BOARD

Fine-tuning our algorithms

17 August 2016

As you may have noticed already, we are not resting this summer but are working hard to polish our algorithms. Below you can find the main improvements to our algos introduced this week.

1. Minor bugs (Levels & Performance)

First of all, we have removed minor bugs that were reported by some of our traders.

As you may recall, there are different paths to level up in Darwinex (click here for further info on the different paths). In certain cases, the algorithms were not picking the “right” path to level up. We have found the root of this issue and have fixed it so it won’t happen in the future.

Further, we were reported that the Performance attribute included a minor gap when certain strategies reached 6 D-Periods experience. This has now been fixed, too.

2. VaR Simulations

We are working hard to introduce a major improvement in the way our risk manager replicates trading strategies on behalf of investors. The first step towards that goal has been introduced this week: VaR simulations have been improved significantly. The way we were simulating VaR in the past used to have an effect on the D-Periods’ calculation. This used to cause a delay in the accounts’ analysis that has now been fixed. VaR simulations are now independent from D-Periods, which makes it easier (and faster!) for our algorithms to analyse trading strategies.

This is only the first step in a series of substantial improvements to our risk manager that are underway, we’ll keep you duly posted!

3. Consistency Attribute & swing trading

The main improvement introduced this week relates to the Consistency Attribute.

We have received several complaints from swing traders who felt penalised by the way the Consistency Attribute addressed their trades. In a way, achieving good scores in the Consistency Attribute used to be harder for traders who trade in longer timeframes (e.g. underlying strategies of DARWINS TSB or PGH). With this in mind, we have introduced a major change in the way weight is assigned to each trade in the Return Consistency & Duration Consistency charts.

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In the past, Weight used to be calculated as follows:  Weight = Trade’s Leverage* VaR(20%) / VaR of the strategy at trade’s close.

Going fwd, the weight assigned to each trade will contain a correction that takes into account the trade’s duration. The new weight is now calculated as follows: Weight = Leverage * (Square root of trade’s duration) * VaR(20%) / VaR of the strategy at trade’s close.

This improvement has given rise to changes in our traders’ Consistency Attribute score (in general, our community’s score in this Attribute has improved with the amendment introduced).

As a rule of thumb, traders who trade shorter timeframes and keep a specific trade open for longer time than usual will be more penalised on their Consistency Attribute than in the past. On the other hand, traders who trade longer timeframes and close a trade earlier than they usually do won’t be as penalised as much as they used to.

Further improvements to the Consistency Attribute are in the pipeline. In the coming months, we’ll introduce a big improvement in the way “hedging” is assessed by the Consistency Attribute.

4. Upcoming Improvements

Further improvements to our algorithms are underway. In addition to the changes mentioned above,  the main improvement we are working on will affect the risk manager: the way it works today, our risk manager is being too conservative when replicating strategies that trade very frequently and keep several trades open all the time (e.g. QNR). We’ll keep working hard to have this fixed ASAP, we’ll keep you duly posted.

As always, please do not hesitate to contact us at info@darwinex.com should you need assistance. Please accept our apologies for the effects this week’s changes may have caused in DarwinIA’s standings, we promise we do our best to avoid changes halfway of the month!

 

Last News

Trading Hours for US Presidents’ Day on 18th February 2019

12 February 2019

Please note that the following trading hours will apply on Monday 18th February 2019.

Please note that the following trading hours will apply on Monday 18th February 2019. All times are in GMT+0 (London) time.

Commodities   Monday 18th Febuary 2019
Gold 23:01 Sun – 18:00 Mon
Silver 23:00 Sun – 18:00 Mon
Platinum 23:00 Sun – 18:00 Mon
Palladium 23:00 Sun – 18:00 Mon
US Crude 23:00 Sun – 17:45 Mon
US Natural Gas 23:00 Sun – 17:45 Mon
Indices
J225 23:00 Sun – 18:00 Mon
SPX500 23:00 Sun – 18:00 Mon
NDX 23:00 Sun – 18:00 Mon
WS30 23:00 Sun – 18:00 Mon
US Stocks
All US stocks CLOSED

 


The rest of the assets will trade according to their usual trading time.

As always, at info@darwinex.com we’ll be happy to assist you!

Trading Hours On Australia Day on 28th January 2019

22 January 2019

Please note that the following trading hour will apply to the AUS200 asset on Monday 28th January 2019 due to Australia Day.

Please note that the following trading hours will apply on Monday 28th January 2019. Times in GMT+0 (London) time.


 

Indices  Monday 28th January 2019
AUS200 06:10 – 22:00

 


The rest of the assets will trade according to their usual trading time.

As always, at info@darwinex.com we’ll be happy to assist you!

Trading Hours for the US Martin Luther King Day on 21st January 2019

15 January 2019

Please note that the following trading hours will apply on Monday 21st January 2019. All times are in GMT+0 (London) time. Commodities   Monday 21st January 2019 Gold 23:01 Sun – 18:00 Mon Silver 23:00 Sun – 18:00 Mon Platinum 23:00 Sun – 18:00 Mon Palladium 23:00 Sun – 18:00 Mon US Crude 23:00 Sun – 17:45 […]

Please note that the following trading hours will apply on Monday 21st January 2019. All times are in GMT+0 (London) time.

Commodities   Monday 21st January 2019
Gold 23:01 Sun – 18:00 Mon
Silver 23:00 Sun – 18:00 Mon
Platinum 23:00 Sun – 18:00 Mon
Palladium 23:00 Sun – 18:00 Mon
US Crude 23:00 Sun – 17:45 Mon
US Natural Gas 23:00 Sun – 17:45 Mon
Indices
J225 23:00 Sun – 18:00 Mon
SPX500 23:00 Sun – 18:00 Mon
NDX 23:00 Sun – 18:00 Mon
WS30 23:00 Sun – 18:00 Mon

 


The rest of the assets will trade according to their usual trading time.

As always, at info@darwinex.com we’ll be happy to assist you!

Navidad

Darwinex Trading Hours for the 2018 Christmas & New Year Holiday Period

18 December 2018

Christmas is around the corner! Please find below the Darwinex Trading Schedule for the 2018 Christmas and New Year Holiday Period (all times are displayed in UK time and changes to regular trading hours are highlighted in red). Also note that during the Cristmas and New Year holiday period spreads may widen and swaps may […]

Christmas is around the corner!

Please find below the Darwinex Trading Schedule for the 2018 Christmas and New Year Holiday Period (all times are displayed in UK time and changes to regular trading hours are highlighted in red).

Also note that during the Cristmas and New Year holiday period spreads may widen and swaps may be affected by the ‘turn’ effect. The ‘turn’ effect is a phenomenon that exists in financial markets which is caused by supply and demand for funding over key dates such as year or quarter-end. This can create anomalies in the forward curves for certain currencies, and we are already beginning to see this priced into the year-end swap points that we receive from our liquidity providers.

Christmas 2018

DARWINs Monday 24th December Tuesday 25th December Wednesday 26th December
All DARWINs 22:05 Sun – 18:45 Mon Closed 22:05 Tue – 21:59 Wed
FX Monday 24th December Tuesday 25th December Wednesday 26th December
All FX Instruments 22:05 Sun – 18:45 Mon Closed 22:01:01 Tue – 21:59:50 Wed
Commodities Monday 24th December Tuesday 25th December Wednesday 26th December
Gold 23:01 Sun – 18:45 Mon Closed 23:01 Tue – 21:59 Wed
Silver 23:00 Sun – 18:45 Mon Closed 23:00 Tue – 21:50:50 Wed
Platinum 23:00 Sun – 18:45 Mon Closed 23:00 Tue – 22:00 Wed
Palladium 23:00 Sun – 18:45 Mon Closed 23:00 Tue – 22:00 Wed
US Crude 23:00 Sun – 18:30 Mon Closed 23:00 Tue – 22:00 Wed
US Natural Gas 23:00 Sun – 18:30 Mon Closed 23:00 Tue – 22:00 Wed
Indices Monday 24th December Tuesday 25th December Wednesday 26th December
AUS200 23:00 Sun – 03:30 Mon Closed Closed
STOXX50E Closed Closed Closed
FCHI40 23:00 Sun – 13:00 Mon Closed Closed
GDAXI Closed Closed Closed
J225 23:00 Sun – 18:15 Mon Closed Closed
SPA35 07:00 – 13:00 Closed Closed
UK100 23:00 Sun – 12:50 Mon Closed Closed
SPX500 23:00 Sun – 18:15 Mon Closed Closed
NDX 23:00 Sun – 18:15 Mon Closed Closed
WS30 23:00 Sun – 18:15 Mon Closed Closed
US Stocks Monday 24th December Tuesday 25th December Wednesday 26th December
All US stocks 14:31 – 17:59 Closed 14:31 – 20:59
Crypto Monday 24th December Tuesday 25th December Wednesday 26th December
All Crypto Instruments 22:05 Sun – 22:00 Mon 22:05 Mon – 22:00 Tue 22:05 Tue – 22:00 Wed


New Year 2019

DARWINs Monday 31st December Tuesday 1st January Wednesday 2nd January
All DARWINs 22:05 Sun – 21:59 Mon Closed 22:05 Tue – 21:59 Wed
FX Monday 31st December Tuesday 1st January Wednesday 2nd January
All FX Instruments 22:05 Sun – 21:59:50 Mon Closed 22:01:01 Tue – 21:59:50 Wed
Commodities Monday 31st December Tuesday 1st January Wednesday 2nd January
Gold 23:01 Sun – 21:59 Mon Closed 23:01 Tue – 21:59 Wed
Silver 23:00 Sun – 21:59:50 Mon Closed 23:00 Tue – 21:50:50 Wed
Platinum 23:00 Sun – 22:00 Mon Closed 23:00 Tue – 22:00 Wed
Palladium 23:00 Sun – 22:00 Mon Closed 23:00 Tue – 22:00 Wed
US Crude 23:00 Sun – 22:00 Mon Closed 23:00 Tue – 22:00 Wed
US Natural Gas 23:00 Sun – 22:00 Mon Closed 23:00 Tue – 22:00 Wed
Indices Monday 31st December Tuesday 1st January Wednesday 2nd January
AUS200 23:00 Sun – 03:30 Mon Closed 23:00 Tue – 22:00 Wed
STOXX50E Closed Closed 23:00 Tue – 22:00 Wed
FCHI40 23:00 Sun – 13:00 Mon Closed 23:00 Tue – 22:00 Wed
GDAXI Closed Closed 07:00 – 21:00
J225 23:00 Sun – 22:00 Mon Closed 23:00 Tue – 22:00 Wed
SPA35 07:00 – 13:00 Closed 07:00 – 19:00
UK100 23:00 Sun – 12:50 Mon Closed Closed
SPX500 23:00 Sun – 22:00 Mon Closed 23:00 Tue – 22:00 Wed
NDX 23:00 Sun – 22:00 Mon Closed 23:00 Tue – 22:00 Wed
WS30 23:00 Sun – 22:00 Mon Closed 23:00 Tue – 22:00 Wed
US Stocks Monday 31st December Tuesday 1st January Wednesday 2nd January
All US stocks 14:31 – 20:59 Closed 14:31 – 20:59
Crypto Monday 31st December Tuesday 1st January Wednesday 2nd January
All Crypto Instruments 22:05 Sun – 22:00 Mon 22:05 Mon – 22:00 Tue 22:05 Tue – 22:00 Wed

 


As always, if you have any queries, please feel free to contact us at info@darwinex.com.

The Darwinex Team wishes you a Merry Xmas and a Happy New Year!

apalancamiento esma

UK Parliament Vote on EU Withdrawal Bill (11 December 2018)

9 December 2018

We would like to remind you that the UK Parliament will vote on the EU Withdrawal Bill on 11th December 2018. There is a high degree of uncertainty as to the outcome of the vote and all GBP currency crosses are likely to experience significant volatility with increased risk of market gaps. It is important that you […]

We would like to remind you that the UK Parliament will vote on the EU Withdrawal Bill on 11th December 2018.

There is a high degree of uncertainty as to the outcome of the vote and all GBP currency crosses are likely to experience significant volatility with increased risk of market gaps.

It is important that you have sufficient margin coverage and are comfortable with the exposure on your account as our margin requirements may change going into the vote or depending on the outcome of the vote.

Please feel free to contact us at info@darwinex.com should you need assistance in this regard.

Amended Trading Hours US National Day of Mourning on December 5th 2018

4 December 2018

Please note the amended Darwinex trading hours for the upcoming US National Day of Mourning on December 5th 2018. All times are in UK (GMT+0) time.    Instrument December 5th 2018  INDICES    US SPX 500 23:00 Tue – 14:45 Wed  US Tech 100 23:00 Tue – 14:45 Wed Wall Street 30 23:00 Tue – 14:45 Wed […]

Please note the amended Darwinex trading hours for the upcoming US National Day of Mourning on December 5th 2018. All times are in UK (GMT+0) time.


 

 Instrument December 5th 2018
 INDICES  
 US SPX 500 23:00 Tue – 14:45 Wed
 US Tech 100 23:00 Tue – 14:45 Wed
Wall Street 30 23:00 Tue – 14:45 Wed
 STOCKS  
US Stocks CLOSED

 


The rest of the assets will trade according to their usual trading time. As always, at info@darwinex.com we’ll be happy to assist you!

CFDs are complex instruments and come with a high risk of losing money rapidly due to leverage. 77 % of retail investor accounts lose money when trading CFDs with this provider. You should consider whether you understand how CFDs work and whether you can afford to take the high risk of losing your money.