TRADE-SES

TRADE-SES 2018-10-25T12:11:55+00:00

Access our library of stock trading signal results for Sentiment Enhanced Signals (SES), our leading equity portfolio trading product. This platform displays all back testing and virtual trading results for a variety of markets, e.g. USA, UK, Europe, India and Hong Kong.

Distributions in SSD

SES optimizes your equity portfolio composition using a powerful optimization model known as Second Order Stochastic Dominance (SSD). SSD is powerful because it takes into account the return distribution and correlation of all stocks, to optimally find a portfolio that beats a given benchmark portfolio. The default benchmark we use is the major stock index for a certain country. Whilst being computationally intensive, SES also ensures that the cumulative return across all market conditions (points on the distribution) dominates the index in many ways. Competing approaches simplify the true distribution of market returns leading to increased realized risk or underperformance. This stock trading signal product also monitors market sentiment data and is customizable according to the client’s risk tolerance. Read more here

Trade SES gives you access to the following features of our stock trading signals product:

  • Up to 10 years of back testing results
  • Trading performance in live markets today
  • Global coverage of markets such as USA, UK, Europe, India and Hong Kong
  • Portfolios adjusted for different levels of risk tolerance
  • Daily breakdowns of portfolio holdings split between long and short positions
  • A comprehensive user guide.

For each set of stock trading signals, we show:

  • Graphical plots of portfolio performance, portfolio cardinality and proportions of long and short positions
  • Performance tables showing measures of return, risk, Sharpe ratio, Sortino ratio, draw downs, days to recovery and turnover
  • Detailed daily trade tables and mark-to-market tables outlining the exact composition of the chosen portfolio
  • Pie charts and Bar charts give a breakdown of the daily composition of the portfolio

To access all historical stock trading signal results, click below:

Trade SES - library of stock trading signal results