Last two month I spent making serious improvements in The Unshrodinger’s Box structure.
1) I have re-written its engine for multiple brokers and datafeeds.
2) I have added multi-threading, that made our software performing much faster.
3) I implemented Takion broker and datafeed API, that gave me very cheap access to Level2 data, simulation trading and very fast execution.
Because of very hard programming work, I suspended my trading, however watched paper results of various portfolios. To tell the truth, some things seem promising, however there are couple of serious concerns in alpha systems and overall portfolio management I need to solve before release.
I’m extremely sorry but I have to delay release date for next two month. I’m going to spend the time improving alpha algorithms for better performance and robustness, applying additional portfolio management rules and risk management, and work on R-language interface that will allow making customized trading systems for ultimate customers using various machine learning libraries and sophisticated algorithms.
Sincerely yours, Eugene.