The one-man FX Physics project was born out of sheer passion for both physics and financial trading. Building upon a
breakthrough in expanding the relevance of Brownian diffusion processes, this project has yielded a unified
mathematical framework that is able to make sense of the true underlying mechanics driving the motion dynamics of
financial prices. This breakthrough allowed me to extract a universal, decay-resistant edge across the widest array of
asset classes.
By focusing on the physics of the purest market available, the FX market in its native form, the outcome is a comprehensive suite of trading systems providing a versatile solution to trading profitably any market by consistently harnessing ever-changing financial paradigms. For the first time, the 'True Price Motion Dynamics' algorithm is solving the most acute flaw afflicting systematic trading which is that of 'alpha decay' caused by self-degenerating algorithmic relevance and efficiency.
By focusing on the physics of the purest market available, the FX market in its native form, the outcome is a comprehensive suite of trading systems providing a versatile solution to trading profitably any market by consistently harnessing ever-changing financial paradigms. For the first time, the 'True Price Motion Dynamics' algorithm is solving the most acute flaw afflicting systematic trading which is that of 'alpha decay' caused by self-degenerating algorithmic relevance and efficiency.
Unlike others, the FX Physics project transparently discloses the audited performance of its trading systems.
While some track-records are real-money and some are simulated, all of them reflect immutable live trading
performance recorded and analyzed by third-parties. Such high standards of transparency go beyond what 99% of
those claiming trading performance are able to provide. Here, you will find no bogus testimonials, no paid-for
reviews, no lifestyle show-off, and no peer-granted corporate awards. These truly verified track-records will allow
you to accurately assess the continued performance of each system against a multitude of industry-recognized
statistics and across a variety of market phases.
Each one of these systems goes through a grueling 4-stage process of development conducted in real-time market conditions. First, variations of quantitative ideas are extensively tested in experimental trials. Second, each model is stress-tested to an extreme through a multi-month live calibration run regardless of P&L. Third, an extensive live statistical solidity test is conducted to assemble a statistically significant collection of trades until the sooner of 2 years of live trading OR 1,000 trades have been completed. Only then are the finalized systems considered ready for the official track-record to be launched provided that performance is up to satisfaction in terms of net output, stability and replication quality.
Each one of these systems goes through a grueling 4-stage process of development conducted in real-time market conditions. First, variations of quantitative ideas are extensively tested in experimental trials. Second, each model is stress-tested to an extreme through a multi-month live calibration run regardless of P&L. Third, an extensive live statistical solidity test is conducted to assemble a statistically significant collection of trades until the sooner of 2 years of live trading OR 1,000 trades have been completed. Only then are the finalized systems considered ready for the official track-record to be launched provided that performance is up to satisfaction in terms of net output, stability and replication quality.
My name is Sebastien. A former quantitative analyst, then a trader & portfolio manager serving in major
institutions, I eventually quit the mind-numbing world of hyper-regulated finance where original value creation has
become an afterthought. It was time.to focus on innovating again in parallel of a beloved industry where tired
dogmas, blind compliance and internal politics have largely become the everyday alibi for subpar performance, client
protection facade and intellectual complacency. There was to be a better way. As a genuine professional driven only
by proof-based performance and actual fiduciary ethics, I embarked on a 20-year solo journey of tireless
mathematical research that eventually led to an axiomatic quantitative solution which principles will be detailed in
my upcoming book titled 'The Forex Anomaly'.
As a top-rated trader and a seasoned algorithmic expert, I now use my 'True Price Motion Dynamics' (TPMD) proprietary algorithm to craft turn-key quantitative trading solutions for the benefit of those private institutions in search of a unique, anti-fragile, proof-driven trading performance engine.
I also vow to help retail traders level up and protect themselves by giving them a real-life insider look into an industry that few truly understand. In learning by doing, the everyday trader finally gets a chance to grasp what they are setting themselves for, the techniques required to improve their performance - and at the very least, the ways to avoid getting scammed.
As a top-rated trader and a seasoned algorithmic expert, I now use my 'True Price Motion Dynamics' (TPMD) proprietary algorithm to craft turn-key quantitative trading solutions for the benefit of those private institutions in search of a unique, anti-fragile, proof-driven trading performance engine.
I also vow to help retail traders level up and protect themselves by giving them a real-life insider look into an industry that few truly understand. In learning by doing, the everyday trader finally gets a chance to grasp what they are setting themselves for, the techniques required to improve their performance - and at the very least, the ways to avoid getting scammed.
Once the trading solutions have successfully completed all stages of development, they are made available for
public review and ongoing statistical tracking. This is done using two levels of third-party audited performance.
First, live simulated trading is tracked by Collective2 and Myfxbook which provide a plethora of metrics spanning the entire spectrum of key financial statistics. These figures allow anyone to dissect the true risk-adjusted performance generated over time by each system. Following a gradual launching schedule stretching from 2016 onwards, the Portfolio Trader suite of equity trading systems and its ancillary asset-specific companion systems now reflect this commitment to innovation and transparency. Both Portfolio Trader systems cover several styles and goals in equity trading from a long-term balanced portfolio of decorrelated algorithms (PRO) to a full set of leveraged algorithms targeting various frequencies (DASH). ES Prodigy adds a trading solution that encompasses a complex mix of index futures-trading logic. FX Entropy specifically targets the mathematical structure of price formation in the FX market and trades it on an intraday basis. And lastly, Alkemy completes this suite by focusing on alternative asset classes such as precious metals, bonds or commodities and trades them using derivatives.
All active track records can be reviewed here.
First, live simulated trading is tracked by Collective2 and Myfxbook which provide a plethora of metrics spanning the entire spectrum of key financial statistics. These figures allow anyone to dissect the true risk-adjusted performance generated over time by each system. Following a gradual launching schedule stretching from 2016 onwards, the Portfolio Trader suite of equity trading systems and its ancillary asset-specific companion systems now reflect this commitment to innovation and transparency. Both Portfolio Trader systems cover several styles and goals in equity trading from a long-term balanced portfolio of decorrelated algorithms (PRO) to a full set of leveraged algorithms targeting various frequencies (DASH). ES Prodigy adds a trading solution that encompasses a complex mix of index futures-trading logic. FX Entropy specifically targets the mathematical structure of price formation in the FX market and trades it on an intraday basis. And lastly, Alkemy completes this suite by focusing on alternative asset classes such as precious metals, bonds or commodities and trades them using derivatives.
All active track records can be reviewed here.
Second, live real-money trading is tracked by FundSeeder using a direct API link feeding their statistical
database straight from Interactive Brokers. FundSeeder was founded by Jack Schwager (best known for his Market
Wizards trading book series) with a view to uncover emerging trading talents and connect them with institutional
investors.
I am currently running 2 extensive track-records of systematic trading in equities & options to prove beyond any doubt the actual money-making value of the TPMD algorithm under real market conditions. On top of showcasing the algorithm's ability to generate abnormal risk-adjusted returns, these track-records deploying up to a combined 8-figures in equity also demonstrate the robust algorithmic assumptions made in terms of liquidity requirements and scalability.
With a so-called FS score in the 65-85 range and up, I am consistently ranked in the top 50 traders in FundSeeder's leaderboard categories such as 'Overall', 'Systematic' and 'Equities'. I therefore am placed well into the FS Top Traders Index which gathers only the best 5% of traders in a database expected to encompass well north of 20,000 traders' accounts.
In accordance with FundSeeder's terms of services, however, linking to the FX Physics website any trading history or performance as assessed by their database and analytics is strictly forbidden. For that reason, in order not to bypass their business model and only in case you are registered as an institutional/accredited investor, you are invited to visit FundSeeder's dedicated partnership program and contact them directly so that they put your organization in relation with me.
All other professional inquiries should be directed to Entropy Algorithmics, my data science consulting company, where we offer turn-key algorithmic trading solutions through tailored-made quantitative Portfolios as a Service (PaaS).
Thank you.
I am currently running 2 extensive track-records of systematic trading in equities & options to prove beyond any doubt the actual money-making value of the TPMD algorithm under real market conditions. On top of showcasing the algorithm's ability to generate abnormal risk-adjusted returns, these track-records deploying up to a combined 8-figures in equity also demonstrate the robust algorithmic assumptions made in terms of liquidity requirements and scalability.
With a so-called FS score in the 65-85 range and up, I am consistently ranked in the top 50 traders in FundSeeder's leaderboard categories such as 'Overall', 'Systematic' and 'Equities'. I therefore am placed well into the FS Top Traders Index which gathers only the best 5% of traders in a database expected to encompass well north of 20,000 traders' accounts.
In accordance with FundSeeder's terms of services, however, linking to the FX Physics website any trading history or performance as assessed by their database and analytics is strictly forbidden. For that reason, in order not to bypass their business model and only in case you are registered as an institutional/accredited investor, you are invited to visit FundSeeder's dedicated partnership program and contact them directly so that they put your organization in relation with me.
All other professional inquiries should be directed to Entropy Algorithmics, my data science consulting company, where we offer turn-key algorithmic trading solutions through tailored-made quantitative Portfolios as a Service (PaaS).
Thank you.
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The following website is dedicated to algorithmic trading with applications expanding from the Forex market to any tradable asset class.
The FX Physics© algorithm, its F_Core© and X_Core© core systems, its Omega©, Epsilon©, Sigma©, Alpha©, Gamma© and Theta© subsystems, their future updates, as well as derived products, services and publications are the sole and exclusive intellectual property of its owner. The entire www.fxphysics.com website content is supported by international copyright laws. The illicit reproduction of all or any part of this website prior to any explicit authorization from its author will be strictly prosecuted. By entering this website, you willfully accept that anything that you may learn from it is for your personal use only. You unconditionally give up any right to share, resell or broadcast any of its trading related knowledge, analysis, techniques or signals.
All information posted on this website reflects the author's opinion and the opinion of its accredited participants, and may not be the truth. Please use your own good judgment and seek advice from a qualified consultant before believing and accepting any information posted on this website. The author of this website/algorithm/trading systems shall not, in any way whatsoever, be held responsible for the reliability or accuracy of the information available on this website. The content provided is put forward in good faith and believed to be accurate. However, there are no explicit or implicit warranties of accuracy or timeliness being made. FX Physics© and his author invite everyone to exercise their own discretion before committing their own funds to any trading strategy. As a result, FX Physics ©, his author and his contributors shall not, in any way whatsoever, be held liable for any adverse financial consequences caused directly or indirectly by the implementation of the presented systems, strategies, methods, processes, services, advice, tips, comments or any information contained therein.
Risk Warning! This website is neither a solicitation nor an offer to trade in the financial derivatives markets. Leveraged trading is a highly technical way of investing which carries a high level of risk. Therefore it may not be suitable for all investors as the use of margin creates large potential for gains but at least equally large potential for losses. Before participating in this type of trading, you should carefully assess your personal financial knowledge, investment objectives and risk tolerance. A substantial possibility does exist that you could sustain a loss of some, all, or even more than your initial investment. As a result, always trade with money that you can afford to lose. In particular, you should be aware of all the risks associated with Forex and Futures trading and seek advice from an independent financial advisor if you have any doubts.
CFTC Rule 4.41 Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Since these trades have not been executed, the results cannot completely account for the impact of certain varying trading factors such as transaction costs, slippage, execution delays or adhering to a particular trading discipline in spite of trading losses. These examples are some of the material points that may adversely affect actual trading performance and therefore cause the final performance to deviate materially from that stated in this website. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown in the future.
The FX Physics© algorithm, its F_Core© and X_Core© core systems, its Omega©, Epsilon©, Sigma©, Alpha©, Gamma© and Theta© subsystems, their future updates, as well as derived products, services and publications are the sole and exclusive intellectual property of its owner. The entire www.fxphysics.com website content is supported by international copyright laws. The illicit reproduction of all or any part of this website prior to any explicit authorization from its author will be strictly prosecuted. By entering this website, you willfully accept that anything that you may learn from it is for your personal use only. You unconditionally give up any right to share, resell or broadcast any of its trading related knowledge, analysis, techniques or signals.
All information posted on this website reflects the author's opinion and the opinion of its accredited participants, and may not be the truth. Please use your own good judgment and seek advice from a qualified consultant before believing and accepting any information posted on this website. The author of this website/algorithm/trading systems shall not, in any way whatsoever, be held responsible for the reliability or accuracy of the information available on this website. The content provided is put forward in good faith and believed to be accurate. However, there are no explicit or implicit warranties of accuracy or timeliness being made. FX Physics© and his author invite everyone to exercise their own discretion before committing their own funds to any trading strategy. As a result, FX Physics ©, his author and his contributors shall not, in any way whatsoever, be held liable for any adverse financial consequences caused directly or indirectly by the implementation of the presented systems, strategies, methods, processes, services, advice, tips, comments or any information contained therein.
Risk Warning! This website is neither a solicitation nor an offer to trade in the financial derivatives markets. Leveraged trading is a highly technical way of investing which carries a high level of risk. Therefore it may not be suitable for all investors as the use of margin creates large potential for gains but at least equally large potential for losses. Before participating in this type of trading, you should carefully assess your personal financial knowledge, investment objectives and risk tolerance. A substantial possibility does exist that you could sustain a loss of some, all, or even more than your initial investment. As a result, always trade with money that you can afford to lose. In particular, you should be aware of all the risks associated with Forex and Futures trading and seek advice from an independent financial advisor if you have any doubts.
CFTC Rule 4.41 Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Since these trades have not been executed, the results cannot completely account for the impact of certain varying trading factors such as transaction costs, slippage, execution delays or adhering to a particular trading discipline in spite of trading losses. These examples are some of the material points that may adversely affect actual trading performance and therefore cause the final performance to deviate materially from that stated in this website. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown in the future.
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