terça-feira, 18 de outubro de 2011

RATOS COMO OPERADORES DA BOLSA DE VALORES..!! (???)





Nosso programa é um serviço profissional para a indústria financeira, nossos ratos estão sendo treinados para se tornarem negociantes superiores nos mercados financeiros. Utilizando metodologia própria, de acordo com técnicas bem estabelecidas de treinamento animal, nossos sujeitos aprendem a reconhecer padrões financeiros e dados futuros, bem como gerar sinais de negociação. 
RATTRADERS - Os ratos podem ser treinados exclusivamente para qualquer segmento do mercado financeiro. Eles superam os negociadores  humanos e representam uma solução muito mais econômica para sua mesa de negociação. 



















The following text and pictures illustrate the methodology involved in training laboratory standard rats in trading in the foreign exchange and commodity futures markets. 
 
STEP 1 DEVELOPING TICKER TRACKS
The first step is the transformation of price data into sound, so called ticker tracks. We use tick data from various futures and foreign exchange markets in order to generate sound in accordance to the real time price data. The relevant literature indicates that rats especially respond to piano sounds, so we are using these as a base for the ticker tracks. The Sonification Software is provided by the  School of Psychology at  the Gerorgia Institute of Technology

Rattraders in the laboratory.


a classic skinner box for behavioral science experiments.

The sound is modulated in correlation to the price movement: if the price goes up, the pitch goes up as well, always depending on how strong the up-movement had been. When prices drop, the following sound's pitch is reduced depending on how strong the price has fallen. Always in regard to how long it took for the next trade to happen (time between trades can vary between 1 second and 1 minute occasionally), I used different kinds of piano modulations. After some tests, we found that our probands reacted best to 25 price ticks or sounds, so one track was to take 10 to 20 seconds accordingly, depending on the market movements.
The following illustrations show some of the charts and historic real time data used; the viewer might also get an impression of what the sound files looked like.
This way we were able to listen to the Sound of Futures Markets. Keep in mind that the data used are only tick data, representing only the last 3 digits of the futures quote.


Financial data such as these are turned into sound for the rats´s training units.

TICKER TRACK NR231 
EUR/USD FUTURE
 MAY22nd 2006 15:22


TICKER TRACK NR287 
EUR/USD FUTURE
 SEP01nd 2006 10:42



TICKER TRACK NR320 
EUR/USD FUTURE
 SEP09nd 2006 11:01




TICKER TRACK NR440 
EUR/USD FUTURE
 JAN28nd 2007 18:52



TICKER TRACK NR442 
EUR/USD FUTURE
 FEB12  2007 08:20



STEP 2 TRAINING THE RAT TRADERSFrom the beginning, the future brokers are exclusively trained in the market segments they will also be working in after their training has been accomplished. The basic training takes about 3 months. The environment is a so called Skinner Box, widely used in experiments and industry for behavioral experiements with animals. The rats are separately trained  for 5 hours daily. Every day, they are confronted with 100 different ticker tracks.The goal is to make them find out sound-patterns that humans are not able to recognize and to predict the next market move after the last sound heard.  Each time after listening to a sound, the rats must choose pressing either a green or a red button, green for "long" (if the prices are expected to move up), red  for "short" (if they predict a decline in prices). If their prediction prooves to have been correct, they receive a small amount of food, if the wrong button has been pressed, the failing candidates receive a minor electric shock. This is our usual training plan:

week 1 training without sound, only get used to the skinner box
week 2 training without sound, only get used to the skinner box
week 3 to 12 training with historic ticker tracks  
week 13 selection of the best trading rats
week 14 to 22 training with historic ticker tracks 
week 15 selection of the best trading ratsweek 16 to 26 specialised training


STEP 3 DEVELOPING A PEDIGREE
We are continuously crossing the best trading rats with each other in order to breed specialists in various markets for our clients. The second generation of top traders ususally shows a much better performance compared to their parents.