The following instructional videos are a work in progress.

The workflow process discussed demonstrates the systematic techniques we use at ATS to develop compilations of systems designed to squeeze the juice out of trending environments. An overview of this process has been discussed in our latest podcast.

The workflow process currently describes the 4 step automated workflow process we undertake to test trend following systems for a single market.

This automated process immediately follows the creative design process where the trend following system is initially broadly defined to capture the conditions of trending market environments. Central to the design considerations is the requirement for asymmetric returns delivered through cutting losses short and letting profits run.

Once the creative design process has been performed we then let the machines take over to remove as much discretion from the portfolio creation process as possible. This includes the choice in universe selection and system selection which traditionally have been the domains of discretionary processes.

We are currently working on an extension to this process which then consolidates these results into powerful multi-market portfolios offering superior risk-adjusted returns. Once this project is complete, we will be updating this blog post with additional instructional videos that describe these additional processes.

So stay tuned to this blog as it will be updated in the near future.

Trade well and prosper

The ATS mob

System Sub Portfolio Construction – Instructional Video Part 1 – Installation

System Sub Portfolio Construction – Instructional Video Part 2 – Optimisation

System Sub Portfolio Construction – Instructional Video Part 3 – Iteration

System Sub Portfolio Construction – Instructional Video Part 4 – Backtesting

Comments (3)

  1. Pingback: Algorithm Update – Traders Outpost

  2. Frank

    Reply

    Hi Rich B,
    I can not seem to locate these zip files to down load?
    – BO_Trader
    – Don_Trader
    Where can I locate them.
    Many thanks,

    • Reply

      Hi Joel. We don’t provide end stage algorithms but we do provide a process to develop them yourself 🙂

      Have a look at the Welcome and Introduction Section of the Forum and the “Introduction to New Members”. In that topic you will see our recommendations about how to get started with the website and you will see Topic 3) which takes you to our Inhouse Process. There is a bit to get the head around but you will find all the download files described for each section in there which includes those used to develop BO, DON etc.

      If you have troubles with this then we could always do a Skype where I can run you through important aspects of the Forum.

      Cheers mate

      Rich

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