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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)

Managerial Finance

ISSN: 0307-4358

Article publication date: 1 June 2000

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

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MCB UP Ltd

Copyright © 2000, MCB UP Limited