Using genetic programming to design a generalized trading system
Richard Bauer, F. Gregory Fitz‐Gerald · Managerial Finance · 2000
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.