[转载]期货程序化交易策略介绍(13)—— 国际前10大交易系统排名
2017-06-05 09:20阅读:
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美国标准普尔500系统排名2008年04月10日
System
NameAnnual
% Return
1.
Turbo Trader
Pro
237.2%
2.
Anticipation223.5%
3.
Samurai
35208.3%
4.
Dual
Thrust204.5%
5.Maxim172.7%
6.
Mesa
T-Notes152.4%
7.
Qtech
Bellies
144.2%
8.Keystone141.2%
9.
Sledge
Hammer137.5%
10.
Delphi
Universal135.9%
下表是歷年來前十名交易系統的登榜狀況
1993
1997
2001
2005
1
Black or
White
Aberration
Aberration
Aberration
2
Culler
Currency
CatScan
1
Basis
II
Basis
II
3
DCS-II
Combo
Advanage
DCS-II
Checkmate
4
Dollar
Trader
Culler
Currency
Dollar
Trader
Dollar
Trader
5
Pilot
Trader
DCS-II
DynamicBreakOut
Golden
SX
6
QuadLevelTrend
Dollar
Trader
Golden
SX
R-Breaker
7
Time Trend
III
GrandCayman
GrandCayman
R-Mesa
8
Ultimate
II
R-Breaker
R-Breaker
ReadySetGo
9
Volpat
Time
Trend
III
STC_S&P_DayTrade
STC_S&P_DayTrade
10
Wilder’s
Volatility
Universal
LT
TrendChannel
TrendChannel
Aberration--->www.trade-system.com
Basis II--->www.alfanetsys.com
Checkmate--->www.traderstech.com
Dollar Trader--->www.dollartrader.com
Golden SX--->www.mindfire-systems.com
R-Breaker--->www.longtermtrading.com
R-Mesa--->www.soundviewcapital.com
ReadySetGo--->www.mesa-systems.com
STC_S&P_DayTrade--->www.staffordtrading.com
TrendChannel--->www.trendchannel.com
http://www.futurestruth.com/top10sincereleasedate.htm
Top 10 Systems Since Their Release Date
Issue #2 2009 - published in April 2009
Systems included in this table must have been released for at least
18 months. Results based on performance through January 30,
2009.
Return is based on three times the required margin.
Rank
|
System Name
|
Annual % Return
|
1.
|
Dual Thrust |
414.4%
|
2.
|
Impetus SP |
201.6%
|
3.
|
Natural Gas Offense |
165.2%
|
4.
|
TrendWeaver |
155.6%
|
5.
|
Maxim |
142.8%
|
6.
|
Auto Core Duo |
142.0%
|
7.
|
Delphi Universal |
127.5%
|
8.
|
Natural Gas Trader-GA |
122.4%
|
9.
|
Catscan IV |
122.3%
|
10.
|
Simple Harmony |
120.4%
|
And
other
Aberration , I-master , CheckMate,
ReadySetToGo , Cyclone , DT .
Futures2006
http://www.yassersoft.com/doc/systemrank.pdf
Why
Aberration is NOT a Curve-Fit System
http://www.trade-system.com/
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