Hello,
We are contacting the Quantopian forum to get feedback on a group of algorithms that we developed through our Theory of Order. These algorithms are the culmination of an eight year research project originating in 2012 at the University of Southern California.

Our algorithmic solutions are based on seeking order within capital markets through correlated periods. Our research initially uncovered symmetrical and repeatable patterns within capital assets that we were ultimately able to measure and identify in real time by applying logic that approximated these patterns.

The underlying pattern represents a sequential relationship that reveals order in capital market data sets, these windows of order are not frequent however when applied to large data sets ( # of assets or frequency of time periods) produced commercially viable algorithms.
The algorithmic project faced two significant hurdles. Our first hurdle was to identify a mathematical process to identify order. The second and far more difficult task was to identify order dynamically to create algorithms that could perform in real time in order to build commercially viable algorithms.

The testing results outlined in the table are largely irrelevant and were intended for internal verification. We intended to validate our thesis regarding the impact of order based algorithms deployed in capital markets. These are the results for US equities.

of Tickers Frequency Time Period Performance Success Rate

100 Daily 2001 - 2019 820% - 1,210% 63% - 67%
500 7 minutes 1/2020 -3/2020 107% - 889% 65% - 70%
500 5 minutes 1/2020 -3/2020 101% - 848% 61% - 68%
500 3 minutes 1/202-3/2020 126%-1,773% 61%-67%

Our intention is for the algorithms to produce an impact in terms of performance and approach that we intend to leverage to release our Theory of Order, which will have an impact far exceeding the confines of the algorithms. Additionally, we have no intention of deploying the algorithms internally and or in building a fund. We seek a large scale deployment which would require the sale of the algorithms

We are now entering the commercial phase of the project. We have neither the experience or desire to participate in this phase and are currently seeking out a consultant/partner to manage the validation, testing and deployment of the algorithms to a qualified buyer.

The Quantopian community represents a high degree of skills and experience in the algorithmic space for capital markets and we would value your thoughts and comments.