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Popular pages
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SysQ: System Quality of a Trading System
SysQ: System Quality of a Trading System by Dr. René Koch, March 2011 Evaluating the Quality of a Trading System There are two aspects in assessing the quality of a trading strategy: historical perfor...
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Performance Measures for Trading Systems
Performance Measures for Trading Systems Performance Measures for Trading Systems In autumn of 2008 it became clear that the “hidden risks” which Taleb and others talk about since years are much more ...
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finantic.Indicators
finantic.Indicators ASEMA Open to Close movements, expressed in units of ATR. AvgDayNight AvgDayNight is the difference between AvgDay and AvgNight. The following Chart shows AvgDay inn green, AvgNigh...
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solutions for systematic trading
solutions for systematic trading Welcome to finantic! finantic is a software and consulting company located in the center of Germany close to Aschaffenburg which is 50 km east of Frankfurt. Founded i...
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finantic XLI Strategy
finantic XLI Strategy The finantic XLI strategy trades the components of the S&P 1500 Index. There are only market orders submitted a few hours before markets open. Long positions for stocks only. The...
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finantic.Kalman
finantic.Kalman finantic.Kalman is an extension package for Wealth-Lab (WL7). The package contains Kalman filters for one and two variables, four indicator families for different applications and a se...