Adaptive Modeler

Creates agent-based financial market simulation models for price forecasting.

Adaptive Modeler  Review

Adaptive Modeler creates agent-based market simulation models for price forecasting of real world stocks, ETFs, currencies or other market traded securities. The agent-based model simulates a financial market consisting of thousands of traders (agents) whose trading rules evolve through genetic programming. The evolution of trading rules combined with market pricing dynamics drives the agent population to recognize and anticipate recurring price patterns while adapting to changing market behavior. Adaptive Modeler offers an alternative approach to trading software. While most conventional trading software aims to optimize a single trading strategy by back-testing on historical data, Adaptive Modeler lets a multitude of trading strategies compete and evolve in real time in a market simulation model that runs parallel to a real world market. The collective behavior of this market model is the basis for price forecasts and trading signals. Advantages: - no curve fitting / overfitting of historical (training) data - trading signals are based on multitude of trading strategies instead of only one or a few - trading strategies are constantly adapting to market changes instead of being static - puts user in charge of high level model evolution control instead of low level rule programming 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 custom quote intervals from 1 second to daily and longer - Trading Simulator with hedge-fund style performance overview - various return & risk indicators (alpha, beta, Sharpe ratio, VaR, MAR ratio, historical & Monte Carlo simulations, etc.) - sub period returns and statistics - data export function - batch function - includes User's Guide, context-sensitive help and samples