Evolutionary Optimization of Trading Strategies.
Jiarui Ni, Longbing Cao, Chengqi Zhang · UTS ePRESS (University of Technology Sydney) · 2007
It is a non-trivial task to effectively and efficiently optimize trading strategies, not to mention the optimization in real-world situations. This paper presents a general definition of this optimization problem, and discusses the application of evolutionary technologies (genetic algorithm in particular) to the optimization of trading strategies. Experimental results show that this approach is promising.