See our latest Demo #70 showing how 20 simultaneous instances of TSL running on one CPU produce design rates of over 80,000 strategies per second with less than 50% CPU and memory utilization on a DELL/ALIENWARE Workstation. TSL is indeed fast and light!
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…
News Flash: A multi month review of TSL Seasonal Strategies auto-written by our code generator show superior Double Out of Sample performance over a large range of markets. This “Seasonal Code Writer” is included with, but is not a direct part of the TSL Platform. However integration work of specific seasonal characteristics into the TSL ML/AI Learning Machine has begun. Standby for a new flash demo on the TSL Seasonal Code Generator.
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.
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.