calculating exchange strategies

Content

What is Finance.Computations54?

Specialized framework Computations54 was created for data processing and analyzing, performing complex calculations, and making accurate forecasts, which was successfully applied to the financial adviser application and checking strategies on the exchange.
Computations54 has a wide range of application and high customization potential.

Based on Computations54, Finance.Computations54 solution was developed specifically for exchange calculations, which is used for financial analysis of investments, creation and checking of exchange strategies, risk assessment and the effectiveness of strategies.

Finance.Computations54 has a wide range of capabilities:

  • strategies development for exchange trading
  • checking and testing strategies (backtesting and paper trading)
  • trading strategies optimization
  • adaptation for online trading
  • forecasting

backtest and papeк tradingDo you have a brilliant idea for strategy? We can help to test it with backtesting and paper trading

Backtesting and paper trading are important elements in creating a profitable exchange strategy.

Backtesting is testing the effectiveness of a strategy based on available historical data.
Based on the backtesting results, you can track the growth or fall trends of key indicators (financial indicators) of the strategy, determine strategy cycles (long-term or short-term), graphically display and analyze (track) market trends.

Paper trading is a strategy testing method that allows you to test your ideas and develop new strategies without the risk of losing money in real conditions.

By analyzing the data obtained during backtesting and paper trading in Finance.Computations54, you can identify the shortcomings of the applied strategy and its strengths, correct the mistakes and significantly improve the trading strategy.

Examples of calculating strategies

In Finance.Computations54 calculation system are integrated several publicly available strategies.

Examples of calculating basic strategies from the Alpha formula using Finance.Computations54:

  1. Rising Assets

    Input parameters used for strategy run from 2004-01-01 to 2020-06-01

    Entry rules:
    Momentum months: 1, 3, 6, 12
    Portfolio Limit: 5

    Max year drawdown: -11.59%
    Total: 312.37%

    Rising Assets
  2. ETF Avalanche

    Input parameters used for strategy run from 2007-01-01 to 2020-07-01

    Entry rules:
    Long-term trailing return is negative, days used: 252
    Intermediate-term return is negative, days used: 21
    2-period RSI is above: 70

    Exit rules:
    2-period RSI is below: 15
    Intermediate return turns positive, days used: 21

    Max year drawdown: -1.520%
    Total: 80.73%

    ETF Avalanche

Basic technical information

  1. Application core strategy and strategy splitting

    Implementing the application core strategy and strategy splitting gave a lot of flexibility for building the architecture.

    At Finance.Computations54 we provide all the power of Computations54, namely:

    • code splitting
    • ability for a team to work on a single task
    • clear structuring and documentation of processes
    • systems for controlling calculations and monitoring third-party resources, such as third-party databases
  2. Backtest technologies

    Thanks to the proven backtest technologies, we have built a fairly serious competitor to such product as Quantopian.

    Backtest technology is a specialized part of Finance.Computations54, which allows to conduct backtests for financial strategies with an acceptable level of approximation and provides rich opportunities for users of our system.

    In particular, the proven backtest technology makes it possible to use it for paper trading testing.

  3. Why Finance.Computations54 and Ecosystem54 are a very strong combination

    Ecosystem54 is a set of development tools for creating modular solutions with a high level of security and great potential for customization.

    Ecosystem54 is necessary to link development and related processes into a single set, where each process can interact with each other.

    Ecosystem54 and Finance.Computations54 form a single effective system that separates and grants access rights to individual strategies, and allows you to easily and quickly connect the billing system.

    Finance.Computations54 uses the following advantages of the Ecosystem54 Technology:

    • single login and password
    • single system of permissions
    • modular architecture and distributed authentication system
    • highly customization potential and scalability

Privacy policy

All strategies created by you on the Finance.Computations54 platform and the results of their testing belong only to you.
We integrate only a few public strategies into the platform.

Finance.Computations54 alternative to Quantopian

Quantopian - is a free cloud platform for developing and testing trading algorithms.

Quantopian
Finance.Computations54
Only one data source
Using any data sources
No options available
It is possible to add support for any financial instruments (options, etc.)
Cloud version only
Fully controlled codebase
Database updates once a week
Automatic daily database updates (Norgate) and data update control
 
Comparison of strategy calculations from different sources, including Quantopian
 
Giving clients access to strategy
 
Flexible system of permissions (Ecosystem54)
There is no way to connect billing
Billing connection
Backtesting
Backtesting
 
Paper trading
 
Privacy
Only partial customization
Customization and support of own developments
Uploading data in CSV format
Uploading data in any format
 
Visual display of the calculation process (DAG)

Technical team with experience in developing fintech solutions

Finance.Computation54 was created by a team of experienced developers in the field of fintech technologies.

Our team has the necessary skills and thinking, understanding of technology, which undoubtedly allows us to achieve the most effective results in the shortest possible time.

Based on our experience and the ready-made solution Finance.Computation54, we can quickly develop for you a personal platform for creating and testing strategies, which gives you a colossal advantage over your competitors in exchange trading.

In addition to the ready-made solution Finance.Computations54, we are ready to provide you with experienced developers in the field of fintech.