Twitter - Follow Henry

You can follow the trading activity of a number of the Henrys on twitter. Follow henrytherobot at twitter.com to see each entry and exit point.

A signal looks like:

henry3NPI4[1,10] BUY: usa/HOLX Q: 589 P: 11.73 - 2009-05-21 3:59pm

henry3NPI4 is the robot running the henry trading strategy
[1, 10] says [pool, ticket] this says pool 1 has taken the following trade with ticket 10 and it is buying on the US market HOLX 589 shares at $11.73 each at the time stamp shown.

There are five active pools and this robot can have all five holding a stock at once.

Note: not all tweets sent to twitter get through... they have a problem when their tweet queue gets too long it simply drops new arrivals.

Hunting in Packs - first results of live tests

The biggest issue for most people meeting one of our robots for the first time is "won't all the robots do the same thing at the same time?"

The answer is yes and no. Through a range of factors all robots behave slightly differently. Some of these factors are designed in, others are a consequence of lopsidity (a wonderful word borrowed from an Australian engineer I once worked with at Broken Hill).

At the moment I have turned off the designed in features that inhibit running in packs to better explore the components introduced by lopsidity. For the time being lopsidity appears to be doing a great job at keeping multiple robots behaving differently.

In fact it has come as a real surprise just how different the actual behaviour is in practice. The pack sizes are still tiny in comparison to what our projections indicate they will work at, but when just two robots are started at the same moment, looking at the same 100 stock the results one month later are startlingly different. As projected, the performance (trading gains) are in line with the gain trajectory, but the individual stock picks and entry and exit points are remarkably different.

So far I have managed to isolate a number of factors that fit into the general lopsidity category. Each has a role to play but I shall have to generate some additional analysis tools to explore these fully.