Examples and Use Cases
In an example model, Adaptive Modeler shows significant risk-adjusted excess returns after transaction costs over the S&P 500 index. On historical price data covering a period of 60 years (1950–2010) a compounded average annual return of over 22% has been achieved, which is an excess annual return of 15%.
Adaptive Modeler was used in a study to demonstrate increased complexity of trading rules in an evolutionary forecasting model during a critical period of a company's history.
As an example of virtual intelligent life in a complex system (such as a stock market), Adaptive Modeler is said to be an illustration of simple agents interacting in a complex (nonlinear) way to forecast stock prices.
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