Trading systems

Algo-box created series of mechanical trading systems adopted for trading S&P 500 related instruments. Systems have been in development since 2008 and have been active traded since start of 2010 with 99.9% realism.

Neptun (swing trading system) – new trading algo, based on our classic systems (Marathon and Torpedo).

neptun

  • designed, tested and live traded with leveraged S&P related instruments (SSO, SDS, ES mini futures or related options )
  • Results:
    Year Index Return Drawdown
    2006 107.31 7.31% 2.27%
    2007 126.22 17.61% 3.89%
    2008 145.84 15.55% 3.64%
    2009 174.21 19.45% 5.88%
    2010 200.59 15.14% 12.07%
    2011 226.84 13.08% 9.31%
    2012 277.86 22.49% 4.39%
    2013 323.93 16.58% 3.28%
    2014 391.92 20.99% 3.33%
    2015 423.36 8.02% 9.66%
    2016 489.98 15.73% 4.27%
    2017 513.73 4.85% 0.33%

 

 

Marathon  (swing trading system) – low risk

marathon

 

  • designed, tested and live traded with leveraged S&P related instruments (SSO, SDS, ES mini futures or related options )
  • Backtest results  are here: marathon

Torpedo  (swing trading system) – higher risk

torpedo

 

  • designed, tested and live traded with leveraged S&P related instruments (SSO, SDS, ES mini futures or related options )
  • Backtest results are here: torpedo

 

 

besides  trading systems we have also developed automatic trading software

Brigantine  (intraday trading machine)

  • our trading machine for InteractiveBrokers is available for customization and licencing
  • prototype trading machine written in Python (uses TWS API)
  • production trading machine written in C# (TWS API or FIX )