TSSB is FREE software platform for rapid R&D of statistically sound predictive model based trading systems via machine learning.
- Development team with over 50 years of experience
- Statistical soundness: trading systems likely to perform well in the future
- Rapid prototyping of trading systems without any programming
- Objective functions based on financial performance rather than statistical fit
- Systems based on machine learned predictive models, not human proposed rules
- Walk-forward & cross-validation fully integrated
- Over-fit suppression for superior out-of-sample generalization
- Out-of-sample performance stats and p-values free of training or selection bias
- Ensembles & Oracles and regime-specific systems
- Portfolios of trading systems systems
- Statistical significance testing robust to guided search training bias
- Library of over 100 indicator families including wavelets and ARMA
- Dimensional compression via PCA, Linear and Quadratic methods
- Find independent groups of non redundant predictors automatically
- Unique Graphics including predictive heat-maps
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2-D Model Response Surface Changes Along a 3rd Indicator Axis |
