tradingautomation is relating our experience with the development of software to ensure systematic trading and automated account management by expert systems. The system relies on trading rules and covers mechanisms enabling to identify markets, sectors or securities’ trends, to determine long / short entry signals, to handle positions sizing and management including stop policies, to care for account and money management.
The following charts give an overview of the results of the TEXSOL system trading the COSMOS US trading universe (1200 securities selected within 6 GICS sectors) over the period 90-04. The returns (yearly returns in % - YR%) and peak-to-through (P2T %) are reported in various forms.
posted by Patrice POYET at 7:39 AM
Patrice POYET graduated with a Msc in 1981, got his Diplôme d’Etudes Approfondies at the Ecole des Mines de Paris and obtained his Doctorate Degree (Doctorat d’Etat ès Sciences) in 1986 at INRIA. As co-founder and very first employee of ILOG in 1987 he has contributed to the development of this software company (bought by IBM at the end of 2008). He joined CSTB in 1989 and lead the Service "Applications et Intégration Logicielles" with 5 Divisions: software development, virtual reality, data and systems integration, facilities management, advanced models for finite element analysis. He has always been building scale models and shares thanks to blogspot and facebook albums of all the models he has ever built !
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