Summary

ForesightML is a joint venture between Blackwater Capital Management and VeridianML that utilizes rapid machine learning to trade global futures markets. Predictive models are built using a combination of technical indicators and market inputs. Rapid machine learing then constructs millions of models using all possible combinations of inputs. These predictive models are then screened through a series of statistical tests such as correlations, clustering analysis and a proprietary model input enrichment tool to determine the most predictive and stable input combinations. Post prediction analysis determines signal strength resulting in a long, short or neutral state on both short term (six day average holding period) and intermediate term (24 day average holding period) time frames. Once a market state is determined, trading rules and money management criteria are then applied. Rapid machine learning allows the program to quickly adapt to changing market environments resulting in low correlations to other trading programs and asset classes.