PhD-trader is an electronic platform for historical analysis and optimization of different statistical arbitrage trading strategies. It is created by the PhD in Economics. Main users of PhD-trader are algorithmic traders and scientists. 

 

PhD-trader consists of the 3 parts: Constructor, Backtester and AI-Optimizer. Constructor is for constructing a strategy based on selected models, parameters and financial instruments data. Backtester is for backtesting a strategy, constructed in Constructor and getting performance measures as a result. AI-Optimizer is for parameters optimization of a strategy, constructed in Constructor based on the non-linear multidimensional optimization algorithm of Differential Evolution which refers to Genetic Algorithms, the division of Artificial Intelligence.

 

We provide a paid access to PhD-trader software which is deployed in compute cloud and sell the brochure Statistical Arbitrage which is aid to assist effective usage of PhD-trader.

 

The process is the following. 

 

If you are interested in using of PhD-trader platform you should first buy our brochure Statistical Arbitrage which costs 100$. Besides a guidance about interface of PhD-trader and other important topics, it includes the specification of 512 different statistical arbitrage trading strategies which you can construct, backtest and optimize in PhD-trader.

 

To buy the brochure or/and to get an access to PhD-trader you write a request to vanpros93@gmail.com. To provide you an access we have rented a very powerful machine throw a cloud computing service provider and deployed the PhD-trader app there. The minimum time you can rent an access for is 1 hour. The price is 10$/hour. We will send you a link, login and password.

 

The brochure includes only 40 pages, because we wrote there only important things.

 

You can also buy the whole source code of the app and install it on your PC. The price of the app code is 7000 $.

 

The advantages of PhD-trader:

• 512 statistical arbitrage strategies with different indicators and signals logic are available for backtesting and optimization
• 8 optimization criteria available, including 3 combined criteria, each of which combine 2 risk-adjusted performance measurement criteria
• Flexible optimization engine: you can optimize from 2 to 5 parameters of a strategy
• 8 performance measurement indicators, including 4 risk-adjusted performance measures
• The ability to take into account transaction costs, that is slippage, fee and funding cost
• The ability to see how much money were lost due to slippage, fee and funding cost as well as number of pair transactions and trades
• The ability to build an indicators chart
• Cumulative return curve in backtest results

 

FREE TRIAL ACCESS (speed is not guaranteed as this server has only 1 core and speed declines when there are concurrent users)

User name: user1

Password: WabQnR|y|(&5>JU|