The First Rule of Stealth Mode Is..

By | June 10, 2014

Apparently, according to the internet, the first rule of stealth mode is not to be that stealthy..

I don’t know, didn’t know, nor cared too much about that. For the last 2-3 years I’ve been working a lot in complete secrecy on a quantitative trading strategy. Only a few close friends and some family knew a few things, but not much.

Now the reason for this is simple: You either have nothing to show, or you have something. Until I could satisfy my own strict quality assurance guidelines that there was anything of value to show, I’d rather show nothing. I’ve known that there’s been something to show for a while, but only based on early prototypes. Making a system around it that allowed this to scale was the next step.

The tag line of this blog is technology, computers and quant finance. There hasn’t been much focus on the quantitative finance part of that tag line for a long time. Reason has been simple: I’ve been busy working on my project.

But now this has changed: Finally I reached a point where algos and technology aligned, and opened up in harmony, ready for the world to view.. Yeah, something like that..

In brief, here’s what I’m talking about: After making a crucial discovery about human behavior and how it leaks into financial markets about 2-3 years ago I began building a system. A system capable of performing the necessary calculations and data storage to regularly run the algorithms I developed from that discovery.

I named it AgoraOpus Market Opportunity Index, which boils down to an indicator, ranging from zero to 100, with higher values indicating a general higher probability of positive market returns. But does it work? Well, I wouldn’t have put it out there if I didn’t see this being the case..

There’s still a lot more work that can be done, and a lot more information to make public. A lot of questions are being asked, like: Does it work on other indices? Does it work on individual companies? What about FX? Fixed income? Etc.. The answers to all of those questions are currently, in no particular order, yes, no, maybe, I don’t know, wait and see.. I can make general assumptions based on my understanding of the underlying principle. But I’d also like to empirically prove those assumptions, and then make further information available based on that.

The AgoraOpus webpage, web app and blog will be my main area for those types of articles going forward, so stay tuned..