DISCIPLINED. EFFICIENT. GRITTY. ™

When we aren't busy conducting ongoing market research or new strategy and business development,
we try to find some time for creative and useful projects that are generally market-related.
Here is a sampling of some of these projects:

A COLLECTION OF MARKET ESSAYS

Here we have compiled selected monthly market essays and research notes into a book. Some have said they have found it interesting with unique content and observations. Some others have found it useful to line their birdcage. We defy you to find any other analysis on the street comparing the capital markets to a popular kids' video game. [more]

TOTEM TREND INDEX

This is a measure of overall trend strength on a portfolio of 31 of the most-heavily traded domestic U.S. futures markets that we publish every minute of every trading day. This helps us to define the prevailing market regime so that we might respond accordingly. For a primer on construction of the Totem Trend Index, we describe in the first few minutes of an appearance on "Trading Futures with Anthony Crudele". Contact us directly for licensing opportunities and availability of historical data sets. [primer] [index]

PURE TREND BETA (Academic Project)

It's very easy to compute Alpha (or excess return compared to a benchmark) in the equity markets, since we have such a well-defined benchmark (Beta) in the form of the S&P 500 Index. However, this is not so true in the Managed Futures or CTA space. This academic project produces a real-time signals-based performance indicator designed to have a strong relationship to the returns of a classic trend trading strategy and features 5+ years of documented trading signals assessed every 1 minute of every trading day. [more] [trader exam]

TRADERS FULCRUM NETWORKING

Quite accidentally, we grew a networking group organically over the past decade from a group of 4 of us getting together for drinks and to talk markets, into nearly 2,000 members from all over the country and trading community. We generally try to meet quarterly and average around 220 attendees per event.[more]

TWITTERTAPE

When and how do you interact with social media? In this project we took a $35 Raspberry Pi computer running the free Linux operating system, and hooked into the Twitter search API to physically print out tweets from a subset of users. In addition to this crowd-based news sourcing, we also enable push-content from our academic project and may further communicate with all users on demand. We put this thermal printer into some 100-year old barn timber that we use as our monitor stand and have found it to be very useful. [more] [video]

CHALLENGE COIN WITH NFC CHIP

Just playing around with our 3D printer and decided to make our own Challenge Coin. Then had the bright idea to embed an NFC chip in the thing. Just touch your phone to it and redirect to a web landing page, or unique sequential Disclosure Document download, send Tear Sheet - whatever. Has proved very useful at conferences when it is late at night and people have "run out of cards". [video]

SMARTWATCH

Move over, Dick Tracy. Our production servers are located 45 miles apart in separate Tier IV datacenters and mission-critical rules-based trading files are continuously mirrored to ensure seamless and rapid disaster recovery. In addition to trade alerts and other real-time KPIs, if our automated trading systems are ever disrupted for any reason, we receive an immediate phone call directly to our custom-branded smartwatch! It even counts daily steps! [more]