Trading System Portfolios
Trading system portfolios are developed by combining different trading systems that use different methods in order to seek reduced risk through diversity. Multi-market, multi-strategy trading systems that trade trend and counter trend approaches provide opportunities in every type of market environment. Experience in the markets and understanding each systems response to certain market conditions will allow for a determination of which systems will work best in current market environments. We currently offer the 200K Portfolio to our clients. Learn more...
Money Management Algorithms
Money management is usually the third dimension of a trading plan behind the actual strategy and position sizing. Many times, this one factor can be the biggest factor in overall returns. Traditionally money management refers to the percentage of a portfolio or investment capital to allocate to each trade and how to vary the allocation percentages based on market conditions and the trading performance of your current trading system or strategy. Some of our latest money management research and strategies include systematic equity curve management strategies such as letting the basic system trade in simulation mode so that it will continue to generate an equity curve.
The money management algorithm will only allocate real trades when the trend of the equity curve is up. Another example of one of our systematic money management algorithms is to stop trading at a pre-defined draw down and then to start again once there has been a run up of a predetermined amount from the equity curve lows. Our Money Management Algorithms have 12 different rules that can be applied to individual trading systems to manage the equity curve of a strategy.
*Note that the second equity curve also requires the moving average of the equity curve to be in an uptrend.
Capstone Trading Systems designs Automated Trading Systems for the MultiCharts, NinjaTrader, and Tradestation Platforms. Our trading systems are algorithmic or rules based and are used to make trading decisions in the financial markets and generate long and short trading signals that can be traded automatically in the futures, forex, ETF’s, and stock markets around the world. Our strategies can be leased or purchased and fully automated on your computer or server.
We also offer Trading System Portfolios which are a portfolio of trading systems software that will make trading decisions automatically across a diverse set of markets and strategies and a wide range of brokers including Tradestation, Dorman, Phillip Capital, Interactive Brokers, and other FCMs that connect to one of our supported trading platforms. If you are are individual trader, asset manager, or CTA, seeking alpha, our strategies make specific buy and sell decisions using different entry and exit techniques as algos find market iinefficiencies through real time price discovery.
Our unique Money Management Algorithm tool is a "trading system for a trading system", or an algorithm that can be used to manage your trading system by monitoring the equity curve of the strategy or strategies you are trading. If you want to set up rules to limit your risk by monitoring the equity curve or if you want to improve your entry efficiency by testing different and delayed entry methods, the money management algorithms can backtest and automate your ideas.