It was obtained a certificate of state registration for the computer software “MUESLI Automatic trading system”. The software is designed as an “ Expert Advisor Constructor” and is intended for automated trading of all assets available within the MT4 platform.
Mikhail Subbotin, CEO of MUESLI ATS project presented a report entitled «Algorithmic short-term trading of exchange-traded assets based on mathematical analysis of their price dynamics» within the Sergey B. Stechkin Intenational Scietific School-Conference on Function Theory.
An agreement was reached with the management of the Supercomputer Center at the Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Science on the terms for using the URAN supercomputer for the permanent optimization of trading algorithms (and machine learning in the future) of the MUESLI Automatic Trading System software.
Report at an International Scientific Conference
Subbotin M.Yu. «Algorithmic short-term trading of exchange-traded assets based on mathematical analysis of their price dynamics» (30 minutes).
The fundamental tools for mathematical analysis of the exchange assets price dynamic, and technical indicators, have been known since the middle of the past century and remain almost intact. But, for short-term and extremely short-term, highfrequency trading, in particular, it is noted in the dissertation of Ph.D. in Economics A.A. Rybakov, “conventional methods of technical analysis do not give a positive result.” However, only the replacement of smoothing by moving average method with cubic spline series smoothing, as shown in publications of Ph.D. of Economics A.V. Pekarskii, already significantly increases the informative value of indicators and the quality of prediction, improves the results of trading activities based on it. Thus, the development of a trading algorithm for short-term trading requires a significant adaptation of existing technical indicators, additional parameters installed in them, and the introduction of new principles and ways of using them. At the same time, the reinvestment of profits from trading activities, a fixed relative value of capital used in each transaction, and a short operating cycle can ensure, in the case of short-term trading, the growth of seed funding exponentially with an annual yield of hundreds of percent, which is confirmed by backtests of the algorithm developed for training and test period without parameters re-optimization».
