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.
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.