Activity in financial markets tends to follow wave-like patterns: something makes a splash, the market reacts in one direction, overcorrects in the opposite direction, then resolves back to a new position.
Yet instead of just one splash, there are thousands occurring, interacting, and interfering over the course of a single day, making it seemingly impossible to untangle the patterns.
Introducing a Solution
That’s precisely what Fractalerts was built to do: the algorithm-driven trading alerts processes vast amounts of market data to identify predictable patterns for profitable trades.
Engineered by a team of Switzerland-based asset managers, Fractalerts has been used internally for years by banks, fund managers, and instructional investors to drive astounding gains across Indices, Forex, and Commodity markets. The service is now available to the public on an invite-only basis.
The Science Behind Fractalerts
The service works by first scouring massive datasets derived from markets, including price action, volume, momentum, elapsed time, and more. The proprietary algorithm then processes the data through Fourier series to create complex matrices that identify patterns.
When a reliable pattern is found, about once a week, an alert is triggered. Unlike typical trading newsletters, these alerts represent actual trades that the Fractalerts team and other asset managers will make 12-24 hours ahead of time, enabling traders to prepare rather than react.
While Fractalerts is only available on an invitation basis, it does welcome requests and encourages interested traders, fund managers, and banks to contact the team directly.
>Learn more about Fractalerts, review performance reports, and request an invitation here.