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krabott igam4er finalist 2013

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Let the crowd design automated trading with Krabott!

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Page 1: krabott  igam4er finalist 2013
Page 2: krabott  igam4er finalist 2013

Trading system’s evolution Krabott the next step ?

Real trader

1990

Human helped by computers

Computerization level

Automated trading designed by experts

Automated trading designed by crowds

2000 2010

Page 3: krabott  igam4er finalist 2013

A trading strategy

Source http://www.dailyfx.com

Page 4: krabott  igam4er finalist 2013

Clôture

Ordre BUY / SELL

Croisement MM Longue et

courteRSI

OK ou NOK

Dernier croisement > x

minutes ?

RSI Prof RSI BUY RSI SELL

7 bits 6 bits 6 bits

Atteinte Stop Loss ou Take Profit

Take_profit

Stop Loss

Coefvolatilité

8 bits 8bits 6 bits

Prof.MMC

Prof.MML

Pondération MML

Pondération MMC

5 bits 7 bits 7 bits 7bits

Temporisation

7 bits

Fin de semaine

ADN binaire (génotype)

Interprétation (phénotype)

Exécution

Risque

7 bits

*1000 €

Heart of a krabott

Page 5: krabott  igam4er finalist 2013

Krabottg’s desk

Page 6: krabott  igam4er finalist 2013

Krabott’s detail

Page 7: krabott  igam4er finalist 2013

Krabott’s P&L

Page 8: krabott  igam4er finalist 2013

Reproduction step

Page 9: krabott  igam4er finalist 2013

-15

-10

-5

0

5

10

15

1 4 7 10 13 16 19 22 25 28 31 34 37 40 43 46 49 52 55 58 61 64 67 70 73 76 79 82 85 88 91 94 97 100103106109

Per

form

ance

po

ur

mill

e

Nombre de jours de l'expérimentation

P&L Moyen Famille 2

humain

machine

Human crowds overperform computers

Page 10: krabott  igam4er finalist 2013

1er mai 2013 Fin des mises à jour

Période de mise à jour hebdomadaire

Pas de mise à jour

A crowd’s signal can be provided by the game profit = +100% every 4 months

Page 11: krabott  igam4er finalist 2013

Krabott 2014’s challenge Partnership with « solidarité paysans »

Crowds Krabott

Signal following platform

Trading signal is sold

Investors & followers

Benefit => association