💪Our mission is to create more successful algorithmic traders.
In short, 1ex achieves it with the help of a breakthrough model-free PIDD trading strategy.
👀 Feedback is one of the most valuable things for an algorithmic trader.
It allows you to see whether your strategy is working or not. If it is not working, based on the feedback, you can tweak it so that it works and brings you profit.
Our experienced team members have been researching the feedback control methodology for the modern algorithmic trading. Research proved that with due control of feedback you can have a win rate of over 50% in your trades.
These results were presented
🔹at scientific conferences,
🔸in journals: https://sciencedirect.com/science/article/pii/S240589632300068X,
🔹and books (currently in preparation)
Our team has a great professional and educational background:
🦉 The Senior Expert in Mathematics and Algorithmics at 1ex Vadim Azhmyakov has a PhD in Physics & Maths and is an IEEE Senior Member with over 3 decades of active research in Applied Maths and Computer Science.
💰 Our co-founder and product owner Ilya Shirokov is a developer of market making and capital management algorithms with over 10 years of experience in the investment market.
1ex leverages the wealth of their experience to improve your trading. Now our team is ready to share all this knowledge and professional expertise with the trading community.
📌 Source
In short, 1ex achieves it with the help of a breakthrough model-free PIDD trading strategy.
👀 Feedback is one of the most valuable things for an algorithmic trader.
It allows you to see whether your strategy is working or not. If it is not working, based on the feedback, you can tweak it so that it works and brings you profit.
Our experienced team members have been researching the feedback control methodology for the modern algorithmic trading. Research proved that with due control of feedback you can have a win rate of over 50% in your trades.
These results were presented
🔹at scientific conferences,
🔸in journals: https://sciencedirect.com/science/article/pii/S240589632300068X,
🔹and books (currently in preparation)
Our team has a great professional and educational background:
🦉 The Senior Expert in Mathematics and Algorithmics at 1ex Vadim Azhmyakov has a PhD in Physics & Maths and is an IEEE Senior Member with over 3 decades of active research in Applied Maths and Computer Science.
💰 Our co-founder and product owner Ilya Shirokov is a developer of market making and capital management algorithms with over 10 years of experience in the investment market.
1ex leverages the wealth of their experience to improve your trading. Now our team is ready to share all this knowledge and professional expertise with the trading community.
📌 Source
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⚙️ Today we are experiencing a shift and technology transfer from conventional control theory to modern financial engineering.
Within it, Barmish et al. introduced a model-free PID (Proportional-Integral-Derivative) control for stock trading.
🧠 The 1ex team has gone further and proposed the Proportional, Integral, Derivative, and Second Order Derivative PIDD control based on the Switched Systems theory.
With PIDD, gains become dynamic, and additional optimization is available through their tuning.
💡 Also, unlike the majority of stock trading products, the algorithm developed by 1ex is model-free. It means no predictive models are used for stock prices, because we interpret unknown market price variations as system disturbances.
In our version of the control-based approach to algorithmic trading, we react to stock price variations instead of modeling them.
📌 Source
Within it, Barmish et al. introduced a model-free PID (Proportional-Integral-Derivative) control for stock trading.
🧠 The 1ex team has gone further and proposed the Proportional, Integral, Derivative, and Second Order Derivative PIDD control based on the Switched Systems theory.
With PIDD, gains become dynamic, and additional optimization is available through their tuning.
💡 Also, unlike the majority of stock trading products, the algorithm developed by 1ex is model-free. It means no predictive models are used for stock prices, because we interpret unknown market price variations as system disturbances.
In our version of the control-based approach to algorithmic trading, we react to stock price variations instead of modeling them.
📌 Source
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📓 Let's delve further into our PIDD strategy!
The Integral term of our PIDD control is determined on a time interval with a predetermined exponentially weighted memory loss function — to weigh more recent data more heavily.
🔄 The resulting closed-loop trading strategy linearly combines the feedback measures of the profit, its derivatives and an integral term modified by a suitable nonlinear saturation function that guarantees the boundedness of the current investment.
We modify the saturation function to incorporate not only the “buy” and “sell”, but also the “hold” option, thus making the decision rule in our control algorithm strongly nonlinear.
🔧 With the dynamic gain control in the complete PIDD scheme, we overcome the major limitation of the conventional PI scheme that uses time invariant feedback controllers.
🚫 We do not use any formal mathematical model for stock price dynamics in our trading approach, i.e., do not forecast random stock prices.
The Integral term of our PIDD control is determined on a time interval with a predetermined exponentially weighted memory loss function — to weigh more recent data more heavily.
🔄 The resulting closed-loop trading strategy linearly combines the feedback measures of the profit, its derivatives and an integral term modified by a suitable nonlinear saturation function that guarantees the boundedness of the current investment.
We modify the saturation function to incorporate not only the “buy” and “sell”, but also the “hold” option, thus making the decision rule in our control algorithm strongly nonlinear.
🔧 With the dynamic gain control in the complete PIDD scheme, we overcome the major limitation of the conventional PI scheme that uses time invariant feedback controllers.
🚫 We do not use any formal mathematical model for stock price dynamics in our trading approach, i.e., do not forecast random stock prices.
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➕ What makes the design of our PIDD strategy even more powerful is switching mechanism that brings saturation type nonlinearity.
We call our PIDD algorithm with the introduced gain set selection a Maximum Profit Switching Selection MPSS algorithm. You can see it in the first image.
👨🔬 When backtested with the following price movements in the Bitcoin USDT futures on Binance, the MPSS trading algorithm had the results shown in the second image.
Using the historical market data, optimal calibration of the controller gains and technical parameters can be achieved, example shown in the third image.
📌 Source
We call our PIDD algorithm with the introduced gain set selection a Maximum Profit Switching Selection MPSS algorithm. You can see it in the first image.
👨🔬 When backtested with the following price movements in the Bitcoin USDT futures on Binance, the MPSS trading algorithm had the results shown in the second image.
Using the historical market data, optimal calibration of the controller gains and technical parameters can be achieved, example shown in the third image.
📌 Source
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☑️ So, to summarize how our PIDD strategy helps create more successful algorithmic traders:
The trading rule we propose makes it possible to assign an adequate buy / sell / hold decision for every subsequent time instant in the financial market.
🏆 The calculated win rate of this MPSS trading strategy exceeds 50%, making it a convincing financial strategy.
Moreover, this PIDD-based trading tool can be used in modeling modern financial engineering frameworks.
🧩 It is compatible with classic prediction-based AT concepts and can be used in combination with a suitable Kalman filter price prediction.
You can find all the formulas and supporting materials in this article.
📚 Make sure to check out the Medium version of this information as well.
The trading rule we propose makes it possible to assign an adequate buy / sell / hold decision for every subsequent time instant in the financial market.
🏆 The calculated win rate of this MPSS trading strategy exceeds 50%, making it a convincing financial strategy.
Moreover, this PIDD-based trading tool can be used in modeling modern financial engineering frameworks.
🧩 It is compatible with classic prediction-based AT concepts and can be used in combination with a suitable Kalman filter price prediction.
You can find all the formulas and supporting materials in this article.
📚 Make sure to check out the Medium version of this information as well.
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🤖 We integrate Natural Language Processing into our AI tools to bring you the best value of market news.
💎 No noise, no repetitions, only pure facts for you to take your next successful trading decision — together with 1ex AI News.
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💎 No noise, no repetitions, only pure facts for you to take your next successful trading decision — together with 1ex AI News.
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⚡ A quick update: our revamped website is now live! 🛫
Head over to 1ex.com and tell us what you think about your browsing experience.
Head over to 1ex.com and tell us what you think about your browsing experience.
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✅ We feature 1ex AI News, Algo, Risk Management, Smart DOM, and Trading Board on our website.
🤖📰 You can experience AI News right now.
🛫 We will be rolling out the rest throughout late 2023 and early 2024.
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🤖📰 You can experience AI News right now.
🛫 We will be rolling out the rest throughout late 2023 and early 2024.
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🫣 Are you ready to have fun?
🎊 Join the massive #1EX #airdrop and be among the early birds who know how to trade successfully! 🦉
⏰ Oct 9-Nov 6, 2023 (UTC)
1️⃣ Follow 1ex on X (Twitter)
2️⃣ Like this post, quote it and tag 3 friends
3️⃣ Join @oneexprotrading & @oneexcom
4️⃣ Fill out the form
📌 Source
🎊 Join the massive #1EX #airdrop and be among the early birds who know how to trade successfully! 🦉
⏰ Oct 9-Nov 6, 2023 (UTC)
1️⃣ Follow 1ex on X (Twitter)
2️⃣ Like this post, quote it and tag 3 friends
3️⃣ Join @oneexprotrading & @oneexcom
4️⃣ Fill out the form
📌 Source
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🤯 Remember when $BRENT prices went negative once in 2020
US reserves are at their lows, and the upward potential is immense right now, regardless of the $90+ price.
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US reserves are at their lows, and the upward potential is immense right now, regardless of the $90+ price.
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These 2 days (Oct 8 & 9), we were at WOW Summit in Dubai
Nice to meet Sergei Khitrov of Blockchain Life 2023 Forum & Listing.Help, Mohamed Al Ali of Al Ali Holdings, and the Bitcoin pioneer Nick Spanos
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Nice to meet Sergei Khitrov of Blockchain Life 2023 Forum & Listing.Help, Mohamed Al Ali of Al Ali Holdings, and the Bitcoin pioneer Nick Spanos
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🧨 Let's get the week rolling with awesome news
We will be launching a token of our own, 1EX
Take a look at the tokenomics!
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We will be launching a token of our own, 1EX
Take a look at the tokenomics!
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👋 It was so nice to meet Alexander Belov of Coinstelegram at WOW summit yesterday
It was our second day at WOW today 💬
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It was our second day at WOW today 💬
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🔥 We were lucky enough to run into Marwan Alzarouni, CEO of Dubai Blockchain Center http://blockchaincenter.ae 🇦🇪
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