Patent ID: 7739182

Claim:
A multi-channel machine learning trading system for generating a number of independent trading strategies for respective securities, the multi-channel machine learning trading system comprising: a data feed module for receiving real-time and historical trading data on the securities from a remote data server; a trading software module comprising: a trading strategy building module for building the number of independent trading strategies and generating independent respective buy/sell trading signals, based on a number of respective trading parameters used to build each of the trading strategies, the trading parameters being different for each trading strategy, an optimization choice module for generating optimized trading parameters, for each of the trading strategies, by applying a) the number of respective trading parameters and b) historical trading data including a price movement over time of the respective securities in the trading strategy to a regression model to select only the trading parameters that generate respective buy/sell trading signals over time that correspond to the price movement of the respective securities, the selected trading parameters forming the optimized trading parameters, and a multi-channel machine learning module for independently generating respective self-optimized buy/sell trading signals for each of the trading strategies, by further optimizing the respective optimized trading parameters for each of the trading strategies, based on respective trading results from the real-time trading data; and a multi-channel automatic execution platform for transferring the respective self-optimized buy/sell trading signals for each of the trading strategies simultaneously through a number of parallel programming connection channels from a computer to one or more computerized exchanges, automatically and completely without human intervention.