COSMOS portfolios are based on the method and software described at http://tradingautomation.blogspot.com/ and we present here on a weekly basis the positions and actions taken on reference portfolios.
Flat is still the only word to describe the system's stance !
posted by Patrice POYET at 1:21 AM
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The system remains flat as this market cannot regain shape due to North Korea missile tests, inflationary pressures, bellweather warnings, etc.
posted by Patrice POYET at 11:31 PM
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The system remains flat but we get some indication that it will not be for long now. The money has been parked on the money market and the situtation is as follows:
The blue curve indicates the number of trades either LONG on a BULL market or SHORT on a BEAR market that the system finds everyday. The purple curve gives its 10 days moving average and as one can notice we've been at lows since the 19th of May. Of course, this is just one of the many indicators used by the system to decide to resume taking positions, but it is closely noticed.
posted by Patrice POYET at 1:59 AM
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Patrice POYET graduated with a Msc in 1981, got his Diplôme d’Etudes Approfondies at the Ecole des Mines de Paris and obtained his Doctorate Degree (Doctorat d’Etat ès Sciences) in 1986 at INRIA. As co-founder and very first employee of ILOG in 1987 he has contributed to the development of this software company (bought by IBM at the end of 2008). He joined CSTB in 1989 and lead the Service "Applications et Intégration Logicielles" with 5 Divisions: software development, virtual reality, data and systems integration, facilities management, advanced models for finite element analysis. He has always been building scale models and shares thanks to blogspot and facebook albums of all the models he has ever built !
