TradersStudio Site Relaunched , TradersStudio Turbo now released

* you offer true portfolio backtesting? (running multiple strategies over the same identical time series data and have strategies compete for capital and impact overall risk?

* The tests can run on top of tick-based time series with millisecond or even small-granularity time stamps?

* Does your system support plugin ability, meaning that I can write my own performance evaluation plugin and have that run and updated?

* Does your application support stocks, currencies, bonds, index/singe-stock/currency/commodity futures, equity/index/currency/futures/commodity options?

* How do you handle non-base currency denominated assets, especially currency positions in terms of performance evaluation?



Murray Ruggiero said:
TradersStudio Turbo: Backtest 800% Faster!

Modern computer hardware can empower traders to uncover new trading techniques, but only if the analysis software is optimized to take advantage of this technological horsepower. The latest version of TradersStudio -- TradersStudio Turbo -- is built to do just that.

TradersStudio Turbo is a complete backtesting platform enabling you to test strategies and money management ideas efficiently and quickly. Used by some of the largest hedge fund managers and programmed from the ground up to optimize today's multi-core hardware, TradersStudio has a long history of producing accurate results. Now, access its power faster than ever, running optimizations and testing on portfolios in parallel with TradersStudio Turbo.
Video: TradersStudio Turbo, 800% Faster Than Pro!

TradersStudio Turbo/Genetic Optimizer Turbo Bundle
This bundle includes both TradersStudio Turbo as well as the genetic optimizer plugin. The genetic optimizer lets users evolve the best sets of parameters for TraderStudio Sessions, even across portfolios and incorporating money management strategies. This version of the genetic optimizer has been reprogrammed to work optimally with TradersStudio Turbo. New Customers Buy Now | Existing Customers Upgrade

Special Offer!
Save an additional $100 when purchasing or upgrading to the TradersStudio Turbo/Genetic Optimizer bundle and using the coupon codes below. By using these codes, you are essentially getting the Genetic Optimizer plugin for free!

  • New bundle customers, use the code "HOLIDAYBUNDLENEW"
  • Upgrade bundle customers, use the code "HOLIDAYBUNDLE"
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volpunter said:
* you offer true portfolio backtesting? (running multiple strategies over the same identical time series data and have strategies compete for capital and impact overall risk?

* The tests can run on top of tick-based time series with millisecond or even small-granularity time stamps?

* Does your system support plugin ability, meaning that I can write my own performance evaluation plugin and have that run and updated?

* Does your application support stocks, currencies, bonds, index/singe-stock/currency/commodity futures, equity/index/currency/futures/commodity options?

* How do you handle non-base currency denominated assets, especially currency positions in terms of performance evaluation?
More...

* What do you mean with "dynamic margin" specifically. You mention the term on your website, though (having worked on the hft side), I can assure that this is not an industry standard term. It neither appears in any results of a google search. Can you please elaborate?
 
volpunter said:
* you offer true portfolio backtesting? (running multiple strategies over the same identical time series data and have strategies compete for capital and impact overall risk?

* The tests can run on top of tick-based time series with millisecond or even small-granularity time stamps?

* Does your system support plugin ability, meaning that I can write my own performance evaluation plugin and have that run and updated?

* Does your application support stocks, currencies, bonds, index/singe-stock/currency/commodity futures, equity/index/currency/futures/commodity options?

* How do you handle non-base currency denominated assets, especially currency positions in terms of performance evaluation?
More...


We are currently off line with intra-day backtesting down to 1 minute bars. Otherwise we have all those other features.
 
so I am confused, your software does not offer tick-based backtesting but then on your website you toute "dynamic margining" (which I still fail to understand what that actually means) and state that it heavily assists those engaged in the high frequency trading arena. I just do not seem to reconcile those.

Can you also please point us to links on your website or documentation that deals with

* portfolio backtesting
* plugin abilities to, for example, run my own customize performance evaluation plugin
* a reference which asset classes your software supports
* how non-base currency assets are performance evaluated and how profit-loss is translated back to a shared base-currency

I could not find the above anywhere mentioned in detail on your website which is why I was asking in the first place.

Thanks


Murray Ruggiero said:
We are currently off line with intra-day backtesting down to 1 minute bars. Otherwise we have all those other features.
More...
 
I don't discuss my software is for HFT anywhere on the site. In fact I have been on panel on the topic and am on the negative side. I think HFT puts the market at risk and someday it will be much worst the the flash crash. In terms of your other questions , I will answer some now and the rest tomorrow.

Here the answer to the first one, Dynamic margin is a Volatility based sizing click here to see a discussion on out blog.

We discuss how you can trade portfolio with TradersStudio Here
 
hmm, you used the term " hft" directly on your website where you describe "dynamic margin" (http://tradersstudio.com/why-tradersstudio/). The term must have been "adjusted" and exchanged for " algorithmic trading" as I do not see it mentioned anymore. In any way you probably meant "optimal position sizing" as function of account balance when you use the term "dynamic margin".

Thanks for the link to the portfolio testing clip.

If you could still please provide information as you promised tomorrow on the following topics that would be terrific:

*plugin capabilities
*which asset classes exactly are supported
* how non-base currency asset p&l is exactly handed and translated to base-currency



Murray Ruggiero said:
I don't discuss my software is for HFT anywhere on the site. In fact I have been on panel on the topic and am on the negative side. I think HFT puts the market at risk and someday it will be much worst the the flash crash. In terms of your other questions , I will answer some now and the rest tomorrow.

Here the answer to the first one, Dynamic margin is a Volatility based sizing click here to see a discussion on out blog.

We discuss how you can trade portfolio with TradersStudio Here
More...
 
You will use a currency data file and attach it using the data manager to a given futures data file and once that is done when both files update , you can run a system and it will automatically do the currency conversion.

You can write any COM dll, We take arrays of float reverse order, 0 is most recent for any bararrays passed. There a big API which allow you to write systems,indicators,functions and macro's. You can even add to the menu's. In fact our Genetic optimizer is a Addin written in C++ and VB.net.

We have support , for (Equities [Stock,ETF's]),Futures and Forex with the interest carry.
Our stock analysis is the best, we have full handling of split and dividends and you are buying at real prices and don't need to buy the same dollar value across a portfolio to get the correct results. See our blog posts on this topic

Click Here for Part1
Click Here for Part2
Click Here for Part3


I can do some tutorials and video's on these topics when I get a chance.
 
thanks for those information.

Murray Ruggiero said:
You will use a currency data file and attach it using the data manager to a given futures data file and once that is done when both files update , you can run a system and it will automatically do the currency conversion.

You can write any COM dll, We take arrays of float reverse order, 0 is most recent for any bararrays passed. There a big API which allow you to write systems,indicators,functions and macro's. You can even add to the menu's. In fact our Genetic optimizer is a Addin written in C++ and VB.net.

We have support , for (Equities [Stock,ETF's]),Futures and Forex with the interest carry.
Our stock analysis is the best, we have full handling of split and dividends and you are buying at real prices and don't need to buy the same dollar value across a portfolio to get the correct results. See our blog posts on this topic

Click Here for Part1
Click Here for Part2
Click Here for Part3


I can do some tutorials and video's on these topics when I get a chance.
More...
 
Yes, see new thread
 
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