Evolving short-term trading strategies using genetic programming
Nils Svangård, Peter C. Nordin, S. Lloyd, Clas G. Wihlborg · 2003
We have used a linear Genetic Programming system with a multitude of different quotes on financial securities as input in order to evolve an intraday trading strategy for an individual stock, attempting to outperform a simple buy and hold strategy over the same period of time.