Quantitative trading on NYSE and NASDAQ has never been so easy!
Intraday trading is in decline because individuals and small businesses are having hard time competing with large funds.
Our modern trading robot can get you back into the game on a whole new level of trading.
No need to re-invent the wheel, we can set everything up for you!
The Box – algorithmic trading solution for modern markets
The Box is not just a regular trading robot. We have implemented many features making is really special among other trading systems.
Backtest to trading
Backtest systems on multiple systems, choose best and start trading immediately
Premium risk management
Let profit grow and cut possible losses with advanced risk management rules
Advanced portfolio construction
Add new strategies to current portfolio, minimize drawdowns and maximize portfolio performance with just one click
Fast and reliable execution
Be sure your orders are executed properly and multiple positions are handled according to your strategy
Market replay mode
Backtest all strategies simultaneously along with real-time risk-management rules with market replay mode
Stop worrying about connection stability, automatic backup market data provider selection and internet channel switching in case of emergency
Real-time performance visualization
Watch what is going on inside The Box online with strategies and overall equity visualization
Overall position management
Set profit and loss level for overall equity
Look at all market, select symbols, filter your deals according to market behavior
The Box’s structure
Each automated trading system consists of different modules responsible for various trading aspects. The Box is a well structured mechanism combining advanced modules into one perfectly working trading system.
- Simple but efficient intraday strategies
- Open source strategies with Wealth-Lab code
- Advanced R-link for custom strategies
Intraday trading has many advantages and disadvantages. One of the advantages is the thing, you shouldn’t worry about what can happen when market is closed. The worst problem is the commission.NYSE, NASDAQ and AMEX offers thousands of stocks suitable for making intraday profit. The trick is in discovering which strategies work best with each stock.
The Box comes with the set of intraday strategies making many trades during the day monitoring large watch list and choosing best signals. In today’s modern markets, a trader cannot trade this way without proper automation.
All strategies are documented, Wealth-Lab code is included so you can check under the hood.
You can build your own intraday strategies in R-language utilizing all advantages of this statical language. You can set your own rules or use algorithms from any machine learning R-language package.
- Multiple symbols backtest
- Intelligible equity visualization
- One-click from backtest to real-time trading
From looking at multiple equity curves and performance metrics you can select a stock’s best strategy and add it to you portfolio with just one click.BackTesting all loaded stocks minimize the time trader spends selecting stocks. Fast optimization finds optimal parameters for chosen stock.
During the trading session it is possible to add more strategies for most active stocks and start trading immediately.
- Portfolio performance visualisation
- Advanced portfolio construction rules
The Box is focused on portfolio construction. This is the option that allows you to select strategies working best together.Backtesting and optimization allows to see how new tested strategies combine with your portfolio so you can easily find strategies minimizing your historical drawdown and improving overall performance.
Portfolio construction rules help to make your portfolio robust enough.
- Reliable order handling
- Fast execution
- Maximum possible paper and real congeniality
Proper orders execution is required for every automated trading system.Order handling module handles most difficult cases, such as partial execution and cancelled orders. It does it’s best to get each trade executed in the most convenient way and prevent any inconvenience while trading.
Real-time trading with The Box is very similar to paper tests.
- Real-time risk management
- Overall risk management rules
- Historical performance analysis
Risk management is crucial for successful trading. The Risk management module allows for control of overall risk you are willing to assume during the trading session.Basic risk management is usually ignored by traders. A proper risk management system is hardly to implement, but as soon as you start using it, you will never trade without is again.
You can set maximum overall buying power, buying power per direction, maximum daily loss, maximum value at risk and other important metrics.
Proper risk management minimizes the risk for big loss, making the equity line much more attractive.
- Trading performance to various metrics analysis
- Setting additional filters according performance analysis
Performance analyzer is a module responsible for trading results vizaulization. You can check how your past trades performance depends on following metrics:
- SPY change
- SPY deviation
- Market index change
- Market index deviation
- Market index position
- Time of the day
- Day of week
- Some others metrics
Then you can apply additional filters to improve your trading performance.
The Box vs standard technical analysis program
Custom strategiesR language.C#
|The Box||Technical analysis program with the broker’s adapter|
|Orders||Full control over ultra fast execution||Delayed orders execution without feedback|
|Risk management||Advanced real-time risk management||Simple risk management on the brokers side|
|Portfolio||Easy, convenient and fast portfolio construction||Long portfolio construction and optimization procedure|
|Read-made strategies||Intraday strategies set with open code.||Many strategies, mostly not suitable for intraday.|
|Backtesting||Full backtest with market replay.||One by one backtesting|