Nils Svangård, P. Nordin, Stefan Lloyd, C. Wihlborg
{"title":"Evolving short-term trading strategies using genetic programming","authors":"Nils Svangård, P. Nordin, Stefan Lloyd, C. Wihlborg","doi":"10.1109/CEC.2002.1004551","DOIUrl":null,"url":null,"abstract":"We have used a linear Genetic Programming system with a multitude of different quotes on financial securities as input in order to evolve an intraday trading strategy for an individual stock, attempting to outperform a simple buy and hold strategy over the same period of time.","PeriodicalId":184547,"journal":{"name":"Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600)","volume":"96 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2002-05-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"13","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CEC.2002.1004551","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 13
Abstract
We have used a linear Genetic Programming system with a multitude of different quotes on financial securities as input in order to evolve an intraday trading strategy for an individual stock, attempting to outperform a simple buy and hold strategy over the same period of time.