Evolutionary Money Management

@inproceedings{Saks2009EvolutionaryMM,
  title={Evolutionary Money Management},
  author={Philip Saks and Dietmar Maringer},
  booktitle={EvoWorkshops},
  year={2009}
}
  • Philip Saks, Dietmar Maringer
  • Published in EvoWorkshops 2009
  • Computer Science
  • This paper evolves trading strategies using genetic programming on high-frequency tick data of the USD/EUR exchange rate covering the calendar year 2006. This paper proposes a novel quad tree structure for trading system design. The architecture consists of four trees each solving a separate task, but mutually dependent for overall performance. Specifically, the functions of the trees are related to initiating ("entry") and terminating ("exit") long and short positions. Thus, evaluation is… CONTINUE READING

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