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Create hundreds of new systematic trading strategies at the click of a button.
No coding necessary. Software built for traders by traders.
Introducing Build Alpha
Build Alpha was created in order to help professional traders, money managers, and institutional investors create countless robust strategies to meet their own risk criterion across asset classes.
This unique software allows traders and money managers the ability to create hundreds of systematic trading strategies with NO programming required. Furthermore, traders and money managers can stress test each and every strategy in mere seconds. Everything is point and click.
My Goal
Bridge the gap between the programming world, the quantitative trading world, and the money manager/trader who seeks to evolve with the times.
What is Build Alpha ?
Build Alpha is a genetic program that will search hundreds of thousands of possible entry signal combinations, exit criteria, and much more to form the best systematic trading strategies based on user selected fitness functions (Sharpe Ratio, Net Profit, etc.) and test criteria. Everything is point-and-click.
Shortly after hitting “Simulate”, the user will see hundreds of strategies in a sort-able table. The user will be able to view profit factors, Sharpe ratios, win percentages, equity curves, multiple different kinds of Monte Carlo analysis techniques, and our own unique forward Variance Testing to stress test each strategy.
Plus the ability to build portfolios of strategies, track correlations among strategies, stress test strategies, and much more. Additionally, Build Alpha will also print out full strategy code for NinjaTrader’s C#, TradeStation’s EasyLanguage, and MultiChart’s PowerLanguage.
Another unique feature is the ability to compare signals and strategies vs. random signals and strategies. This provides the trader/money manager the ability to lower the probabilities that strategies discovered are possibly curve-fit and actually possess an edge more than simply random signals could have generated. In other words, the edge/strategy discovered has some predictive value that could not have been found by random chance. Build Alpha creates a random mined baseline each and every simulation – this serves as the threshold to beat (along with Buy and Hold return plots for every market).
How It Works
In Three Easy Steps…
Select a Market and Test Dates
Select Up to 5,000 Entry Signals
Select Exit Combinations
Select Fitness Function
Run Build Alpha Simulator
Analyze Results
View Hundreds of Strategies
Stress Test Strategies
Run Forward Simulations
Create Portfolios
Check Correlations
Print Tradeable Code
Build Alpha Software
View detailed descriptions on the How To Use and Features pages…
Example Strategies
Now partnered with TradeStation
Contact me today to find out how TradeStation and Build Alpha can help you
Now Partnered with MultiCharts
To view details regarding MutliCharts please visit here: www.buildalpha.com/multicharts
To sign up for a free 30 day trial visit here:
Now Partnered with NinjaTrader
FAQ
Build Alpha launched with *only* 1,000 indicators and functions. Build Alpha currently has more than 7,000+ signals to choose from as I constantly add more with each new update. Build Alpha contains technical indicators, price action signals, candlesticks, quantified chart patterns, volume signals and more. However, Build Alpha also contains non-price based signals such as: market breadth, economic data, holidays, news events, vix term structure, treasury yields and spreads, gamma exposure and more. These non-price based signals give much needed context to price action and volume based strategies that help keep strategies in-tune with the current market regime/environment in a way that price action only strategies typically cannot. You also have the ability to build your own indicators and signals with a drag and drop code-free builder. You can also add your own custom indicators with python, if you want. However, there is no coding required to use Build Alpha.
Yes, absolutely. There is a written Signal Glossary and User Manual with pictures and text explanations. There is also a private video training library that contains 50+ personal videos where I discuss the basics of the software and system trading. I then get into more advanced videos where I show examples, explain the validation tests and explain what is a pass/fail, best practices and dos and donts. Ultimately concluding with portfolio construction and live strategy monitoring techniques.
Yes, Build Alpha was designed for serious traders that want to quantify their edges but is flexible for all traders. Build Alpha has a great community that ranges from small traders with only a few thousand dollar accounts to start all the way to hedge funds, family offices and RIAs with 100M+ in AUM. The software is flexible and gives full control over account and position sizing to fit your situation. All risk metrics and tests scale to your account size settings.
Absolutely. The best trader of all time, Jim Simons, is an automated trader. I had an article about him published on SeeItMarket here: https://www.seeitmarket.com/5-lessons-from-one-of-the-greatest-traders-of-all-time-jim-simons/
Here are a few Build Alpha user success stories here: buildalpha.com/success
Yes, absolutely. Build Alpha will produce fully automated code for a variety of platforms and brokers including TradeStation, Ninjatrader8, Metatrader4, Pro Real Time, MultiCharts, Stage5 and more. I have also partnered with TradeStation and Interactive Brokers to be able to monitor strategies and trade directly through the Build Alpha platform on both sim and live accounts. More broker connections will be added soon!
Yes, it is. There is access to the user group as well as myself. I am extremely fast to respond to emails so please shoot me one anytime at david@buildalpha.com.
Build Alpha works on all asset classes and markets. Stocks, ETFs, futures, forex, alternative data and even cryptocurrencies.
Validation is where the true edge lies and why Build Alpha has a large suite of advanced validation and robustness tests to stress test every strategy. This is the main emphasis of Build Alpha and my trading passion. Most of the tests and methods can be read about at buildalpha.com/feature but please feel free to check out the blog posts and demo videos as well. I am always around to answer any questions, discuss new ideas and tests for the software as well.