Self-Adaptive Volatility Model
DELTA20TM is a proprietary trading system using volatility price patterns and signal-to-noise price patterns. The trading system has a self-adaptive design built around several concepts introduced by B. Mandelbrot. The core modules address volatility clustering, momentum, failed momentum, and patterns with patterns. The noise filtering is part of a self-adaptive design.
Systematic traders can customize parameters and benefit from system robustness. DELTA20TM can use risk-neutral, risk-seeking, and risk-avoiding exit strategies. Trading rules and parameters are the same for all markets.
The instructional manual includes trading philosophy, trading rules, entry-exit examples, risk management rules, sensitivity tests, and benchmark tests. The research modules (MATLAB®) are part of the premium package.
- Complete trading system (MATLAB®, TradeStation®, MultiCharts®)
- Same parameters for all markets
- Self-adaptive algorithm
- Simple trading logic
- Robust design
For more information regarding pricing and performance, please contact us.