Adaptive Modeler 1.2.1

Adaptive Modeler 1.2.1 is a tool designed to give you a professional way to create agent-based market simulation models for price forecasting of real world stocks, ETFs or other securities. Thousands of trading agents are provided with real world market data and use their trading rules to compete and adapt on a simulated market.

Their collective behavior is used to generate forecasts and trading signals. Models evolve and adapt incrementally (walk-forward) in real-time without repeated optimization or overfitting on historical data. This results in better adaptability to changing market conditions and more consistent and reliable performance.

Major Features:

1. No overfitting or curve fitting of historical (training) data
2. Trading signals are based on multitude of trading strategies instead of only one or a few
3. Trading strategies are constantly adapting to market changes instead of being static
4. Puts user in charge of high level model evolution control instead of low level rule programming
5. Easy to use drag-and-drop user interface
6. Real-time charts and plots to visualize model evolution, behavior and performance
7. User configurable genetic programming engine for trading rule creation
8. Supports quote intervals ranging from 1 millisecond to multiple days or variable for constant range bars or high-frequency tick data
9. Trading Simulator with hedge-fund style performance overview
10. Various return & risk indicators (alpha, beta, Sharpe ratio, VaR, MAR ratio, historical & Monte Carlo simulations, etc.)
11. Sub period returns and statistics
12. Data export function
13. Batch function
14. Includes User's Guide, Tutorial, context-sensitive help and examples

Enhancements:

• Improved consistency and reproducibility of models accross different machines,
• Bug fixes

Requirements:

• Microsoft .Net Framework 2.0,
• 512 MB Ram