ASTAT Short

Inspired by the Greek word ASTATEIA (Αστάθεια) for volatility, ASTAT Short is a downward trend indicator. It indicates increasing volatility followed by a downward price movement. ASTAT Short is the first productive End-to-End configuration of the DEMETER Τau ™ framework.

SIGNALS

Snapshot: 30.03.2024, v1.0

Actual signal snapshot with downward trend prediction for demonstration (restricted to 30 days back).

PORTFOLIO

Snapshot: 30.03.2024, v1.0

Back tested portfolio of put options generated from the signals.

PREDICTION POWER

Prediction power of signals with downward trend prediction of the current snapshot.

E.g. Probability of 80% for a change between -100 to -20% within 75 periods from present.

Signal distribution

y-axis: highest/lowest change within validation time frame [%]

x-axis: Pc, Periods to change observed [trading days]

Surfaces: Cumulative probability, average of change and period cumulative probability

DISTRIBUTION

Signal distribution

y-axis: number of detected signals

x-axis: changes within validation time frame Pc, grouped by intervals

PROBABILITY

Signal distribution

y-axis: Discrete cumulative probability of observed changes

x-axis: changes within validation time frame Pc

PERIODS

Signal distribution

y-axis: Discrete cumulative probability of periods to change

x-axis: periods to change, Pc

DETECTION & VALIDATION

AI supported recursive detection and validation with actual market data.

Signal validation

The observed changes on Pc are divided in the following validity classes.

  • lower or equal to -10%, the lowest is taken
  • higher or equal to +10%, the highest is taken
  • between +-10%, the average of highest/lowest is taken.

The attributes for the machine learning training include a variety of information of the primary and preceding signals.

Open the next section for the configuration details.

CONFIGURATION

DEMETER Τau

Demeter (Δημήτηρ) is the Greek goddess for fertility and the harvest. Τau stands for (T)rading (Au)tomation. DEMETER Τau (short: DEMTAU) is a comprehensive market data analysis and trading framework which is fully automated from gathering the data to the position placement. Also known as a so-called trading robot it harvests wins on a regular basis without manual intervention.

Main features:

  • End-to-End: Automated trading value chain from data retrieval up to and including position management on the market.
  • Modular: Develop, combine, and exchange trading strategies easily.
  • Scalable: Increase performance just by adding CPU power.
  • Focused: Extensive data and complex algorithm processing in real time.
Open the next section for the application implementation details.

DATA & PROCESS FLOW

CONTACT

Besides the existing feeds, such as ASTAT Short , DEMETER Τau is a comprehensive framework that allows to implement a variety of business ideas with almost no limits to your imagination. We are looking forward to getting in touch with you to learn more about your challenges and visions.

Choose one from the following topics:

  • ASTAT Short BETA TESTER: Become a Beta Tester and get the ASTAT Short signals and positions daily for free.
  • CUSTOM FEED: Custom data feeds based on your requirements.
  • CUSTOM MODULE: Custom module implementation for your trading strategies or scientific needs.
  • OTHER: Just get in touch, exchange knowledge and business ideas, and other topics.

TERMS

HOW WE THINK AND WORK

We...
  • only implement features that are used by someone.
  • only collect or keep data if necessary for a feature.
  • respect the privacy, intellectual property, and personal integrity of others.

TERMS OF USE

Privacy is one of our core values. Therefore, the Service is operated and registered on an anonymous domain name registrar, and hosting provider respectively.

SITE

History

DateDescription
18.01.2024Go Live without contact form server.
20.01.2024Contact form functionality.