Friday, July 22, 2005

COSMOS Method Overview (1/3)

TExSOL® is a proprietary trading system:
  • Implements a proprietary trading method and is based on systematic and automated decisions optimising the risk / reward ratio and ensuring consistency over time
  • Derives from a mix of best known trading methods (Schwager market wizards http://www.turtletrader.com/schw.html, Elder, Weinstein, etc.), JPM's risk control techniques (V@r), all put together and back-tested over decades of daily data
  • Production version (final) since 04/10 running daily on real accounts and used throughout development stages by the authors on their own monies
  • Proposed as the backbone for the management of COSMOS products, i.e funds and managed accounts

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