The system trades a portfolio of liquid equities on the ASX that pass rigorous risk managment and
volatility filters.
Learns & Adapts
The system employs machine learning to glean insights from thousands of patterns, encompassing price
movements to financial ratios derived from market data and financial statements spanning the past three
decades. This
analysis includes equities that held liquidity and ASX listing status at any juncture within this
timeframe.
More than the sum of its parts
Guided by the conviction that no segment of the market operates in isolation, the model
integrates information within the context of comparable assets and prevailing patterns across global
markets and various asset classes.
This information is subsequently leveraged to enhance individual predictions, sector-level projections
and control portfolio level risk management.
Current status
Developed over a span of three years, and concurrently trading for two of those
years the system has undergone substantial revisions.
Initial versions involved manual trading steps, but starting from version 4, the system is
fully automated and cloud-deployed. With the introduction of version 5 in August 2023, the system
incoporates all key insights gathered from test trading and development so work has
transitioned to maintenance mode while we see how the system performs.
For an overview of real trading performance
version 3 onwards
is recommended, and for the backtest of the
currently
deployed version
click here.