Do Machine Designed Strategies Actually Work?

• MAY 2012 UPDATE: The TSL machine automatic design engine has produced the #1 and #2 S&P Trading System Since Release Date (S&P Futures), the #1 Trading System for the past 12 months (US Bonds), the #1 Overall Trading System Since Release Date (Natural Gas), the #1 US Bond System and the #1 US Dollar System per independent tracking by Futures Truth. These are all separate trading systems on very diverse markets and were blind, forward tested during the most volatile and tumultuous financial period of our lives. The oldest systems were sumbitted in 2007. Systems were then blind tested forward in time and remain unaltered since submission. Read the private opinion letter from Futures Truth here: Go to the Futures Truth Opinion Letter »
• How did the "TSL Machine" out-design all other human submissions to FT? How do Machine Designed Trading Systems actually work? Our development chronology is well covered in our White Papers and Flash Demos available on the TSL web site.
• TSL has temporarily reduced the price of the TSL Platform. If you are interested, please contact TSL before May 31, 2012.
• You do not need to be a programmer, know Technical Analysis or know how to develop a trading system to use TSL. The Platform does all of the difficult work for you. Advanced users can push the platform even further with customized Input Preprocessing.
• See the "Past 12 months" results here: Go to the Futures Truth website »
• See the "Since Release Date" results here: Go to the Futures Truth website »
• See the "S&P" results here: Go to the Futures Truth website »
• USER AND COLLEAGUE COMMENTS: See TSL user comments here: Go to the TSL User Comments »
• MAR 2012: What is your Optimum "Machine Designed" Bar Size? TSL's new EVORUN module allows strategies to be Machine Designed while iterating over Bar Size, Trade Type, Preprocessor and Fitness Function in one multirun. EVORUN and TSL Version 1.3 Demos 51 and 52 are now available here: Go to TSL Demos »
• ALL STRATEGIES ARE FULLY DISCLOSED. Tired of buying or leasing strategies that are not divulged? TSL Strategies are fully disclosed. Clients can evaluate and understand all machine evolved logic in all TSL systems.
• WANT TO READ A BOOK ON THE TSL GENETIC PROGRAM? Frank Francone co-authored the college textbook "Genetic Programming: An Introduction" (The Morgan Kaufman Series in Artificial Intelligence).
• TSL has several HFT projects underway on various colocated servers near exchange matching engines. TSL machine designed strategies may be deployed on order book based data or sub-second bars. See Demo 50. Contact TSL for additional information.
• TSL will automatically design Directional Trading Systems, Daytrading Systems, High Frequency Trading Strategies, Money Management Algorithms, Hedging Systems, Pairs Systems, Portfolios and Options Trading Systems without having to learn a programming language. Using TSL, the Trading System code is written for you, including C#, C++, Easy Language, WealthLab, and others. TSL is a Algorithm that writes another Algorithm.
• Using OneMarketData, TSL can Auto-Design High Frequency Trading Strategies. Demo 50 shows an example using 250 millisecond granularity Order Book Data created using OneMarketData's OneTick Complex Event Processing Order Book Aggregator.
• TSL is a stochastic, evolutionary, multirun, Trading Strategy autodesigner that produces and exports portable code in a variety of languages. This is a complete end to end Trading System design platform and will autodesign High Frequency Trading Systems, Daytrading, EOD, Pairs, Portfolios and Options Trading Systems in a few minutes with no programming. See Theses, White Papers, PPT Presentations and other documentation under the Literature Link at the left. Watch the Flash Demos at the left for a complete briefing on this new technology. The TSL Platform produces "Machine Designed", Trading Strategies at ultra high rates thanks to "register level" evaluations. No other trading strategy development platform on the market provides this level of power. The LAIMGP-Genetic Program within TSL is one of the most powerful algorithms available today and operates at rates much faster than competing algorithms. With TSL, trading systems and code are written for you in languages including C, JAVA, Assembler, EasyLanguage, and others through translators.
• Frank Francone, President of RML Technologies, Inc. has prepared a flash demo titled "Genetic Programming for Predictive Modeling". RML produces the "Discipulus" Genetic Programming engine that is used within TSL. This tutorial is an excellent way to learn about Discipulus and will provide a basis for your continued understanding of TSL's Auto-Design of Trading System Paradigm Shift. TSL simplifies the data import, preprocessing and design of Trading Systems using Trading System performance as fitness. Make sure you watch the TSL demos as the TSL platform is specifically targeted for Trading System design. Download the Discipulus tutorial »
• TSL flash demos are here »
• The technology used in Trading System Lab is 60 to 200 times faster than other algorithms. (See White Papers on speed studies at SAIC)