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trading strategy optimization using genetic algorithms

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Htarlov
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Postby Htarlov » Mon Dec 15, 2008 9:59 pm

I was playing with GA for some time in the past.
Matlab is pretty good to do that - there is genetic algorithm toolbox (but it's not very sophisticated and robust) and also you can develop your own genetic algorithm. It's easy to write scripts working on high amount of data stored in matrices and objects. Most of operations on matrices and math (including statistic) operations are available in matlab, no need to write them on your own.

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michal.kreslik
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Postby michal.kreslik » Tue Dec 16, 2008 12:33 pm

Yes. Matlab and Maple are among the top math software. Statistica is the best software for statistical analysis.

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Postby andypeters » Sun Aug 01, 2010 3:32 pm

I've worked with numerous GA software systems, Excel add-ons etc and I think all of them are simplistic in what relationships they look for. Not one of them sees complex underlying structures or relationships.
I do believe the concept of GA is sound but the software that is supposed to do the analysis is pretty basic imo and only worth anything if the relationships are simple.....

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