fractal suite trading indicators for bloomberg professional

Fractal Trading Suite for Bloomberg

Presented by Quant Trade Technologies, Inc.

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Contents

Fractal Analysis of the Market Price Predictor Technology with A.I. Attractor-Repulsor Coefficient (A.R.C.) Predictor Health Indicators Predictor & ARC Based Entry/Exit Oscillators Fast Forward Indicator for Forecasting

Direction

Fractal Analysis of the Market

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Abstract The Fractal Suite is designed for all styles and time frames of trading. The Fractal Suite may be used with futures, stocks, and Forex markets. The Fractal Suite tools may also be used for options trading. The Fractal Suite is what is commonly referred to as a “Gray Box.” All of the module’s inputs are open to manipulation by the user.

Fractal Suite Template (One of Many Possible Combinations)

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Methodology

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The methodology of the Fractal Suite is straightforward and simple. The indicators allow you to calculate a number of forecasts with a high degree of accuracy. These forecasts lend themselves to a variety of trading techniques. Everything from predictor reversion, trend forecasting, and options volatility strategies will benefit from the Fractal Suite.

Market Forecasting

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Market forecasting is a tricky business. The Fractal Suite approaches this problem by using three “state of the art” predictors. Our flagship predictor, the Fraclet (many fractals) uses all of the available data to power an Artificial Intelligence (A.I) engine. The Suite also uses the A.R.C. to measure the attraction or repulsion of price to a predictor or second instrument.

Price Predictors

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Forecasting Algorithm

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Predicted Close with Fraclet

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Predicted High with Fraclet

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Predicted Low with Fraclet

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Mean Predictor

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Predicted Entry Channel

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Predicted Stop Channel

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Predicted Parametric Channels

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Attractor-Repulsor Coefficient

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Fractal ARC Fractal ARC is an acronym for Attractor/ Repulsor Coefficient. Its original purpose was to measure which leg in a spread trade was attracting or repulsing (pushing away) the other one. We modified it to compare the current measurement of price against a historical measurement of price. This tells us whether current price is attracting to or repulsing away from the historical price. This has changed the ARC into a range or trend indicator.

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ARC Markers and ARC Trend

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The ARC and the Predictor Not only can the ARC be used to measure the attraction of price to a previous price, but it can also be with other instruments. For example, we can take the ARC measurement of an artificial instrument such as a predictor. Cross market analysis is also possible.

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ARC Measurement of Price vs. Predictor (ARC in Blue)

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Predictor Health

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Predictor Health

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Predictor Flag

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Predictor and ARC Based

Entry/Exit Oscillators

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Dynamic Entry/Exit Oscillator This oscillator is connected directly to the ARC and the predictor. The oscillator is measuring the ARC value between last traded price and the predicted close. When the ARC has a reading that indicates price is moving away from the predictor, the dynamic entry marker (green) encapsulates the error (difference between price and the predictor) and does not allow it to escape.

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Dynamic Markers

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Direction Oscillators

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Fast Forward Indicator

By utilizing three sets of open, high, and low predictions, the Fast Forward trend plots a tallied consensus of prediction direction and strength. This indicator calculates the predicted high, low and close three steps from the specified “Predictor horizon” input parameter. The forecast is compared against two previous forecasts which in turn are assigned values.

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Fast Forward

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Pioneers in the fractal exploration of financial markets

Trading futures and options involves the risk of loss. You should consider carefully whether futures or options are appropriate to your financial situation. You must review the customer account agreement and risk disclosure prior to establishing an account. Only risk capital should be used when trading futures or options. Investors could lose more than their initial investment. Past results are not necessarily indicative of futures results. The risk of loss in trading futures or options can be substantial, carefully consider the inherent risks of such an investment in light of your financial condition. Information contained, viewed, sent or attached is considered a solicitation for business.

Quant Trade, LLC has been a Commodity Futures Trading Commission (CFTC) registered Commodity Trading Advisor (CTA) since September 4, 2007 and a member of the National Futures Association (NFA).

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