Excel Based Tools and Services
At Algorithm Science we offer a variety of tools for gathering data from the internet and analyzing it. Here, you can find tools for extracting data from JSON (Java Script Object Notation) streams which is rapidly evolving as the new data standard on the web. We have JSON extractors for all kinds of financial information including historical stock price data, balance sheets, option chains, portfolio information. We also have a tool for searching news. These tools use a framework called JeX which greatly simplifies the process for JSON extraction and we are pleased to offer the JeX framework as a technological innovation which our customers can use to do their own JSON extraction.
Here, you can also find SignalSolver, our flagship product, which back-tests price history and exposes buy and sell signals which would have exploited these price movements. From time to time, we publish the signals we have found, and a few are presented in the sections below.
In support of legacy financial spreadsheets, we also offer EmulateURL, a product which emulates the now defunct Yahoo! Finance URLs which provided historical price, dividend and split data, consequently we are able to give such spreadsheets new life.
SIGNALS POSTED RECENTLY
“Two heads are better than one”, the saying goes. But can averaging improve trading systems? Can a multi-algorithm technique improve profitability and lower risk? After compiling the “Summary of Strategy Performance”, I was very curious to quantify if and for how long strategies such as those published here were profitable for. To do that, I […]
This update covers 26 strategies published 2/10/15 through 9/18/15. For the analysis we measure the results of investing $10K in each strategy on the day of publication. 17 of the strategies made a loss over the entire period, however 5 of these were strategies that broke down after showing a profit. Overall Results vs Hold […]
This weekly trading strategy for IBB had 3 times better annualized returns than IBB and more than 10 times better return over the 10.1 years. For each 2.5 year period within the 10 years, the annualized return was between 30 and 50%.
This is a trading system for Keryx Biopharmaceuticals Inc. (KERX). It requires daily intervention, trading at the open of business. KERX Trading System: Trades Spreadsheet
A trading system which worked for FEYE (FireEye). This is based on daily data, so traded at most once per day. FEYE Trading System: Trades List As always, future performance is not guaranteed.
Not many trades, but performed well. TSLA Daily Trading System List of Trades Spreadsheet
This strategy has given about 1000x better return than buy-hold over the last 41.6 years. This algorithm continues to perform well, outperforming buy-hold by 30.4% annualized over the last 10 months: Notice this had a very low drawdown (1.2%).
Over 500 times better return than buy-holdIn the time frame May 16th 1997 to Aug 1st 2016, this strategy gave a return of 88.9% compounded which amounts to over $219,000 for every dollar invested, that’s 518 times better than the performance of buy-hold which only gave $423. This screenshot shows the strategy description and performance […]