Intro

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.

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...

1.
Select a Market and Test Dates
Select Up to 5,000 Entry Signals
Select Exit Combinations
Select Fitness Function

2.
Run Build Alpha Simulator

3.
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...
collage5
final_input_progress
output
newchartingoptions
collage2
collage1
*strategies have been blacked out*
final_vsrandom
final_realvsrandom
betterdistributions
montecarlooriginal
montecarlorandomized
montecarlo1-10
breakdown
seasonality
noisetest1
slippagetest1
delayedtest1
minvartest
intradaytestblog

Example Strategies

Long - eMini S&P500
Long - eMini S&P500
Long - Orange Juice
Long - Orange Juice
Short - Crude Oil
Short - Crude Oil
Long/Short Nasdaq
Long/Short Nasdaq
Long - US 30 Yr Bonds.

Easily Converts To TradeStation
Long - US 30 Yr Bonds. Easily Converts To TradeStation
Natural Gas - Short
Natural Gas - Short
Long - Nikkei
Long - Nikkei
Long - US 30 Yr Bond
Long - US 30 Yr Bond
Long - DAX
Long - DAX
Short - Dow Jones
Short - Dow Jones

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: http://www.multicharts.com/free-trading-software/

Now Partnered with NinjaTrader

ninja4