Systems Development

While developing systems we look for…

  • Actual edge in the market… logic that is widely robust (it worked, works and will work) and at the same time adaptable to the development and change in markets
  • system/strategies which are capable of long-term functioning and bringing stable profits
  • systems which provide desired results from the point of view of the ratio between profit and risk
  • the system must show adaptability to the changing conditions of the market

Rules:

  • The development of systems is always under way with the part of historical data from a particular market only
  • all the historical data used for the development, testing, and verifying comes from actual markets
  • every trading system must operate with ease, even after counting in the transaction cost and slippage, which are an invitable part of live trading
  • our systems always come with the stoploss function, which clearly defines the maximum risk for each individual trade

Verifying robustness:

  • The robustness of a system, its functionality in the uncertain and changing future conditions in the market and avoidance of curve-fitting, is the basis for our workflow
  • In the process of testing and verifying robustness, we implement behavioural, as well as various mathematical and statistical methods such as cluster analysis, stress testing, Monte Carlo simulation and many others
  • Ultimately, the key thing is the capability of the system to behaviourally deal with and function in different and changing conditions of various markets

Do you like our approach?

Check our Systems and Portfolios

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