Monday, March 15, 2010
The beta has been out for a month now, more than 300 people requested an invite since then. Thanks to all our brand new users who have been willing to help us pull this off the ground!
Adding value to our platform
Our aim is to bring our platform to a satisfactory level in terms of pure alpha generation. The general idea is to allow our users to easily and quickly test new ideas without adding any overlay of complexity in terms of money management/risk constraints and answer the simple question "is there some juice in this strategy?".
In the very short term more libraries such as Ta-lib or libSVM will be added and support for 1hr OHLC bars will be there too. In the backlog we also have requests on libraries such as Weka and simulated annealing which could be great features added to our platform. Extending the asset class to equities is also a big demand, it will come in time too.
All this comprehensive package aims to facilitate fast and efficient basic modeling of a strategy. If anyone has more ideas in this space please share with us your thoughts.
The next big step
Once pure alpha is found, does it survive to the real world? Our approach is to give the possibility to stack on top of strategies different constraints. This opens the door to a large set of tools, encompassing different layers entangled one into the other:
This compound of functionality is a big step and we are working on making this as user friendly as possible. The API is not completed yet and we will go through a similar step by step launch allowing our users to tell us where to take our software.
Send us your comments or wishes in terms of new features, they are really looked at and we try to implement the most demanded ones. We will publish a comprehensive roadmap which we will update initially in short cycles of two weeks, widening it later on.
Thanks again to all our early adopters.
Posted by Benjamin Filippi at 3/15/2010 11:28:00 AM