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...

Discusses research ideas on the distinctions between data, information and knowledge, the categories of knowledge and knowledge‐processing activities in Holsapple and Whinston’s (HW’s) taxonomy (1987, 1988a, 1988b), and their application to markets and the activities of the firm. Describes...

Nobel laureate William F. Sharpe and others have alerted investors to the potential pitfalls of market timing. We also conclude from the study reported here that market timing is generally a difficult game. But the difficulty varies substantially over time?which has some intriguing implications...