Using genetic programming to design a generalized trading system

Lists eight criteria for designing a general trading system for investment, explains how the five steps of genetic (computer) programming work in practice and shows how they can be applied to identify trading rules for a particular stock and stock screening rules for portfolio formation. Warns of some potential problems but believes the system described meets the eight criteria set and is easy to implement.

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Year of publication:	2000
Authors:	Bauer, Richard J. ; Gregory Fitz‐Gerald, F.
Published in:	Managerial Finance. - MCB UP Ltd, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 26.2000, 6, p. 1-15
Publisher:	MCB UP Ltd
Subject:	Accounting research \| Financial investment \| Computer software \| Portfolio investment \| Strategy

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Type of publication:	Article
Type of publication (narrower categories):	research-article
Language:	English
Other identifiers:	10.1108/03074350010766710 [DOI]
Source:	Other ZBW resources

Persistent link: https://www.econbiz.de/10014939508