Algo Trading
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These are the results of 5 systems we have developed and currently run. The goal of this strategy was to develop a smooth and consistent profit curve by running uncorrelated pairs and products. To prevent curve fitting they have been tested on 30, 50, 60 and 90 minutes. Each system independently has been proven profitable on all these time frames. A key part of successful algo design is not the % return since this is a function of capital employed - one should focus on: a) profit factor b) trade profit / spread (commission) costs and c) frequency of trades. Together, these systems have an average profit factor of about 1.6 and a profit multiple on the spread of about 10 times. They also sport profitable returns across the other time frames with between 1500 to 2500 trades for each individual product. The percentage returns on the results below assumed maximum capital being employed. This is not possible in real time of course. However, when all these systems run concurrently, use of capital is optimized and the drawdown across the system will be reduced considerably. *Past returns are not indicative of future returns.     
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Sobering Facts about Trading and why you should consider automated trading
About 80% of people who set out to trade actively will blow most of their account within the first year. For the most part, this is due to two main reasons:
You are competing against machines which are faster, and sorry to say, usually smarter. The machines account for over 85% of the volume on major stock and futures exchanges. Still, people will continue to try their luck as point and click day-traders. If you’re not a dreamer, and you are highly motivated and can focus for at least 3-4 hours a day, you can succeed. But most people don’t have that luxury of time, nor the personality traits necessary to win over the long term. |
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If you represent a financial institution seeking advanced, financial market knowledge for your employees, or if you are an independent trader looking to truly master the financial markets, we have the solution for you.
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© Online Finance Academy 2018–2019. All Rights Reserved.
The information on this website is solely for informational purposes and no part should be considered an offer or solicitation to buy or sell any service unless otherwise stated. The directors and instructors of Online Finance Academy (OFA) may or may not have positions (either long or short) in any of the securities mentioned. While the information on this website is accurate at the time it is posted, Online Finance Academy cannot give any assurance that any information is accurate or complete or current at any time. Course prices may change without being indicated on the website. Any trading ideas or advice provided by Online Finance Academy (OFA), its affiliates and instructors should be considered for informational purposes only, and not as offers to buy or sell securities. Trading is risky and should not be undertaken by individuals who are not prepared for the risk of losing all their trading capital. Any trading decisions you make are solely your own responsibility and none of the content on this site or in any course should be taken as a personal recommendation or substitute for your own judgment
© Online Finance Academy 2018–2019. All Rights Reserved.
The information on this website is solely for informational purposes and no part should be considered an offer or solicitation to buy or sell any service unless otherwise stated. The directors and instructors of Online Finance Academy (OFA) may or may not have positions (either long or short) in any of the securities mentioned. While the information on this website is accurate at the time it is posted, Online Finance Academy cannot give any assurance that any information is accurate or complete or current at any time. Course prices may change without being indicated on the website. Any trading ideas or advice provided by Online Finance Academy (OFA), its affiliates and instructors should be considered for informational purposes only, and not as offers to buy or sell securities. Trading is risky and should not be undertaken by individuals who are not prepared for the risk of losing all their trading capital. Any trading decisions you make are solely your own responsibility and none of the content on this site or in any course should be taken as a personal recommendation or substitute for your own judgment