Archive for April, 2010

New DAX Strategy

Friday, April 23rd, 2010

A DAX strategy based on the company’s unique continuous market profile type indicator is now undergoing real-time testing. The backtest results show excellent linear returns over nearly 6 years of data with modest drawdowns. The indicator features only 2 parameters, making an unlikely candidate for over-fitting. The figures show a consistent 43% of trades win with a 2:1 profit to loss on winners versus losers. Watch this space.

Data Cleanse Success!

Friday, April 23rd, 2010

QUIVINCO have successfully developed a data cleanse solution for the NeuroShell platform. The 2 pass statistical filter removes outlying prices from historical data and replaces them with linear projections. This has been an important milestone in developing strategies based on DTN intra-day market data.