Inter-Day Trading Models

We offer inter-day trading models exclusively to institutional clients.

Model Characteristics
To realise a loss is one of the most difficult decisions that an investor can make. Not only does it make that loss concrete, but it also confirms that the decision to open the position in the first place was the wrong one. Profits, by contrast, provide the positive reinforcement that people crave.

As a result, investors like to secure gains as soon as possibly - very often, too soon. As a consequence, profits and losses are not liquidated at the same point in time, even when the original positions were opened simultaneously. In currency markets in particular, where the expected returns are near zero, trends ultimately result in the losers being left among themselves.

This model uses our knowledge of how people adapt to the losing situation over time by modifying their perceptions. On any given date in the future, it predicts at what price the average loser will 'give up' on the loss following a deterioration of the condition or seek to exit in the case of amelioration.


Operational Characteristics
The trading signals for this model are straightforward and transparent. The threshold prices where action, if any, is required are calculated one day in advance for a pre-determined trading time.


Institutional clients who are interested in employing an inter-day trading model should contact us by telephone on +49 69 256289-0 or via E-Mail.