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Automated trading solutions and technology

Retail and institutional automated trading systems with an edge that makes sense. Built with the deep understanding of the underlying market processes, these programs allow not only to adapt to ever changing market conditions, but also to reduce risks using institutional grade diversification.

EdgeSense: the ultimate course in systematic trading

A comprehensive course in systematic trading and trading automation. Methods of finding trading ideas, market research, market sentiment, trading algorithms development, backtesting, optimization, portfolio design, money management, risk management. Everything required to become a sophisticated systematic trader in one course.

More on: risk diversification technologies, research and development services, managed accounts consulting.

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NEW! We have launched a special educational program for beginner traders. The program covers all key aspects of systematical trading and teaches how to start your own trading systems development in just 10 lessons. Besides that it even includes one ready made system written in EasyLanguage to start trading S&P500 e-mini (ES) with TradeStation or MultiCharts right away. Check the program at http://gosystematic.com.

Education special: 100% one on one mentorship in systematic and automated trading.

This course covers all stages of successful systematic trading — from search of trading ideas through programming, backtesting and optimization to expert portfolio management and live automated trading.

The purpose of the course is to develop a set of specific skills and a mindset that is essential for successful systematical market research. Unlike most other courses that aim to teach any particular trading method, this course rather develops a framework that allows to generate new trading methods appropriate to particular markets.

Although the main focus is on technical trading and further trading automation, one of the cornerstone concepts in the course is understanding the market structure and microstructure. This approach enables to treat market data as non-random and non-stochastic, therefore opening new conceptual opportunities to creating mechanical trading systems.

The course contains not only theoretical information, but also a lot of practical examples. A number of existing trading systems are discussed in details during the course, many of them being actually employed with live accounts. Therefore not only a graduate will improve his knowledge and develop the skills required for further research, but will also have a number of ready-to-use trading systems.

This educational course is ultimately personalised to satisfy the need of any serious trader, developer or market researcher. The topics outline below is provided only for reference. In each individual case the program can be adjusted individually.

Educational course covers the following topics:

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Coming soon: special project on automated trading systems for popular futures, such as SP& 500 e-mini and the euro, ready to work with MultiCharts and TradeStation. Interested? Leave us your contact and we will inform you when it's up.

Portfolio level buy side directional trading solutions that conform to the latest industry standard requirements to risk management.

FX Volatility Matrix

Want to start your own fund or just add new markets and strategies to your existing portfolio for better diversification? FX Volatility Matrix is a program that provides unparalleled flexibility to forex trading with institutional grade risk diversification.

Markets: cash currency, ability to apply to currency futures.

Edge: exploitation of short term directional movements in currencies markets with volatility-based signals.

Features: always in the market, following the directions of major price changes, high level of risk diversification, stability to modifications of market structure, high capacity, scalability.

Best employed by: sophisticated individual investors, small and medium size funds, prop firms.

Delivery options: grey box, open code, power educational course in the ERF technology that allows to develop similar programs for various markets.

Licensing options: 1 year license for grey box, multi-year license for open code, lifetime license for the ERF technology .

Support: priority technical support with any license, ongoing consulting for developers, routine technical maintenance as an option with a multi-year license.

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FX Market Timer

Want to run an introducing broker, an advisory service or a trading signals subscription? Think of a program that generates large monthly turnover with reasonably low drawdowns? FX Market Timer is the best solution that conforms to the highest level of requirements to institutional forex programs.

Markets: cash currency, ability to apply to currency futures.

Edge: exploitation of regularly repeating patterns of behaviour.

Features: setup trading, trend independent, generating large volume, high level of risk diversification, high capacity, scalability.

Best employed by: introducing brokers, forex brokers, forex advisors, forex trading signals vendors, sophisticated individual investors, small and medium size funds, prop firms.

Delivery options: grey box, open code, power educational course in the ERF technology that allows to develop similar programs for various markets.

Licensing options: 1 year license for grey box, multi-year license for open code, lifetime license for the ERF technology .

Support: priority technical support with any license, ongoing consulting for developers, routine technical maintenance as an option with a multi-year license.

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Edgesense Research Frameworks

Edgesense Research Frameworks are platform-independent, broker neutral, step-by-step guides that allow you to design trading algorithms simply by following the instructions. These algorithms can then be used for manual trading or implemented in code for any professional modern trading platform.

Important F.A.Q.: read before you watch the video

(Click a title to expand the answer)

(+) What is a "research framework"?
To put it simpler: a trading system tells you when to enter the market and when to exit; a development framework tells you how to find these trading rules from scratch.

More abstract: a research framework is the framework within which a particular market is researched.

More detailed: a research framework is a technology, a know-how that allows to semi- or completely automatically generate sets of trading strategies with low correlation. This approach can be used with virtually any simple trading idea, but we have made exhaustive research with volatility-based and market timing trading ideas in the first place as they are able to produce excellent results for various types of markets with relatively moderate efforts.
(+) How do I benefit from using your research frameworks?
The most important benefit is risk diversification. A single trading strategy can be very robust for some time, but still it exploits a single market phenomenon that allows to generate alpha (also known as inefficiency). In case the market changes somehow the robustness of the strategy may become questionnable. In case of running a portfolio of low correlated strategies risks are well diversified and therefore become more manageable.
(+) I don't understand: Is this a package of software I have to download and install?
No. It is like a DIY manual: do this and this, and you get a multitude of trading rules, do that and that, and you select the most appropriate of them and combine them in a portfolio. The framework is all about how to do all that. Theoretically it is possible to develop a special software for research automation, but this is not on our list of prioritized tasks.
(+) Do you mean that your solution could indeed replace portfolio managers and analysts?
Our frameworks are not intended to replace humans — but to add a special value. A seasoned portfolio manager is able to exploit very peculiar market inefficiencies that are impossible to find using any of the existing mathematical methods. This could be a great value, but the number of traded markets is limited in this case — and this is not very good from both the risk diversification and the upside potential standpoints. Therefore adding a portfolio of mathematically generated systems to human discretion may expand the range of markets and dramatically improve both the overall performance and risk diversification.

Learn the basics of Edgesense Research Frameworks

Some more questions and answers

(+) Are these frameworks just another "latest and greatest" trading system?
No. A framework is a method or a number of methods that allow to design trading strategies — many trading strategies to be more specific. Although the initial trading idea may be the same, strategies performance may vary, and the trick is to choose those of the strategies that would compensate each other's drawdowns when run concurrently in a portfolio. This trick is also part of the development framework.
(+) Why are they superior to other trading systems?
It's a bit incorrect to compare a trading system and a generator of trading systems. However the output of this generator is normally far more robust than a single trading strategy just because of its nature: a properly designed portfolio always outperforms a single strategy. The question is of course how to design it properly. The framework suggests a number of rules that help binding the portfolio together and allows for expert opinion of the researcher or trader to be catered for in the final design.
(+) Do these products work for all markets?
It's hard to say because we haven't tried them on all markets — and we doubt if it is at all possible! Based on our experience of custom research of various markets we might suppose that it may work for most liquid markets. Some less liquid markets could also be researched using these frameworks, especially those traded by larger market participants (funds, family offices and so on).
(+) How are these products delivered?
There are three ways a framework can be delivered:
  • We provide all the required knowledge and training for successful market research within a given framework. After that you are able to research any market and create your own portfolios of trading strategies.
  • We perfrom a custom research for a particular market that interests you, and you have the final result in form of a set of entry and exit rules and optionally an open source code for some popular trading platforms like TradeStation, MultiCharts, Deltix, NinjaTrader and so on.
  • You purchase one of the readily available portfolios that we have already designed for the most popular markets, such as forex, some US futures and ETFs.
(+) I don't have much time for learning and research. Can you provide a ready-made portfolio for a popular market?
Sure. We have performed exhaustive research for some of the most popular markets, such as forex, some US futures and ETFs, and we offer a range of ready to use portfolios of trading strategies. Please contact us to learn more about all available products.
(+) Can you design a portfolio for the market of my choice?
Absolutely. Performing researches of this kind is one of the key parts of our work. Please contact us and we would be happy to discuss the details.

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Development and validation

Did you come across a new trading idea but you're not sure if it indeed works?

Did you create a trading system that shows great results on paper?

Did your systems start to lose and you wonder whether it's a temporary drawdown or the complete change of the market regime?

In any case your next step is to consult Edgesense Solutions for trading strategy development services and proprietary robustness assessment.

We offer the most advanced and sophisticated methods that allow to verify the validity of any trading idea, market model or ready made system. We develop strategies not only according to clients specification, but also suggesting any possible improvements when we can see them basing on our large experience. Our expertise and attention to the tiniest details help to identify all possible flaws in the project, even the least visible. Our knowledge of various markets and their peculiarities allows to definitely determine whether a particular model is tradable in the particular market. Our thoroughness have saved quite some time and money to our clients.

Important F.A.Q.

(Click a title to expand the answer)

(+) Why do I need to use your services if I can run backtest in any modern software?
First of all not all modern software is capable of performing backtests. Next, even if it does, you need to know how its backtesting engine works, especially in ambiguous situations and difficult cases. Not to say that you need to know which market situations can be ambiguous and difficult! After that you need to carefully verify its results, and therefore you need to develop a verification procedure. Besides that there are so many discrepancies between theoretical and live markets that you need to have had a lot of experience with them to be able to simulate all trades adequately. In most cases it's best to let professionals do the research for you.
(+) Most strategies work great only on paper. Doesn't it mean that backtesting is useless?
No, it means only that their logis does not suit the most modern market environment. Backtesting itself does not say anything about stability of the trading system and its possible behaviour under changed market conditions. To analyse possible performance in the future, we use robustness assessment methods.
(+) What is robustness assessment? Is it different from backtesting?
Backtesting is a procedure of simulating trades on historical data. Its purpose is simply to examine how this strategy performed or would have performed in the past under various market conditions. Unlike backtesting, robustness assessment studies the stability of a trading system on both past and live data. In brief, robustness assessment examines the consistency of the strategy and suggests realistic expectations on the strategy's future performance and its life time in general.
(+) I don't believe backtests as markets always change. What would you say on that?
That a backtesting done in a wrong way doesn't mean that backtesting itself is not plausible. If your strategy is based on non-price information (macro economics, news, politics, etc.) or simply your discretion then most likely only future will tell if it's correct or not. However if you use technical trading and you don't believe backtests, how could you know your strategy is a winning one? Generally speaking, humans heavily rely on their past experience in all activities, not only trading, therefore backtesting a strategy is still the only way to at least get a proof of concept. It is crucial however to be absolutely precise in simulating market conditions, otherwise theoretical results will never reproduce anything even close to reality.
(+) Is it possible to correctly simulate all real market conditions?
Yes, given you are an expert in this particular market in question and in the particular kind of strategies you want to backtest. We are experts in futures and spot forex markets, and we are experts in directional and arbitrage models for these markets. Therefore we are able to account for all possible pitfalls that may appear in live trading.
(+) I want to master backtesting, optimization and robustness assessment myself. Can you help?
Sure. Please check our courses in systematic trading. We offer a comprehensive course in systematic trading that covers all the nuances of backtesting, optimization and robustness assessment along with many other aspects of systematic trading.

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