stream design. Enhanced Preprocessors have been shown to offer an additional boost to Trading System performance.
    • TSL now offers a BLOX translator. Contact us or Darryl Tremelling at Voyager Trading for additional details.
    • The TSL Machine Automatic Design Engine has produced the #1 and #2 S&P (eMini S&P or S&P Futures) Trading System Since Release Date, 4 of the top 10 Overall Trading System Since Release Date, and 3 of the Top 10 Trading Systems for the past 12 months per independent tracking by Futures Truth.(January 2013) These are Machine, not human designed trading systems. TSL licenses the Machine that creates these systems. TSL also Machine Designs Stock and ETF Trading Systems as well as Pairs, Portfolios, Daytrading and Options Trading Systems. The oldest systems were designed in 2007 and submitted in 2008. Systems were then blind tested forward in time through the most disruptive period in our lives, and remain unaltered since submission. Read the private opinion letter from Futures Truth and other developers and traders here: Go to the Futures Truth Opinion Letter »
    • See the eMini/"S&P" tracking results here: Go to the Futures Truth website »
    • See the "Past 12 months" tracking results here: Go to the Futures Truth website »
    • See the recent 2014 Top 10 and "Since Release Date" tracking results here: Go to the Futures Truth website »
    • How did the "TSL Software that writes Software Machine" out-design other human submissions to FT with no programming required? How do Machine Designed Trading Systems actually work? Our development chronology is well covered in our White Papers and Flash Demos available on the TSL web site.
    • The Linkden Automated Trading Strategies WEBINAR can be found here: Go to the LinkedIn WEBINAR »
    • The OUANTLABS WEBINAR can be found here: Go to the QUANTLABS WEBINAR »
    • USER AND COLLEAGUE COMMENTS: See TSL user comments here: Go to the TSL User Comments »
    • What is the Optimum Bar Size to trade? 100 tick, 15 minute, daily??? TSL's new EVORUN module allows strategies to be Machine Designed while iterating over Bar Size, Trade Type, Preprocessor, Trading Frequency and Fitness Function in one multirun. EVORUN and TSL Version 1.3 Demos 51 and 52 are now available here: Go to TSL Demos »
    • WANT TO READ A BOOK ON THE TSL GENETIC PROGRAM? Frank Francone co-authored the university textbook "Genetic Programming: An Introduction" (The Morgan Kaufman Series in Artificial Intelligence).
    • TSL has several HFT projects underway on various colocated servers near exchange matching engines. TSL machine designed strategies may be deployed on order book based data or sub-second bars. See Demo 50. Contact TSL for additional information.
    • Using OneMarketData, TSL can Auto-Design High Frequency Trading Strategies. Demo 50 shows an example using 250 millisecond granularity Order Book Data created using OneMarketData's OneTick Complex Event Processing Order Book Aggregator.
    • TSL is a stochastic, evolutionary, multirun, Trading Strategy autodesigner that produces and exports portable code in a variety of languages. This is a complete end to end Trading System design platform and will autodesign 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. Watch the Flash Demos at the left for a complete briefing on this new technology. The TSL Platform produces "Machine Designed", Trading Strategies at ultra high rates thanks to "register level" evaluations. No other trading strategy development platform on the market provides this level of power. 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.
    • Frank Francone, President of RML Technologies, Inc. has prepared a flash demo titled "Genetic Programming for Predictive Modeling". RML produces the "Discipulus" Genetic Programming engine that is used within TSL. This tutorial is an excellent way to learn about Discipulus and will provide a basis for your continued understanding of TSL's Auto-Design of Trading System Paradigm Shift. TSL simplifies the data import, preprocessing and design of Trading Systems using Trading System performance as fitness. Make sure you watch the TSL demos as the TSL platform is specifically targeted for Trading System design. Download the Discipulus tutorial »
    • The technology used in Trading System Lab is 60 to 200 times faster than other algorithms. (See White Papers on speed studies at SAIC)

Phone: 1-408-356-1800
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