龙听期货论坛's Archiver

龙听 发表于 2018-9-27 13:30

你应该知道和永远不会知道的交易系统

入门级内容:

趋势中长线交易系统:
可以在aberration系统原理和构造的基础上优化;

短线交易系统:
可以在以下2个系统原理和构造的基础上优化:
·Dual Thrust
·R-Breaker

上面这3个都是期望收益为正,回撤相对同类来说较小,盈利能力长期稳定占据[url]http://www.futurestruth.com/top10sincereleasedate.htm[/url] 排行榜的前列的。

如果研究透了,结合更好的退出方法,至此,交易系统就不是最重要的了。应该着重花心思的理解全球主要国家央行政策、市场间的资本收益率、公司、行业基本面。

进阶级别:

我等只能远观,那就是TSL和它的创始人:
Trading System Lab's Founder:Michael L. Barna



坦福毕业,曾在军工巨头Lockheed-Martin任职。是BigBlue和R-Mesa交易系统的作者,R-Mesa在Futures Truth头十位的交易策略长期占据头几名。

后来有好几年没听到有什么动静,在埋头搞交易策略的自动生成。07年开始,TSL系开始占据这里的前十。猛击:[url]http://www.futurestruth.com/top10sincereleasedate.htm[/url]



把AIM-GP 基因编程用到金融上,推出给小型基金和个人交易者使用的Trading System Lab(TSL)平台。猛击:[url]www.tradingsystemlab.com[/url]

TSL可以在几分钟之内生成标普期指的日内交易策略。07年看到TSL还觉得可能是吹嘘成分居多,后来好几个TSL系列的自动生成策略的盈利能力进入了Futures Truth 的前十名。猛击:[url]http://www.futurestruth.com/top10sincereleasedate.htm[/url]

官网介绍:

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).

Michael L. Barna, Trading System Lab's Founder

Michael L. Barna is Trading System Lab's founder and President. Mike received a Bachelor of Science in Mathematics from Arizona State University, a Master of Science in Astronautical and Aeronautical Engineering from Stanford University, holds or has held a Series 3 Commodity Brokers License, a Series 30 Branch Office Manager License, a California Real Estate License, a National Futures Association Commodity Trading Advisor designation and 9 FAA pilot licenses or ratings. His background included work as a Senior Vice President for Regency Stocks and Commodity Fund, LP, and engineering and management positions in several large Fortune 500 defense firms where he developed ramjet, missile, and space based laser defense systems. His work included the use of Artificial Intelligence (AI) algorithms as a means to enhance various guidance and control systems.

Mr. Barna has utilized similar AI techniques in the design of modern Trading Systems and has pioneered AI and Trading System integration. Mike has created numerous popular and successful Trading Systems that are employed by fund managers, brokerage houses and traders worldwide. His Legacy Trading System "Big Blue" is ranked one of the Top Ten Trading Systems of All Time as published in the Book: "The Ultimate Trading Guide", by Hill, Pruitt and Hill. Mr. Barna is the creator and author of one of the most popular Legacy daytrading systems ever written, The RMESA Trading System, which is his first trading system to include a basic Neural Network approximation filter.

Mike's background includes airline captain and flying management positions at one of the largest international airlines in the world. Mr. Barna has provided more Futures Truth top ranked trading systems than any other developer in the country. Mike has developed Trading Strategies for many different trading platforms including TradeStation™. His work has been published in numerous books and journals on Trading Systems. Mike is an tournament level, indoor 4 wall handball player with Canadian National and California State Championship titles.

清心淡雅 发表于 2019-4-4 14:25

厉害

陳伸 发表于 2021-8-7 14:32

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美股菜菜 发表于 2021-11-2 12:41

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小保 发表于 2022-3-27 17:25

謝謝版主!!

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