Trading System Lab


Trading Systems

Trading Systems are difficult to research, design, test and implement. This fact of life has existed despite significant advances in technical analysis, computational power, mathematical insight and trading technology. Inefficiencies in the creation of trading systems exist in numerous places. First, CPU application has been predominately directed at optimization, either genetically or using various brute force approaches. Second, theory and design concepts are often limited to those discussed in the literature. Unique trading rule approaches are rare and may be risky to implement. Many man hours of development work is necessary to even get to a point where stress testing can occur. Finally, implementation of developed strategies is not always seamless and code produced during the development effort is not always portable to the chosen application platform.

Trading System Lab®

Trading System Lab® changes all this. TSL automatically designs unique Trading Systems, stress tests the Trading Systems during the design process, then exports portable code in a variety of languages readily accepted by the world’s most popular trading platforms. This is accomplished without the developer having to write a single line of code. This process takes place at a rate of approximately 1.3 Million Trading System Bars per Second where approximately 40,000 Trading Systems are required to converge to a reasonable solution. Doing the math we see that a reasonable solution to a Trading System in this case would take approximately 76 seconds. TSL makes use of a powerful Register Genetic Programming engine, flexible trading simulator, fitness engine, and language translation package. Thus the developer has an end to end solution to the Trading System design problem which allows customization, flexibility, uniqueness and ease of implementation.

TSL also creates Portfolio Trading Systems, Daytrading Systems, Pairs Trading Systems and Options Trading Systems and is one of the few platforms available that allows for the automatic design of a combination Options Trading System.

Creation of Trading Systems no longer needs to be difficult or time consuming. Trading Systems that fail stress testing do not need to bring the show to a complete stop. With TSL, redirection and redesign is as simple as pushing the restart button.