- Previous simulations resulted in combined Training and OutOfSample levels of fitness that appeared to be impenetrable. Now we see that using standard settings, that were previously unused, we have broken through those levels. See the latest demos for discussions on this and other important research work.
Welcome to Trading System Lab®
A Silicon Valley, California Company
TSL Pro Platform
Quant Systems Lab™
Easily Design and Test Trading Strategies. Then trade these strategies with your broker by simply copy and pasting the generated strategy code into the live trading platform of your choice.
No programming required!
Contact TSL for other Platforms supported
TSL was #1 rated by Futures Truth on a variety of markets and the systems were Machine created. To use TSL simply run the design engine then copy and paste the strategy into your execution platform of choice. The TSL Machine will design Strategies for Daytrading, Overnight Trading, Portfolios, Stocks, Bonds, ETF’s, Crypto, Commodities, Indices, etc. Running 60 to 200 times faster than other approaches, TSL uses an advanced Machine Learning algorithm known as a Register Genetic Program (LAIMGP). One on one training is available for every Platform sold. TSL is simply the best Automatic Strategy Design Platform available. TSL has been supplying the worlds traders and investors with the TSL Platform since 2006.
NEW DEMO #83: TSL Pro to Ninja Trader!
Or Click “TSL to Ninja” below.
Introduction To TSL
Trading System Lab will automatically generate Trading Systems on any market in a few minutes using a very advanced computer program known as a AIMGP (Automatic Induction of Machine Code with Genetic Programming). Creation of a Trading System within Trading System Lab is accomplished in 3 easy steps…
News Flash: A multi month review of TSL Seasonal Strategies auto-written by our code generator show superior Double Out of Sample performance over a large range of markets. This “Seasonal Code Writer” is included with, but is not a direct part of the TSL Platform. However integration work of specific seasonal characteristics into the TSL ML/AI Learning Machine has begun. Standby for a new flash demo on the TSL Seasonal Code Generator.
See our latest Demo #70 showing how 20 simultaneous instances of TSL running on one CPU produce design rates of over 80,000 strategies per second with less than 50% CPU and memory utilization on a DELL/ALIENWARE Workstation. TSL is indeed fast and light!
OCTOBER 2019 UPDATE: Portfolio construction within TSL is multidimensional. Rather than simply place a portfolio of symbols in front of a strategy that is trading all symbols with the same direction of trades, TSL, as in single market design work, inverts the problem starting first with a desired goal, say Sharpe Ratio or Total Return/Flat Time, and converges to a solution that will trade each symbol with different directionality. For example, in a simple Portfolio of DIA, SPY and QQQ, TSL may be short DIA, long SPY and flat QQQ at the same time. Thus there is an element of hedging inherent in this Machine Learning paradigm. The specific way each strategy trades the entire portfolio is used to converge to the total desired goal. Strategies are then exported in a variety of languages with no programming required.
Hypothetical Performance Disclosure: Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.