Where can I find automated systems that never or no longer work?

Discussion in 'Automated Trading' started by Kovacs, May 22, 2009.

  1. Kovacs

    Kovacs

    Is there a public repository or something?
     
  2. no need. here's one:

    while(1)
    {BuyAtMkt(stocks.All(), position.Size(9999999999), risk.Disable());}

    i tried, but i could never get this to work for me.
     
  3. chvid

    chvid

  4. bellman

    bellman

    It would be cool to see fully coded and implemented ATS's that no longer work and have been discarded.
     
  5. chvid

    chvid

    Yes but I think that those systems (ATSes written by professionals, no longer working) still would be regarded as trade secrets.

    The book I referred to is filled with systems and ideas but all of them seems to be constructed for the purpose of writing them in a book.
     
  6. Futures Truth Magazine tracks many mechanical trading systems. Look at the worse ones that they follow and ask them about the ones they no longer follow.

    "We do offer private opinion letters and detailed reports on systems that we are currently tracking as well most that we no longer track." http://www.futurestruth.com/trackedA_L.htm
     
  7. maxdama

    maxdama

    Kovacs,

    I shared a machine-learning based factor model system last December.

    And recently I shared another based on decision trees. Both are coded in Matlab

    Actually the first one works and the second hasn't been extensively tested so this may not be what you're looking for haha. Machine learning based systems significantly depend on the data you provide so it may be profitable or unprofitable given different inputs.

    Regards,
    Max
     
  8. I guess if you take all the samples in any package (TS, MT4, ...) they dont really work.
     
  9. edbar

    edbar

    You can simply buy on the ASK and sell at the BID and lose the spread all day long. No one will get rich except the broker.

    Or you can put your money in mutual funds and watch 1/2 of it vaporize.

    Why are you interested in "losing systems"?

    Ed
     
    #10     May 24, 2009