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:
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GENETIC MACD
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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:
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MARKOV CHAINS FSA
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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:
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PATTERN RECOGNITION
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WAVE PACKET ANALYSIS
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FRACTAL STRUCTURES
ASSETS
STOCKS
MARKET INDICES
CURRENCIES
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Atlantia (GENETIC MACD)
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Air Liquide (PATTERN RECOGNITION)
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NZD/USD (LONG-SHORT MA)
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GBP/USD (LONG-SHORT MA)
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EUR/USD 1h (DONCHIAN CHANN.)
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EUR/USD (TURING MACHINES)
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GBP/JPY (TURING MACHINES)
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EUR/USD 1h (PATTERN RECOGN.)
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GBP/JPY (WAVE PACKET ANALYSIS)
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EUR/USD (WAVE PACKET ANALYSIS)
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USD/JPY (FRACTAL STRUCTURES)
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:
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it should be accessible to middle and low wealth customers, following regulations like UCITS
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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:
piazza Hermada, 12
10131 Torino (TO), Italy