TREC MODEL

 TREC MODEL EXPLAINED

After many hours spent on developing strategies, our team  believes that overlaying short and medium frequency strategies, is wise and safe way perform high frequency trading. Reasons supporting latter statements are:

    • Drawdown is more manageable even without huge risk capital;
    • Overlaid model instances spread risk and greatly increase overall performance (in relative terms). In fact there will be hedging across different algorithm instances, keeping often the actual position smaller;
    • Positions will be relatively small and undetected in the market;
    • Portfolio cannot be significantly hurt by temporary infrastructure or connection problems;
    • By overlaying short or medium frequency strategies you avoid necessity of expensive services demanded by HFT practices.

TREC algorithmic model trades futures:

    • EQUITIES
    • CURRENCIES (CME)
    • INTEREST RATES (CBOT)
    • METALS
    • ENERGIES (NYMEX)
    • AGRICULTURE (CBOT)

TREC IS READY FOR AWARD-WINNING TECHNOLOGY

TREC algorithm is written in EasyLanguage for award-winning TradeStation platform.

TREC is robust short term Trend following algorithmic model designed to trade liquid futures market.

One algorithm trades 14 different instruments and each instrument is traded with 5 to more than 150 different algorithm instances.

TREC is a portfolio of overlaid short term strategies  with very small correlation between algorithm instances.

Every portfolio manager or skilled investor should be able easily adopt TREC model to his/her risk and portfolio management rules and style.

TradeStation was named the best online broker by BARRON’S in 2011.

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