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Adaptive Modeler 1.2.6
Creates agent-based financial market simulation models for price forecasting.
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Review Adaptive Modeler is an application for creating agent-based market simulation models for price forecasting of real world stocks, ETFs or other securities. Thousands of trading agents are provided with real world market data and use their trading rules to compete and adapt on a simulated market. Their collective behavior is used to generate forecasts and trading signals. Models evolve and adapt incrementally (walk-forward) in real-time without repeated optimization or overfitting to historical data. This results in better adaptation to changing market conditions and more consistent and reliable performance. Adaptive Modeler features an easy to use drag-and-drop user interface, real-time charts and plots to visualize model evolution, behavior and performance, a user configurable genetic programming engine for trading rule creation, (custom) quote intervals ranging from 1 millisecond to multiple days or variable, Trading Simulator with hedge-fund style performance report, data export function, batch mode, User?s Guide, Tutorial, examples, context-sensitive help and much more. |
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Changelog: Version: 1.2.6(21 May 2010) Market orders, summary table with number of buy and sell orders grouped by limit and market orders, Virtual Market return and volatility data series, percentage of agents buying and selling Version: 1.2.5(26 Feb 2010) some bug fixes and minor changes Version: 1.2.4(07 Jan 2010) Sortino ratio, model updating from command line Version: 1.2.3(19 Oct 2009) More possibilities to specify calculation period for data series and Performance Overview Version: 1.2.2(08 Jul 2009) Quantitative analysis of time series, autocorrelation indicators, Hurst exponent Version: 1.2.1(28 May 2009) Improved consistency and reproducibility of models across different machines, bug fixes Version: 1.2.0(11 May 2009) Improved data retrieval, high-frequency support, variable intervals, bid/ask prices. Version: 1.1.4(12 Apr 2009) Tutorial, Examples, Startup window Version: 1.1.3(04 Jan 2009) Standard and Professional Editions available Version: 1.1.2(11 Dec 2008) Market Depth window, AUC test of forecast accuracy, white background charts, bugfixes, etc. Version: 1.1.1(18 Nov 2008) Market Depth window, AUC test of forecast accuracy, white background charts, etc. Version: 1.0.1(26 Sep 2008) Professional Version now available, automatic scaling to screensize and dpi settings Version: 1.0(12 Jul 2008) more model initialization options, improved charts (browsing), speed and scalability improvements, European dates support, bugs fixed Version: 0.99.3050(08 May 2008) Version: 0.99(12 Mar 2008) configurable trading rule creation, context-sensitive help, batch mode with GUI, best agents price as alternative forecast, improved pseudo random number generator, etc. Version: 0.97(28 Feb 2007) - altreva_adaptive_modeler.zip performance overview, data exporting, risk/return indicators (alpha, beta, Sharpe, VaR, drawdown, MAR, etc.), FDA-filter, distribution charts, batch function, log scaling Version: 0.96 - altreva_adaptive_modeler_excl_dotnet.zip Tags: | Model | Patterns | Trading | Stocks |
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(altreva_adaptive_modeler.zip - 1.50 MB)
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