You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Optimization of trading strategies is an important factor for creating of successful trading systems. In the article "The Best Strategies of the 2006-2010 Automated Trading Championships" we reviewed statistical characteristics of top 20 trading systems of past Championships.
This time we use Kohonen maps to analyze the whole picture based on the statistical characteristics of participants of the Automated Trading Championship 2010.
The advantage of Kohonen self-organizing maps is their ability to "project" multidimensional data onto a plane. With the learning algorithm of Kohonen, network multidimensional vectors with similar directions appear close to each other and form clusters. Data were analyzed using the Deductor Academic package developed by BaseGroup Labs.
Statistical Characteristics of Trading Systems
Trade reports of Automated Trading Championship participants contain various statistical characteristics of trading systems. We have chosen some of them for our analysis:
You can read the full text of the article on the Championship site - Analyzing Trading Results of the ATC 2010 Participants.
The Automated Trading Championship 2011 is sponsored by MIG Bank, Go Markets and Vantage FX. The media sponsor is Forex-TSD.