We offer three strategies for sale: PSI5 , AMAV and MADAPT. These strategies are available for sale only to professional traders and hedge funds subject to acceptance of a non-disclosure agreement. Please read our disclaimer before ordering.
PSI5 MEAN-REVERSION STRATEGY
Update on Friday, February 7, 2020: PSI5 mean-reversion strategy is no longer available for sale except in the case that interest was already expressed but there was no final acceptance of an offer. We intend to use the strategy for remote trading and signal services for hedge funds only.
The strategy is not data-mined but based on a formula from probability theory. This is a mean-reversion strategy and can be used to trade long-only portfolios of large cap stocks, as well-as, futures contracts.
Timeframe: daily and weekly.
Application examples
- PSI5 Mean-Reversion Strategy Performance in 2019
- S&P 500 Stocks Mean-Reversion with PSI5 Strategy
- Dow Stocks Volatility Adaptive Trend-Following with Mean-Reversion
- Large cap trading in daily timeframe
- Large cap trading in weekly timeframe
- PSI5 Strategy Performance in SPY ETF
- PSI5 Strategy Performance in Weekly SPY ETF
- Mean-Reversion Strategy For Futures
- Weekly Mean-Reversion Strategy For Futures
- Volatility Adaptive Trend-Following with Mean-Reversion For Futures
- Volatility Adaptive Trend-Following with Mean-Reversion
- Importance of Stability of Trading Strategy Win Rate
AMAV VOLATILITY ADAPTIVE MOVING AVERAGE STRATEGY
The volatility adaptive moving average uses volatility to adjust the period of a moving average in a crossover that signals uptrend start and end. The adaptive moving average speed changes as a result to better capture directional moves while minimizing losses due to whipsaw.
Timeframe: daily.
Application examples
- Dow Stocks Volatility Adaptive Trend-Following with Mean-Reversion
- Volatility Adaptive Trend-Following with Mean-Reversion
- Volatility Adaptive Trend-Following with Mean-Reversion For Futures
MADAPT ADAPTIVE STRATEGY BASED ON RETURNS PROFILE
This is a long-short trend-following strategy that adapts a fast and a slow moving average to daily returns to identify and follow trends. Long positions are reversed to short and vice versa so the strategy is always in the market.
Timeframe: daily.
Application examples
Trend-Following with Adaptation Mechanism Based on Daily Returns
For updated strategy performance contact us.
Strategy code
We provide the formula(s) for the strategies and the pseudo code that can be used to implement it in any language of preference. We also provide a reference to the book where the formula the PSI5 strategy is based on can be found.
We also provide basic Amibroker AFL code for backtesting the strategies. Third party data sources may be required in case of strategies that handle delistings. No autotrading code is provided.
Price
There are discounts when purchasing more than one strategy, from example PSI and AMAV.
For price details contact us. Please include the following:
- Fund name or professional trader status declaration
- Your name and position
- Full address and telephone number
- Website (if any)
Disclaimer: The strategies are provided as educational trading tools for informational purposes only and do not constitute investment advice. We do not warrant the accuracy, completeness, fitness or timeliness for any particular purposes of any strategy. Under no circumstances the strategies should be treated as financial advice. Please read our Disclaimer and Terms and Conditions.
Copyright notice: Any unauthorized copy, reproduction, distribution, publication, display, modification, or transmission of any part of this report is strictly prohibited without prior written permission.