Overview
Altreva Adaptive Modeler is a software application for forecasting stocks, forex currency pairs, bitcoin, cryptocurrencies, ETFs, commodities or other markets. Based on unique and innovative technology, it creates market simulation models in which thousands of virtual traders apply their own trading strategies to real-world market data to trade, compete and adapt on a virtual market. Their collective behavior is used to generate one-step-ahead price forecasts and trading signals. Models coevolve in parallel with the real market without overfitting to historical data. This results in better adaptation to changing market conditions and more consistent performance.
- used and endorsed by professional traders, investors and researchers
- award winning
- suitable for day trading and swing trading strategies and others
Key Features
- easy to use drag-and-drop user interface
- real-time charts and plots to visualize model evolution, behavior and performance
- user configurable genetic programming engine for trading rule creation
- supports quote intervals ranging from 1 millisecond to multiple days or variable for constant range bars or high-frequency tick data
- support for up to 100 custom input variables
- Trading Simulator with hedge-fund style performance overview with various risk & return indicators (i.e. beta, alpha, Sharpe ratio, Sortino ratio, VaR) and sub period and trades statistics
- data exporting
- batch jobs and command line automation
- includes User's Guide, Tutorial, context-sensitive help and examples
Key Benefits
- models are built incrementally (no optimizing or overfitting on historical data)
- trading signals are based on the activities of many virtual traders and not just on a single trading rule
- models are constantly evolving and adapting to market changes instead of being static
- puts user in charge of high level model evolution control instead of low level rule programming
- returns generally have low correlation with the security returns (low beta)
- equity volatility is generally lower than the security's volatility (smooth equity curves)
Product/Service details
SOLUTION OR SERVICE TYPE