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Quantus, Well I'm not an expert, but I do have a similar interest. The "Chaos Toolkit" looks interesting and for the price they are charging I would guess you ought to be able to get more information than is on the website. Some examples of practical application are a definate must. I've n...

I know that there are a number of other GA folks out there so here's my beef. How do I know when my GA is being Greedy (i.e. when it gets rewarded for getting stuck at local optima)? Here's an example. I utilize the Grail GGO most of the time for my GA needs and it works really well I feel for about...

Michal,

Thanks. I've already tried Google. I just thought I'd ask in case you had some harder to find links (like the ones for GA you have above) or references.

Edward

Michal,

I hope this doesn't drive things too off topic, but do you have any links for resources regarding Simulated Annealing? The ones at SmartQuant are offline.

Edward

Forest, I don't know too much about Neural Nets myself since I primarily utilize GA, however, I strongly recommend you look into Mark Jurik's Braincell, which is a neural net utilizing back percolation (instead of the traditional backpropogation which can be prone to curve fitting), and DDR which he...

Michal,

That sounds interesting. I'd definately like to see that.

Edward

Michal, Several good points here and a great presentation. I believe that examining systems the way you describe above is crucial in determining whether you have identified patterns that are non-random. Also, I would add that later in strat development when one has determined the health of the model...

I agree that good strats are very simple, but interestingly enough "simple" is usually the last place that a beginner will look. Additionally, it is difficult for a beginner to distinguish between an idea that has absolutely no potential, and one that might work with just a couple of adjus...

Whitmark,

This sounds very promising. Yet another reason to check out Neoticker.

Edward

Not necessarily. Execution costs are still king. Often the reason that a system loses isn't that it doesn't have any validity whatsoever, but rather because execution costs and too many trades make the system untenable.