Using genetic programming to design a generalized trading system
Richard J. Bauer
(Professor of Finance, Department of Finance and Quantitative Methods, St. Mary’s University, San Antonio, TX)
F. Gregory Fitz‐Gerald
(President, The ANSR Company LLC, Santa Fe, NM)
354
Abstract
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.
Keywords
Citation
Bauer, R.J. and Gregory Fitz‐Gerald, F. (2000), "Using genetic programming to design a generalized trading system", Managerial Finance, Vol. 26 No. 6, pp. 1-15. https://doi.org/10.1108/03074350010766710
Publisher
:MCB UP Ltd
Copyright © 2000, MCB UP Limited