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Collective2 Profile

Rene' Koch


Joined Collective2: 12/19/2006
Last Logged in: 5/18/2013


  Send private message
Occupation: Physicist, Software Developer
Location: Johannesberg, Germany
Years Trading: 9
What I Trade: Stocks, ETFs, Futures

I got training in digital signal processing (building hearing aids) and scientific thinking (PhD in physics).
I used both during the last years to develop trading systems "based on science": math, advanced statistcs, and proprietary indicators.
In my trading is no room for "believs", its completely systematic, based on algorithms (aka Trading Systems) which proved to work in solid out-of-sample tests.


Systems Managing

Not showing 6 other systems that are no longer supported. See all
Diamond US1000
Trades: Stocks
Created: 3/01/2013
CAGR: 18.26%
Emerald
Trades: Stocks
Created: 2/18/2013
CAGR: 25.14%
Topaz NQ100 M
X
Paid Subscribers
This strategy has current paid subscribers.
Trades: Stocks
Created: 4/02/2007
CAGR: 32.97%
Last 90: 8.16%

Most Recent Forum Posts

5/15/2013 I look at the score. Everyday. ;) ...
Subject: The score.
4/08/2013 This month Topaz has its 6th anniversary. Topaz is one of...
Subject: 6th Anniversary
1/17/2013 Hi Lone Ranger, thanks for your congrats, Topaz indeed is one...
Subject: Happy new year
1/10/2013 A good start into the new year for Topaz: 17 green...
Subject: Happy new year
2/23/2012 The Sharpe Ratio is the inverse of the coefficient of variation....
Subject: Sharpe Ration
12/30/2011 C2's servers limit the number of signals sent per minute to...
Subject: error Too many signals in short period of time
12/16/2011 Athena, we (the research staff at finantic) are constantly looking for...
Subject: Social mood
12/12/2011 Hi Steve, I don't know how familiar you are with state-of-the-art...
Subject: Adjustments
12/06/2011 After we followed our yearly routine there was a surprise: Other...
Subject: Adjustments
11/16/2011 Let me try to shed some light here. The Monte Carlo...
Subject: Monte Carlo equity curve explanation

System Notebook

Sharktrades


TradesStocks
Cumu P/L$7,966
Compound Ann Return20.9%
# Trades94
Sharpe Ratio2.71
Subscribe for: 30-day free trial, then $0 each month
Others writing about Sharktrades:
Karl A
Love Stock Trading Systems

Compounding Income Stream


TradesMostly Options; (some stocks)
Cumu P/L$14,686
Compound Ann Return43.2%
# Trades117
Sharpe Ratio2.88
Subscribe for: $50 per month - only if profitable
Others writing about Compounding Income Stream:
TheSnowball Trading
Inga German
Andrew Spanos
ALLOCATION PORTFOLIO

No Ratings Yet
Comments 3/18/13 4:04 ET:
added 2013-03-13

Have Fun


TradesFutures
Cumu P/L$57,283
Compound Ann Return7.7%
# Trades106
Sharpe Ratio1.38
Subscribe for: $199 per month - only if profitable

Average Rating:
Comments 3/19/08 16:09 ET:
added 2008-03-19

princeton capital trading


TradesFutures
Cumu P/L$822,870
Compound Ann Return36.1%
# Trades1,828
Sharpe Ratio1.16
Subscribe for: 7-day free trial, then $500 each month

Average Rating:
Comments 3/2/08 6:07 ET:
Traders`/ März 2008

DeltaHedge


TradesFutures
Cumu P/L$107,946
Compound Ann Return13.3%
# Trades4,232
Sharpe Ratio1.76
Subscribe for: 7-day free trial, then $250 each month

Average Rating:
Comments 3/2/08 6:06 ET:
Traders`/ März 2008 added to MyAnalyst 2007-12-21

Interlink Trading


TradesFutures
Cumu P/L$135,105
Compound Ann Return46.8%
# Trades773
Sharpe Ratio1.45
Subscribe for: $200 per profitable trade

Average Rating:
Comments 3/2/08 6:01 ET:
Traders´/ März 2008

RT Forex North


TradesForex
Cumu P/L$38,268
Compound Ann Return4.8%
# Trades313
Sharpe Ratio0.08
Subscribe for: $5 each month

Average Rating:
Comments 3/2/08 5:59 ET:
Traders` / März 2008

PTE Daily


TradesStocks
Cumu P/L($19,818)
Compound Ann Return-3.6%
# Trades254
Sharpe Ratio-0.28
Subscribe for: $70 per month - only if profitable

Average Rating:
Comments 2/28/08 17:34 ET:
added 2008-02-28 XOM/CVX pair, hours or weeks

Deep Value


TradesStocks
Cumu P/L($1,704)
Compound Ann Return-0.3%
# Trades18
Sharpe Ratio-0.12
Subscribe for: $100 per quarter - only if profitable

Gold Survivor Energy Portfolio


TradesFutures
Cumu P/L$147,677
Compound Ann Return14.5%
# Trades1,973
Sharpe Ratio1.61
Subscribe for: $695 per month - only if profitable

SPY 1 Trade Per Day


TradesStocks
Cumu P/L$3,749
Compound Ann Return5.8%
# Trades201
Sharpe Ratio0.65
Subscribe for: $150 each month

Average Rating:
Comments 11/16/07 17:49 ET:
Added 2007-11-16 Intraday, long/short, SPY only

mwz


TradesStocks
Cumu P/L$41,707
Compound Ann Return11.4%
# Trades1,623
Sharpe Ratio0.24
Subscribe for: $0 each month

BIG CAT


TradesFutures
Cumu P/L$825,154
Compound Ann Return35.7%
# Trades5,814
Sharpe Ratio3.10
Subscribe for: $500 each month

Average Rating:
Comments 12/22/06 6:59 ET:
Intraday System, seems to work on 1h Bars. Many limit orders, many cancellations. Trades Futures.

Rocket Science-Mini Dow


TradesFutures
Cumu P/L$168,875
Compound Ann Return15.6%
# Trades167
Sharpe Ratio0.55
Subscribe for: 5-day free trial, then $189 each month

extreme-os


TradesStocks
Cumu P/L$216,602
Compound Ann Return45.9%
# Trades2,253
Sharpe Ratio1.21
Subscribe for: $100 each month

Tango


TradesStocks
Cumu P/L$255,015
Compound Ann Return17.8%
# Trades2,008
Sharpe Ratio1.11
Subscribe for: $777.77 per quarter - only if profitable

Average Rating:
Comments 12/20/06 8:25 ET:
Traders`/ März 2008