Tuesday, March 12, 2019

A regression into AI day trading once again

To whom ever desires to control financial markets, The reason I am posting this Blog post today is that I have developed two major advancements in my day trading AI, Rebolt 2.0 and Lock & Key. These two algorithms when filtered over one another yield extraordinary results, %85 or better correct predictions on 24 hour price changes in a variety of currencies, commodities and indexes. It has been a good long while, over ten years, since I made a post on my Blog. Since before I began employment at MetLife in 2008 and later at Wells Fargo in 2009, I was not in a position to post my opinions publicly, because it could be misinterpreted as the opinion of my employer and it could send a message that would not be in keeping with the marketing programs and goals of said employers. I can say plainly now that Wells Fargo is an organization which does not at any point within it's management or charter act with the intent to advance the greater good. This is verifiable fact which has been observed by punitive actions against Wells Fargo management in a variety of venues, including the Federal Reserve and the regulatory agencies. Sadly I must also report that a failure to act for the benefit of the greater good is discoverable throughout the banking and finance industries. I turned my back on all bank owned institutions to the extreme that I spent five years living off the grid in the Rainforest of the Pacific Northwest and two of those five years as a goat herd, earning only that income which was required to maintain my ten goat herd which maintained myself, because to do anymore may mean bending to the bank. My rural property management experience was noted by old friends and I was invited to San Francisco where I accepted an offer to carry out on call property management duties from 2016 through into 2018. Property Management work involves significant downtime and passive observation. Inspired by the bull run in Bitcoin I rebuilt my Rebolt 1.0 software within the Metatrader Trading Platform during these downtimes in the office. Informed by courses in AI on Coursera which were introduced to me by a Japanese Haas MBA whom I met in Berkeley while our children played in the park near my childhood home and influenced by the financial forecasting ideas of person's living within the low income housing where I worked as landlord, I developed two novel statistics Rebolt 2.0 and Lock & Key, I spent several hundred CPU hours back testing these two algorithms, these tests revealed never before observed results. In all fourteen years of my experience in financial data analysis I have never seen an algorithm correctly predict the price change of a financial asset more than %70 of the time. With Rebolt 2.0 and Lock & Key we can get over %70 sloppily and easily with little effort. We can get %85 on 90 day runs when constants are fitted to the data. These findings led me to produce the Chronostat Offering of 2019. Chronostat is a theoretical construct which has not yet been developed, but it is clear what function it will perform and several means of performing that function are known to myself and perhaps others who may be ahead of me in the AI game. The purpose of Chronostat is to have an AI trader running on Rebolt 2.0 and Lock & Key adapting to the weekly, daily or hourly trading circumstances by changing constants, blocking trades or raising or lowering the signal thresholds to place trades, algorithmically in response to those circumstances. The Chronostat layer will take constants out of future trading and nearly eliminate constants entirely in back testing. I will need six to nine months of keyboard time to develop and test the Chronostat layer, I don't have that time available with my two baby daughters and bills. In addition, I need to take Rebolt 2.0, Lock & Key and Chronostat and develop them in a secure development environment on a server where the source code and functions can be maintained within a small circle of trusted developers. Github will not suffice when the winning depends on US knowing better than THEM. The screen shot below illustrates how Rebolt 2.0 performs in backtesting over a 90 day period. If the profits were invested from one trade to the next, Rebolt 2.0 could produce a million dollars in trading profits from a $500 deposit. Backtesting never predicts future results, but these findings are cause for urgent action. The urgent request for support on this project is not because I believe we will make %100,000 returns every 90 days, the urgency is because the prediction rate is so high and so accurate that we are approaching root causes. Correlation is not causation, nonetheless, To report causation without correlation is absolutely wrong and false. The correlative power of these signals on future price action necessarily means that within this algorithms we have access to root causes and root predictors of price change, this is not a black box system, I know precisely why it is so powerful, I can prove probable cause, to borrow a legal term, to illustrate why the predictions are so accurate. I have become frustrated in earning partner developers for the Chronostat Layer and this Proprietary Trading Project in general, not for lack of attention by business associates or lack of skill within my network of programmers and traders, but simply that the attention AND skill have not overlapped within the same persons. If you are interested in direct involvement in such a project please contact me directly on my cellphone. I am not seeking investors, financiers, loan agreements, salespersons, representatives or recruiters. This is code, this is a way of doing business, and in a sense it is a religion, because it harkens to a way of life trading against the major institutions to take their power through knowing what they do better than they know themselves. According to Andrew Kanard of Reykjavik Iceland this is a weapon of mass destruction, because I am a man seeking other men and women who intend to carry out a way of life which removes financial power from other men and women and puts it into our own hands. Because of Crypto, banks and brokerages need not be a part of this progress, and THAT is a conversation for a private face to face discussion. -David David Theodore Caro-Greene Simply Click on the Image to Get a Full Screen View