zameyer1 / Evolutionary-Trading-StrategiesView external linksLinks
This code illustrates the use of genetic programming to evolve financial trading strategies for a single equity stock. Individuals (strategies) are considered as functions of historical price data, outputting a position allocation. Strategy fitness evaluation is computed by simulating the strategy over historical financial data. Because financia…
☆25Feb 24, 2019Updated 6 years ago
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