In order to perform parameter optimizations, osBrain is being used to execute millions of vectorized RobinVOL backtests.

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Portfolio analysis with osBrain

osBrain osBrain is a general-purpose multi-agent architecture package written in Python and currently being developed by OpenSistemas. It allows the user to define the behavior of complex, scalable and distributed architectures in a simple way. Each agent is a system...

The most important thing is that the timeline is lost. For our memory, it doesn't matter when those events that forms our experience happened.

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Performance analysis during live trading

Introduction Most automated traders bases the evaluation of live performance of a strategy on pure instinct: short term gratification or pain. They don't even realize this, and this is one important reason why most of them are long term losers. Instead of going...

The road that one needs to walk to reach the goal of Financial Freedom through automated trading is very clear and common sense in my opinion.

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The steps to reach Financial Freedom through Automated Trading

The road to Financial Freedom The problem is that most people is not willing to take steps on that road. Unfortunately people usually prefer to believe in magic and do nothing to reach their goals. People fear the instability of working for yourself, the probability...

 

The majority of the strategies commercially available suffer from this problem.

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Improve trading strategies through Walk Forward Analysis

Traditional optimization of trading strategies Optimization is the process to adapt the parameters of a given strategy to a specific market. It is generally a good thing when done properly, but if not done correctly, there is a high risk to do it wrong and end up with...