Advanced algorithmic trading from The Formula.
Founder Emmanuel NICOLAS was process engineer working for an isolated cement plant near Balkash lake when he developped a stochastic model to predict if the extremity of the horizontal flame of a cement kiln is more likely to go up or down. The new statistical law inferred from this model has been applied to predict if markets are more likely to go up or down.
At Balkash Capital, this new statistical law is referred as The Formula.
The Formula is used to identify the high return trading strategies at the heart of our trading robots.
K-nearest neighbors algorithm: Non-parametric method used for classification and regression.
Self-organizing Kohonen map: Artificial neural networks that apply competitive learning as opposed to error-correction learning.
Markov chain: Sequence of stochastic events based on probabilities where the current state of a variable is independent of all past states.
Artificial neural network: Series of algorithms that attempts to identify underlying relationships in a set of data by using a process that mimics the way the human brain operates.
2.44 - Sharpe ratio
36.8% - Unleveraged return for 2016
2.1% - Maximum...
2.51 - Sharpe ratio
37.2% - Unleveraged return for 2016
2.2% - Maximum...
2.78 - Sharpe ratio
39.7% - Unleveraged return for 2016
2.4% - Maximum...
2.03 - Sharpe ratio
21.2% - Unleveraged return for 2016
3.7% - Maximum...
Our robots are not for sale.
Balkash Capital provides audits for existing algorithmic trading robots or expert advisors under development. We review, analyse and comment the code and the strategy to help your team improving your algorithms.
Balkash Capital is making expert advisors audit to help family offices, wealth advisors and private banks prior to an investment decision.
We work under strict confidentiality rules. We can also work on limited submission of code or strategy.
Contact us now for more information.