Sticky: Quantitative Collaborative- Building Futures Strategies for Today!

Graybox Trading

Oct 06

I have keyed on two critical concepts for trading:

1. Environment is paramount to success. Trading requires sustained effort.
2. A real, quantitative, edge helps with preservation of psychological capital and helps refine, focus, and scale.

Toward that, I am offering the Quantitative Collaborative workspace where I share my actual strategies, source code, graybox strategies, and trading ideas and where we work on them together.

What’s really innovative about this program is that we’re working in a collaborative real-time work-space. I am putting up my best ideas for trading systems and conducting studies every day. That’s the Quantitative Advantage workspace.

But, also, I walk you through my 2009 ES futures system that was top ranked at Collective 2 providing you the edge, screen lectures detailing testing process, and source code to that strategy and multiple variations. What makes this really exciting is that we’re looking to apply my latest innovations to see if we can improve the results for trading today. It is both an active tutorial, teaching system building concepts, and a real ongoing project.

It gets better. Creating a system is a lot of work. So, I am showcasing ways that we can multiply the work through principles of generalization and apply the same strategy in different ways.

What makes this program special is that I am working to discover actual edge working in the markets today and that you can contribute toward that. So, we can multiply our efforts. This is really one of the first programs taking advantage of the capabilities today for collaboration.

There is really nothing else like this today unless you can join a top tier hedge fund, tough luck with that! because anyone in our workspace can spin off on any one of my edges, improve it, and share the results back with the group.

You see most research newsletters— they keep proprietary the logic behind their custom indicators— and you are left to do what with it? You have to trust their methodology and then pay for it– ongoing and you cannot improve it.

With my program you get all the source code, performance reports, and logic. You and every other member can contribute back which makes it that powerful. Plus, in addition to delivering powerful studies that elucidate edge, we are working to build complete systems– that’s a completely different level then you would get with other programs.

I have estimated the minimum value easily at 7k and as traders join and contribute it can only grow more.

Let me recap the value proposition once more, unless you can get in a top tier hedge fund or top tier prop firm, this opportunity is going to be the best environment for building and working on futures strategies with serious focus.

Why? Because every other program is a product. This is an environment. The key insight is that environments guide behavior and focus over time. It has the capability to be a truly transformational opportunity.

The primary research, system development, and prototyping work is conducted in Tradestation and EasyLangauge.

All work is shared through exclusive workspace. A slack group may be used as well, in future to facilitate communications.

NinjaTrader 8 is used, as well, for more of the graybox work.

Data science and statistical work is being conducted in Tradestation & Excel primarily and other data science tools may be demonstrated or used where appropriate, including Python.

Cost $1297 for Non Professionals As Defined Below
Non professional is defined by me as not a prop trader, hedge fund, CTA, and not offering any systems for subscription.

Cost $2097 for Professionals As Defined Below
Professional is defined as CTA, hedge fund trader, prop trader, professional as defined by exchange, anyone offering any trading education services *must be approved*, or anyone offering systems for subscription. All professionals will be conditionally approved.

The $1297 for non professionals is incredible value because if you were subscribing to a system– you would pay that much in short time just subscribing to a single system. And, good luck buying a good system for any less then that— let alone getting 4 months of research, multiple systems, a collaborative work environment, and an in-depth system development education.

Contact me at for all the details if you are serious and motivated. The first program term is for, a minimum, of 4 months and will very likely include a significantly reduced price option to expand your subscription for an additional 4 to 6 months.

Please note membership seats are limited. In order to manage the group size for optimal productivity, price subject to increase as seats fill up.

Futures trading is risky and not suitable for all investors. I am not a professional and do not provide investment advice. What is referred to as ‘edge’ are patterns that may or may not be an actual edge but that can, at least, be clearly identified, programmed, and tested. Everything shall be treated as hypothetical and for educational purposes only. Results whether live or not shall be treated as hypothetical. Please note, I do not make any claims regrading my own performance or the performance you are likely to see. I am only promising to do my best work to create tremendous value for traders– the kind that you cannot purchase anywhere else.

Risk Disclosure:

Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure:

Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

About the Author

The author is passionate about markets. He has developed top ranked futures strategies. His core focus is (1) applying machine learning and developing systematic strategies, and (2) solving the toughest problems of discretionary trading by applying quantitative tools, machine learning, and performance discipline. You can contact the author at