DEVELOPING

NEW STRATEGIES

FOR TRADING IN FINANCIAL MARKETS

ADAPTIVE INDICATORS

 

This area of research deals with the application of genetic algorithms to traditional technical indicators.

Experiments in this area are:

 

  • GENETIC MACD

  • LONG-SHORT MOVING AV.

COMPUTATIONAL METHODS

 

Here we study financial markets as a computational phaenomenon, using numeric analysis rather than analytical methods.

Experiments in this area are:

 

  • MARKOV CHAINS FSA

  • TURING MACHINES

PATTERN & SIGNAL PROCESSING

This area of research treats price historical series as signals, looking for an edge in their statistical inefficiency.

Experiments in this area are:

 

  • PATTERN RECOGNITION

  • WAVE PACKET ANALYSIS

  • FRACTAL STRUCTURES

ASSETS

STOCKS
MARKET INDICES
CURRENCIES
 

ABOUT ME

I'm a technology consultant and private trader and investor. All strategies have been developed by myself, using standard software platforms (Microsoft Excel and Microsoft Access).

 

The purpose of this site is to share my research on financial markets, finding possible areas of collaboration with academic and financial institutions.
 
My ultimate goal would be to create (or collaborate on) an investment fund based on computational methods. In my view the fund should operate like an hedge fund, with the following features:

 

  • it should be accessible to middle and low wealth customers, following regulations like UCITS

  • it should have a very strict control of volatility and risk (I think this can also be reached by the use of the stacking method, see "Approach" in this site).

CONTACT

Marcello Calamai 

boat GEA II

19100 La Spezia (SP), Italy 

fill the form or email to: marcello.calamai@gmail.com  

piazza Hermada, 12 

10131 Torino (TO), Italy

 
 

© 2016 by Marcello Calamai