[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

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美国标准普尔500系统排名 2008年04月10日
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下表是歷年來前十名交易系統的登榜狀況
1993
1
2
3
4
5
6
7
8
9
10
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% |
Futures2006
Why
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