Quantitative trading on NYSE and NASDAQ was never easier before!
Intraday trading is on decrease. People cannot compete with algorithms of large funds but the situation can be changed.
Trading robot we created can move you to the brand new level of trading.
No need to invent the bicycle, everything is already done!
People doing quantitative analysis and algorithmic trading are called quants. Quantum is the minimum amount of any physical entity involved in an interaction in physics and is the main subject in Quantum Mechanics – the science of the very small: the body of scientific principles that explains the behaviour of matter and its interactions with energy on the scale of atoms and subatomic particles.
The most famous and popular thing from Quantum Mechanics is the thought experiment described by Erwin Schrödinger.
The Schrödinger’s cat is put in the box with poison that is spread in the box in the moment when quantum state changes but according to Quantum Mechanics quantum state is not determined until it is measured so the cat can be dead and alive at the same time until the box is opened.
Algorithmic trading has some thing common with this experiment. When the robot is running you never know the result until you look at this. Trading algorithms are sometimes called the black boxes because nobody knows what’s going on inside.
We called our product The Box because it is open and transparent. There are many metrics allowing you to watch what is going on, our algorithms are open and well described, and the most important thing The Box does its best to keep the cat alive!
- Simple but efficient intraday strategies
- Open source strategies with Wealth-Lab code
- Advanced R-link for custom strategies
The Unshrodinger’s Box comes with the set of intraday strategies making many trades during the day monitoring large watchlist and choosing best signals. We believe that trader cannot trade this way without proper automation.
All strategies are documented, Wealth-Lab code is included so you know what happens inside.
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 machine learning algorithms built in various R-language libraries.
- Multiple symbols backtest
- Intelligible equity visualization
- One-click from backtest to real-time trading
Looking at multiple equity curves and performance metrics you can select best strategies and add it to you portfolio with just one click.
BackTesting all loaded stocks minimize the time trader spends selecting stocks. Fast and near 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
Portfolio construction rules help to make your portfolio robust enough.
- Reliable order handling
- Fast execution
- Maximum possible paper and real congeniality
Real-time trading with The Unshrodinger’s box is very similar to paper tests.
- Real-time risk management
- Overall risk management rules
- Historical performance analysis
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.
Real-time market data
- Multiple market data provides
- Advanced real-time data processing
- Convenient visualization
The Unshrodinger’s box interface allows you to see charts, recent trades and level 1 data for each ECN.
- Trading performance to various metrics analysis
- Setting additional filters according performance analysis
- 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.
- Real-time trading visualization
- Transparent process inside the black box
- Checks connections to broker and market data provider
- Automatic switching to alternative market data provider
- Stop trading and close positions in case of emergency
In case of emergency it tries sending e-mail or SMS and close all positions.
- Calculates various overall market metrics
- Provides additional data for portfolio management module
Additional visualization allows to find symbols interesting for trading, backtest them and start trading immediately. For example, if some stocks seem overbought according to market, we can select mean reversal strategy and trade such stocks according to our trading rules.
- Market replay by bar
- Order log market replay
This module is extremely helpful for choosing appropriate risk management and portfolio construction rules.
The Unshrodinger’s box vs standard technical analysis program
Custom strategiesR language.C#
|The Unshrodingers’s 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|