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ProSizerTM position sizing strategy analysis
Professional Monte Carlo simulation tool for developing a position sizing strategy that maximizes profits while minimizing drawdowns. Analyzes individual sizing models (fixed lot size, fixed fraction of of equity, fixed ratio, percent equity risked, percent equity allocated to volatility) or combinations of models with 2-D color maps.

Information

Expectancy Score vs Sharpe Ratio
This article describes how I calculate the expectancy of a trading system, and presents my view on why expectancy score is a better, more objective measure than the Sharpe Ratio for evaluating the relative performance of different trading strategies.
 
Using Interactive Broker's Data Feed in TS2000i
If you have an IB account and use TS2000i, this may be of interest to you.
 
Simple patch to prevent TS2000i crashes
If you find TradeStation 2000i to be unstable, here's a way to fix it and prevent crashes due to internal memory management problems.
 
Recipes for 2-Pole IIR Filters Having No Frequency-Domain Ripple
Step-by-step calculations to implement Butterworth, Critically-Damped, and Bessel 2-pole IIR filters, both low-pass and high-pass. Included are test results showing frequency response curves and temporal responses to a step function, for all filters.

Free Stuff

Free TradeStation EasyLanguage functions
EasyLanguage code for improved optimizations and various exponential moving value functions.
 
Free Historical quotes in comma-delimited ASCII format
Download stock histories from Yahoo!, stock/futures EOD/intraday from quote.com, and daily advancing/declining/unchanged issues data.
 
Free Option writing strategy and analysis spreadsheet - click on link to download
This spreadsheet requires macros. Nothing is passworded or protected so you are free to examine everything. Includes extensive documentation for trading a tested, working strategy for growing your equity by selling options on futures. Authors: Alex Matulich and Steve Beamer.
 
Free Option Greeks calculation spreadsheet - Right-click on link and 'save as' file to download
This spreadsheet requires macros. Nothing is passworded or protected so you are free to examine everything (after all, that is the point here). This simple spreadsheet, implementing the formulas from this tutorial about option pricing, calculates option greeks from either the option price or the implied volatility. (Updated 24 January 2003)
 

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