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MACHINE DESIGNED TRADING SYSTEMS WITH NO PROGRAMMING REQUIRED

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    WHO DESIGNS BETTER TRADING ALGORITHMS? A MACHINE OR A PERSON?

    • APRIL 2014 UPDATE:
    • Once again TSL captures high ratings in independent forward strategy testing conducted by Futures Truth. These strategies were Machine Designed as early as 2007 and then forward tested on new recent blind market data. Machine designing at approximately 16 million data points per second, the TSL engine designs, forward tests and then exports code ready algorithms in a variety of languages capable of interfacing with numerous trading platforms. In the 6 minute demo below we show how simple it is to use this technology to design stress tested trading algorithms and then implement these algorithms with no programming. TSL is an algorithm that writes another algorithm.
    • NEW! Here is how you use TSL evolved systems in a C++ or C# OMS/EMS: View the TSL C# Brief: »
    • NEW! A 6 minute TSL design of a eMini system is available here: View the TSL Executive 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 "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 »
    • ALL STRATEGIES ARE FULLY DISCLOSED IN OPEN CODE.
    • 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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