Walk Forward Metric Explorer

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Note: The following information has not been updated by the vendor since 02/02/13.

Address:	1622 N LA SALLE DR
	CHICAGO, IL 60614
Phone # for sales:	312 280 1687
Website:	www.meyersanalytics.com
Click link to request additional product information.
E-mail address:	info@meyersanalytics.com

CATEGORY: SOFTWARE

General Information TOP

Product name: Walk Forward Metric Explorer

Initial Price: $395

Brief product description:

The Walk Forward Metric Explorer (WFME) reads all files generated by the PWFO and searches each PWFO file for Metric filters that generate the statistically best average out-of-sample performance. The Top N Metric filter chooses the rows that contain then Top N (N=10 or 29 or etc) values of a PWFO Performance Metric. From the N rows chosen, the WFME chooses the maximum of another PWFO metric. This allows two performance metrics in the in-sample section to be used to find the strategy inputs that give the best out-of-sample returns. Experience has shown that the use of only one in-sample performance metric to choose strategy inputs from the in-sample section does not produce good out-of-sample results. The Top N criteria ranges are user selectable generating many filter searches in one run. The WFME is a stand alone exe program that is super fast and automatically displays it's extensive statistical results in Excel. In addition, using modern "Bootstrap" techniques, the WFME calculates the probability of whether or not each filter's out-of-sample results were due to chance.

System Requirements TOP

Operating system(s):

Windows XP
Windows 7
Windows 8

Minimum RAM required: N/A

Minimum hard drive space: N/A

Minimum modem speed: N/A

Mouse required?: Yes

CD-ROM used?: No

CD-ROM required?: No

Demo disk available?: No

Market Information TOP

Markets followed:

Stocks
Futures
Cash markets
Mutual funds
Indices

Data TOP

Data type(s) utilized:

Intraday data
End-of-day data
Historical Data

Sources for data:

Provided by an outside data source

Downloader: N/A

Data manager: N/A

Data Formats TOP

Formats read directly: N/A

Additional formats read directly:

N/A

Formats read after conversion to program useable data: N/A

Additional formats read via conversion to program useable data:

N/A

Charts TOP

Chart type(s) utilized:

Bar Charts

Charting features: N/A

Built-in indicators: N/A

Screening and Alerts TOP

Ranking based on: N/A

Screening based on: N/A

Alerts based on: N/A

Alerts displayed on charts?: Yes

Alerts displayed in table?: Yes

Screening by individual system per market?: Yes

Save tables?: Yes

Automated printing of tables?: Yes

Trading Systems TOP

Trading system features:

Stock system testing
Futures system testing
Optimization
System performance reports
Plot equity line

Options Analysis TOP

Options analysis features: N/A

Support TOP

Support features:

Automated installation
Manual
Phone support

Manual page length (if applicable): 30 pages

Additional Information TOP

Additional comments (please indicate additional indicators, special features and services here):

N/A

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