Adaptive Modeler Screenshot

Adaptive Modeler

Adaptive Modeler creates agent-based market simulation models for analyzing historical prices of real world stocks, ETFs, currencies or other market traded securities. The agent-based model simulates a financial market consisting of thousands of individual agents whose trading rules evolve through genetic programming. The evolution of trading rules combined with market pricing dynamics drives the agent population to learn to recognize and anticipate recurring price patterns while adapting to changing market behavior.

Adaptive Modeler offers an alternative approach to trading software. While most conventional trading software aims to optimize a single trading strategy by back-testing on historical data, Adaptive Modeler lets a multitude of trading strategies compete and evolve in real time in a market simulation model that runs parallel to the real world market. The collective behavior of this market model is the basis for trading signals.

- no curve fitting / overfitting of historical (training) data
- trading signals are based on multitude of trading strategies instead of only one or a few
- trading strategies are constantly adapting to market changes instead of being static
- puts user in charge of high level model evolution control instead of low level rule programming

- easy to use drag-and-drop user interface
- live charts to visualize model evolution, behavior and performance
- supports custom quote intervals (intraday, daily, etc.)
- Trading Simulator with hedge fund style performance overview
- various return & risk indicators (alpha, beta, Sharpe ratio, VaR, MAR ratio, etc.)
- Historical & Monte Carlo simulations
- sub period returns and statistics
- data export function
- includes User's Guide and samples

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