Although I mainly trade and teach full time for myself, there has been a need to create a consulting service. Triforce Consulting service is centered on taking a clients idea and shifting it forward to an actual trading system. Depending on the need and scope of the project there is no flat fee, as some projects can take years.
Initial Review: For clients coming to us for trading model development, we find it efficient to first step back and begin with a broad discussion so that we can acquire a conceptual understanding of your idea and examine the strategy for face validity. Once comfortable with your hypothesis, we would begin the specification of a model meeting that trading and investment thesis.
From there, we briefly discuss the means of trade execution that you will use in your system, which could be manual trade execution, automated trading, or a combination of both. We also discuss whether absolute return or risk-adjusted return will be the objective of the trading model, and the availability of the data needed to back test and to trade the system in real time.
Once we feel comfortable that we understand the core goal of your trading model, and before we begin working on the formal quantitative analysis, we outline for you qualitatively what we believe to be the most effective way to develop the model.
Please do not get upset with us, if we tell you that your idea is impossible to implement quantitatively. Everything in the process of system development requires clear structure.
Data Consideration:Clients come to us requesting trading systems in various forms. We can develop models which can be traded in a trading software package such as Tradestation or Metastock. We could give you results in a statistical programming language such as Python or in a standard programming language such as C++.
As most trading systems involve robust back-testing and sensitivity analyses, having a reliable and cleaned data set is of extreme importance. Many of clients use external data feeds which provide real-time data for trading, but do not have historical databases included. In these circumstances, we often have the data needed to do more extensive back-testing, and/or can acquire it at a reasonable cost. If you are working on a system that is dependent upon relatively new securities, the data may not exist.
Back Testing:Back-testing is one of the most important steps in model development. A positive result from the testing procedure is not a guarantee of future success, but it does indicate that sufficient evidence exists of the indicator’s success to include it in the final signal. We of course take into account commissions, bid/ask spreads, volume, and other trading costs and limitations during our testing procedures.
Curve Fitting is the issue that comes up the most for us when discussing with clients our plans to develop their trading model. Many of our clients come to us not fully understanding the biases that can be present in financial market data. Trading models that are created properly work in real-time, and not just in the past.
**Keep in mind though, that our job is not build a working model for you but our job is to take your idea and put into practice. Whether you like the results or not will be up to you as the client.
Deliverable Product: After we go through the process of understanding your idea to implementing your idea to actually having a fully working model that fits your specifications, we will grant you access to the model. Depending on what is built, we may or may not give you access to the code. I know for most people this may sound unacceptable but based on what it would require to build a model, we may or may decide that we do not want to give the code away. This will all be determined before actual payment and contracts are decided upon.
Confidentiality: We understand the importance and necessity of confidentiality when dealing with any trading model or idea, and provide all of our prospective clients with a Non-Disclosure Agreement immediately upon contact. This ensures you that your idea and/or existing model will not be shared with any third parties, and your consultation with us is completely confidential.
To work with Triforce Consulting please email:
Models That I have Built For Myself To Actually Trade and Use
The Hivemind(This is what I call The Collection Of Algos)
Hivemind Background: In my system of Algorithms there are six different S&P500 Algorithms that go long and four different T-Bond Algorithms that mainly go long but some do go short. They are based on the idea of non-trending, non-mean reversion models(meaning neutral) and they all work together to decrease risk and ideally maximize profits. Basically centered around the idea of, that through different strategies that are non-correlated on average, they can achieve diversification even though they trade the same markets.
The Hivemind uses mathematical models to quantify the historical and market implied (future) volatility in order to position itself to create positive alpha. The strategies are designed to perform (and have) robustly during extreme market conditions like (August 2015 or “Brexit”) by utilizing its unique entry and hedging techniques. The strategies scale their risk (take additional entries or hedge) based on the projected volatility of the underlying assets. The algorithms are all executed automatically with no human intervention.
Between testing (Going Back 2006), simulated testing and live trading the Algorithms have achieved
20.31% Compound Annual Growth Rate
A 3.3 Sharpe Ratio
They trade liquid markets, so in theory there is no capacity of amount of contracts.(@ES and @TY)
They are fully automated for me.
These algorithms have been trading live for the better part of 18+ months without a signal adjustment since live trading
The portfolio of algorithms makes use of unique volatility tracking and projections to provide superior opportunities/ results.
2016 Performance (Up To 7/16/16):
These Algo signals have been generated and given to people live since January 1st 2016, on Profit.ly. However they are not fully automated for other people. To see the performance with real-time signal generation go….Click Here. To find out pricing…….Click Here.
Small plug for myself…. lol
Based on a 30k account, which is what it takes to trade the Algo’s successfully:
-YTD returns on Profit.ly are approaching 100% as of August 14, 2016, as based on a is the assumption of a 30K account. Currently at 26K since January.
-Sharpe Ratio for 2016 YTD is 2.63
-Strategy performance was evaluated in-sample using daily data for both markets (ES and TY) using the front-month contract.
-Strategies that produce stable out-of-sample performance consistent with in-sample results were further evaluated in simulated live trading and then live trading.
-Compared to other strategies, the Systematic Volatility Strategies operates in their own world using unique volatility measurements and advanced testing methods.
Futures, Equities, and Options trading involve substantial risk. The valuation of futures and options may fluctuate, and as a result, you may lose more than your original investment. In no event should the content of any Triforce LLC (Matthew Owens) email or website be construed as an express of an implied promise, guarantee or implication by or from Triforce LLC (Matthew Owens), its owners or affiliates that you will profit or that losses can or will be limited in any manner whatsoever. Past performance is not necessarily indicative of future results. Information provided on any Triforce LLC (Matthew Owens) email or website is intended solely for informative purposes and is obtained from sources believed to be reliable. Information is in no way guaranteed. No guarantee of any kind is implied or possible where projections of future conditions are attempted. By receiving any communication from Triforce LLC (Matthew Owens), you agree that any information provided is solely the opinion of Triforce LLC (Matthew Owens) and his affiliates and not considered to be investment advice of any kind. You agree to trade your own risk and seek your own professional advice before investing.
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Triforce in no way warrants the solvency, financial condition, or investment advisability of any of the securities mentioned in communications or on this site. In addition, Triforce accepts no liability whatsoever for any direct or consequential loss arising from any use of this information. The information provided is not intended to be used as the sole basis of any investment decision, and should not be construed as advice designed to meet the investment needs of any particular investor. Past performance is not necessarily an indication of future returns.
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There is a risk of loss in futures, Forex and options trading. There is risk of loss trading futures, forex and options online. Please trade with capital you can afford to lose. Past performance is not necessarily indicative of future results. Nothing in this site is intended to be a recommendation to buy or sell any futures or options market. All information has been obtained from sources, which are believed to be reliable, but accuracy and thoroughness cannot be guaranteed. Readers are solely responsible for how they use the information and for their results. Global Futures Exchange & Trading Company, Inc. does not guarantee the accuracy or completeness of the information or any analysis based thereon.
Margins subject to change without notice.
Commission Rule 4.41(c)(1) applies to “any publication, distribution or broadcast of any report, letter, circular, memorandum, publication, writing, advertisement or other literature….” Commission Rule 4.41(b) prohibits any person from presenting the performance of any simulated or hypothetical futures account or futures interest of a CTA (I am Not a CTA), unless the presentation is accompanied by a disclosure statement. The statement describes the limitations of simulated or hypothetical futures trading as a guide to the performance that a CTA (I am not a CTA) is likely to achieve in actual trading.
Additional Risk Disclosure Statement for System Traders:
Commission Rule 4.41(b)(1)(I) hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses. There have been no promises, guarantees or warranties suggesting that any trading will result in a profit or will not result in a loss.
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully account for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
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