OCTOBER 2019 UPDATE: Portfolio construction within TSL is multidimensional. Rather than simply place a portfolio of symbols in front of a strategy that is trading all symbols with the same direction of trades, TSL, as in single market design work, inverts the problem starting first with a desired goal, say Sharpe Ratio or Total Return/Flat Time, and converges to a solution that will trade each symbol with different directionality. For example, in a simple Portfolio of DIA, SPY and QQQ, TSL may be short DIA, long SPY and flat QQQ at the same time. Thus there is an element of hedging inherent in this Machine Learning paradigm. The specific way each strategy trades the entire portfolio is used to converge to the total desired goal. Strategies are then exported in a variety of languages with no programming required.
Welcome to Trading System Lab
Providing Machine Learning Based Trading Strategies Since 2006
Introduction To TSL
Trading System Lab will automatically generate Trading Systems on any market in a few minutes using a very advanced computer program known as a AIMGP (Automatic Induction of Machine Code with Genetic Programming). Creation of a Trading System within Trading System Lab is accomplished in 3 easy steps…
The overnight markets have been rather volatile lately. TSL has numerous custom session and activity features allowing you to capture this volatility yet limit your total market exposure. With TSL you may use the overnight market information and preprocessed facts to trade the day session, use the day session information to trade the overnight sessions or participate in the entire 24 hour market entering and exiting at various times throughout the 24 hour sessions.
See the latest demos on TSL, including runs on the latest Core i9 9980XE from Alienware/Dell. We also demo how to have multiple instances of TSL running on one PC. The new Dell Alienware Area 51 Core i9 9980XE CPUs provide for a substantial boost to system design speed over the older Core i7’s. All Strategy design types benefit from this higher throughput including single market systems, pairs, portfolios and daytrading systems.
Data is very important in the design of Trading Algorithms. Without enough data or without good quality data the design process cannot even begin. TSL and CSI have teamed up to provide excellent Daily data to you and CSI has positioned the TSL recommended portfolio of data as a Vendor Portfolio directly downloadable from the CSI UA application. IntraDay data can be derived from TradeStation directly or from several Third Party intra day data Vendors. Importation of Third Party Data into platforms such as TradeStation and MultiCharts can be trickey, but thanks to the TSL helper files, this process is simple. To learn how to import this data into TradeStation see Flash Demo Number 66.