'Techpreneur'? coder delivers 97% win ratio trading E-mini S&P 500 futures*
Raffi Sosikian & Matthias Knab Copyright Opalesque.TV

'Techpreneur' coder delivers 97% win ratio trading E-mini S&P 500 futures*

Watch the new Opalesque.TV Video here: www.opalesque.tv/hedge-fund-videos/raffi-sosikian/1

Raffi Sosikian's unique intraday system is trading (long only) E-mini S&P 500 futures, based on well defined processes that uses numerous filters and constraints to determine support/resistance levels, with a holding period of usually 60 to 90 minutes depending on various factors. He traded his system live with personal funds for 3-months delivering 10.52% ROI over that 3-months period, including his 35% performance incentive fee, with a 97% win rate: 29 out of 30 trades were winners.*

Raffi thinks his extensive experience in spotting algorithmic fluctuations in search engine rankings have helped him to identify fluctuations of price patterns in the E-mini as well.

Already as teenager in 1994 during his undergraduate studies, Raffi found early success authoring a book, self-publishing it, putting it on his website, and selling it online (pre-Google days). Using the skills he had developed in the mid 90's of search engine optimizing his site for his book sales, and doing so for a few of his friends, in 2002 Raffi decided to launch his search engine optimization company, RegisterEverywhere.com, that in its height was directly competing with Google AdWords, as they were both vying for the same clients. He later used profits generated from RegisterEverywhere.com into building and patenting a unique search engine of his own, called Sosbuzz.com.

In this Opalesque.TV BACKSTAGE video, Raffi also speaks about risk management, capacity limits and new strategy development, contingency plans and the "wait for your price target" fallacy.

He is also a firm believer that system developers should attempt to understand why a trade may have failed as early as possible (i.e. also and particularly in the design and test phase of a program). He believes that manually checking on each failed trade, even if it is hundreds of failed trades over a data set of thousands of trades, is a better way to build pricing entry/exit strategy than relying on machine learning or AI.

Video link: www.opalesque.tv/hedge-fund-videos/raffi-sosikian/1

*Disclaimer: Futures trading involves substantial risk of loss and is not suitable for all investors. Past results are not necessarily indicative of future results.

As with any financial product, persons who seek to purchase and sell the same futures product in the course of a day to profit from intra-day price movements ("day traders") face a number of special risks, including substantial commissions, exposure to leverage, and competition with professional traders. You should thoroughly understand these risks and have appropriate experience before engaging in day trading.

Nicola Recchia

Prop. Trader & Analyst | Passed Level 3 of the CFA | Level 2 of the CAIA

5 年

The content from Opalesque about strategies is very interesting. Thanks Matthias Knab for sharing.

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