Daytrading, Daytrading, Daytrading

We have been hard at work enhancing our daytrading capabilities and we are very pleased with the results. After several years of forward, sequestered data testing (on forward data that did not exist when the system was built) excellent performance of the new TSL Lite Daytrade and Overnight Platform has been observed. The performance has been so good that some clients are considering opening new managed funds utilizing the TSL Lite Platform as their baseline system builder. And these “Testing Clients” are tough on testing! Multiple markets, timeframes and trading types were forward tested, some beginning 3 years ago. This Platform is only available through TSL when purchasing the full TSL Pro Platform. Pricing is on the web site under License Pricing.

TSL and PredictNow.ai just completed a study combining PredictNow’s Corrective AI and a Machine Designed Trading Strategy produced by TSL. First a strategy was designed using one of TSL’s strategy design engines. Next, the returns were post processed and used in the Corrective AI engine from PredictNow. Finally, a before and after analysis of returns based Sharpe Ratio was produced. The results showed an improved cross validation Sharpe from 2.11 to 2.61 and an improved OOS Sharpe from 3.195 to 3.43.  This  improvement is substantial and shows that a post ML design Corrective AI application may have substantial benefit. Further work is planned.

CHAT.OPENAI, meet LAIMGP, and say “Hello to automatic code writers”

Type in “Who are Trading System Lab(TSL)” into Chat.openai.com and you get:

“Trading System Lab (TSL) is a software development company that provides algorithmic trading solutions for individuals and organizations in the finance industry. They offer a suite of tools and services for designing, testing, and deploying algorithmic trading strategies, including a high-performance backtesting engine and automated trading software. TSL provides a platform for traders and quants to create, test, and deploy their trading ideas without the need for programming expertise. Their products and services are designed to help traders and investors reduce risk, increase efficiency, and achieve better returns.”

Type in “What is Linear Automatic Induction of Machine Code with Genetic Programming” and you get:

“Linear Automatic Induction of Machine Code with Genetic Programming (LAIMCGP) is a hybrid genetic programming approach that combines genetic programming and linear genetic programming to automatically generate efficient machine code programs. It uses a genetic algorithm to evolve a population of linear genetic programs, which are then translated into machine code. This approach aims to generate programs that are both highly performant and easy to understand, and it has been applied to a variety of problems, including function optimization and control systems design.”

-Nicely done.

TSL has begun the development of World Algo, a revolutionary trading application geared toward the World Trader who wishes to trade Machine Designed Trading Algorithms using a Cloud and Web based, fault tolerant, and scalable trading application. World Algo aims to solve the gap between Machine Learning and trading strategy execution. World Algo will not replace Quant Systems Lab or Trading System Lab’s Professional or Lite Platform but will solve a long standing problem which has faced algorithmic traders for years.