Welcome to Trading System Lab

Since 2006: Providing a Platform that automatically designs and writes Trading Strategies using Machine Learning.

NEW DEMO #82: TSL on a Amazon Cloud WorkSpace!

Or Click “Cloud TSL” below.

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…

Recent Updates

March 8th 2022
Previous simulations resulted in combined Training and OutOfSample levels of fitness that appeared to be impenetrable. Now we see that using standard sett...
  • Previous simulations resulted in combined Training and OutOfSample levels of fitness that appeared to be impenetrable. Now we see that using standard settings, that were previously unused, we have broken through those levels. See the latest demos for discussions on this and other important research work.
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January 22nd 2020
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 ran...

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.

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December 22nd 2019
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 th...

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!

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October 23rd 2019
OCTOBER 2019 UPDATE: Portfolio construction within TSL is multidimensional. Rather than simply place a portfolio of symbols in front of a strategy that is tra...

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.

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Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one’s financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. View Full Risk Disclosure.

 

 

The trading of virtual currencies and Bitcoin futures carries additional risk. Prior to trading virtual currencies, please view NFA & CFTC advisories providing more information on these potentially significant risks. View NFA Advisory.