Search found 536 matches
- Fri Jun 16, 2006 1:04 am
- Forum: genetic optimization
- Topic: regression fitness function - smoothing out the equity curve
- Replies: 26
- Views: 44312
- Gender:
I am starting an academic project in a matter of months in which 3 universities will participate. The project theme is Time series prediction in financial business systems using genetical algorithms . We will have a supercomputing cluster at our disposal for the project at the Brno University of Te...
- Fri Jun 16, 2006 12:50 am
- Forum: strategy trading & money management
- Topic: artificial portfolizer
- Replies: 6
- Views: 4976
- Gender:
Good point. Its important to know which set of correlations we're analyzing. Personally, I believe trade generation is the more appropriate correlation to analyze in this instance. Otherwise a loosely correlated equity curve correlation between two different systems might or might not be well correl...
- Fri Jun 16, 2006 12:07 am
- Forum: strategy trading & money management
- Topic: artificial portfolizer
- Replies: 6
- Views: 4976
- Gender:
Michal, Um, actually negatively correlated systems -1 are actually perfectly related to each other but in opposite directions. Additionally, just because your portfolio elements have a low correlation (i.e. close to 0) does not mean that your portfolio is not suceptible to fat tails. I have a rather...
- Thu Jun 15, 2006 11:59 pm
- Forum: TheRumpledOne
- Topic: when will TRO be reinstated to the Tradestation forums?
- Replies: 4
- Views: 4609
- Gender:
- Thu Jun 15, 2006 10:52 pm
- Forum: TheRumpledOne
- Topic: when will TRO be reinstated to the Tradestation forums?
- Replies: 4
- Views: 4609
- Gender:
- Thu Jun 15, 2006 10:37 pm
- Forum: genetic optimization
- Topic: regression fitness function - smoothing out the equity curve
- Replies: 26
- Views: 44312
- Gender:
Michal, I just wanted to say I read this first on the TS forum and I wanted to commend you for putting this up. This is exactly the thing that I have been investigating with the Grail (but had come up with no tenable solutions) and which all GAs need (appropriate fitness functions). FYI have you inv...