Trading Strategy: Monthly Seasonality Mash Up « MarketSci Blog
0 Comments Published January 5th, 2009 in Uncategorized
[Untitled] They advocate using a genetic algorithm to reduce CPU time to select the best set of equities, systems or whatever to get to some goal for your trading system. I am working on integrating this concept into a system I am working on that selects k trades each day from a population of n choices.
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