zameyer1 / Evolutionary-Trading-Strategies

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…
24Updated 5 years ago

Related projects

Alternatives and complementary repositories for Evolutionary-Trading-Strategies