Model Categorization

Trading System / Model Categorization

Trading Systems and Market Models may be designed, constructed, optimized, and validated in far too many different ways to list here. Applied Market Analytics, Inc. is actively involved in those instruments and techniques listed in bold type within the following categories:

Trading Instruments / Markets

Futures
Equities
Options
FOREX
Physicals / Cash

Trading System Types

Analyst Intuition
Analyst Assisted Technical Analysis
Automated Trading Systems

Modeling Domain

Fundamental
Technical

Types of Goals

Forecasting
Reactive
Predictive

Types of Models

Objective Function Fitting
Transformation Fitting
BIN
Theoretical Pricing
Statistical
Statistical Pattern Recognition
Technical Analysis / Charting
Forecasting (Box-Jenkins, ANOVA, GARCH, etc.)

Range of Signal Timing

Intraday
Daily
Periodic

Choices of Input Data

Econometric
Instrument Price (Open, High, Low, Close)
Instrument or Market Volume
Intermarket
Sentiment
Volume by Price
Option (Premium, Implied Volatility,

Volume, Open Interest)

Monetary
Volatility
Commitments of Traders

Classes of Algorithms

Discrete
Continuous

Mathematical Alternatives

Linear
Nonlinear

Methods of Training / Optimization

Parameter Space Search (many variations)
Neural Network
Genetic Algorithm

The Importance of this Website to Your Business – As the markets become more volatile, you would do well to train your quants to protect your portfolio against the ill effects of nonstationarity.

Exogenous Data Based Models – The good and bad characteristics of Exogenous Data. (Don’t miss the interesting visualization of some SPX Index Option data.)

Visualization of Exogenous Data – In case you missed it above.

Quantitative Analysis Platform – A user-friendly modeling platform for improving the productivity of quantitative analysts.

Overview – Advanced Automated trading Systems.

Consulting Services – Helping your quantitative analysts deliver a better product for your clients.

Trading Model Building Services – Continuous and Discrete Models, using Price or Exogenous Data.

Quantitative Analysis Training Seminars – Topics covered in typical training seminars.

Model Validation – A Catch-22 in the struggle between the Central Limit Theorem and the “Law” of Requisite Variety.

Non Trend-Following, Non Technical Analysis Methods – The difference that a non-price market view can make in your portfolio’s success.

Back to Home Page