About Us
We are a team of professionals engaged in futures trading for over 20 years. Our experience were gained both in the largest, leading European financial institutions and in successful trading on our own. We are focused on combining technical analysis with statistics to provide the most robust and logical strategies that generate consistent profits over the years in different markets. Due to very strict and precise rules of developing and testing our algorithms, we are able to eliminate most cases of over-optimization and ensure the highest probability of gains in the future. The sense of this approach is confirmed by investors in United States, Australia, Germany, Hong Kong, Singapore and India, where our systems are used. Some of them for almost 15 years.
Smart Evaluation
What have we learned since 2001 from developing and trading automated strategies? Obtaining high profits and smooth equity line on historical data is not a difficult challenge. Difficult is to meet life trading results in line with our expectations based on historical gains. In order to develop solid strategies, generating the most stable equity line, we have developed the entire process of creating, optimization and testing strategies. Our goal is not to achieve the highest profit, but the greatest probability of maintaining historical results in the future.
Smart Evaluation is 5 step process:
• idea - finding sound and logical idea of the strategy,
• market - choosing trend following or counter trend market,
• bar size - choosing size of bars for the best elimination of market noise,
• testing and optimization - extensive testing, optimization and quarterly re-optimization,
• final parameters - choosing the most stable parameters based on sensitivity optimization matrix.
Goals and Expectations
Despite sophisticated optimization process, we are aware that life performance of strategies usually is worse than historical one. It is impossible to avoid draw downs and even longer periods without profits. Therefore, it is crucial to have realistic goals and expectations that will help to survive loosing months without turning off the strategies.
The best results are achieved by combining several strategies into one portfolio. This helps to reduce the overall risk and smooth aggregated equity line. In order to help investors achieve the best possible results, we decided to promote strategy diversification in longer time horizons, in which the strategies have enough time to show expected profits. The basic price of a strategy is a monthly subscription, but much more favorable are prices for the bunch of strategies in the long-term perspective.
Custom Programming
We've programmed thousands of indicators and strategies. We did it for ourselves. We can do it for you too. If you have an idea for your own indicator, function or system, we can help you. Just let us know!
If you have any questions or requests contact us.