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by eudamonia
Fri Jun 16, 2006 1:04 am
Forum: genetic optimization
Topic: regression fitness function - smoothing out the equity curve
Replies: 26
Views: 26024
Gender: Male

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...
by eudamonia
Fri Jun 16, 2006 12:50 am
Forum: strategy trading & money management
Topic: artificial portfolizer
Replies: 6
Views: 2757
Gender: Male

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...
by eudamonia
Fri Jun 16, 2006 12:07 am
Forum: strategy trading & money management
Topic: artificial portfolizer
Replies: 6
Views: 2757
Gender: Male

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...
by eudamonia
Thu Jun 15, 2006 11:59 pm
Forum: TheRumpledOne
Topic: when will TRO be reinstated to the Tradestation forums?
Replies: 4
Views: 2490
Gender: Male

Thanks.
by eudamonia
Thu Jun 15, 2006 10:52 pm
Forum: TheRumpledOne
Topic: when will TRO be reinstated to the Tradestation forums?
Replies: 4
Views: 2490
Gender: Male

Personally I think TS forums needs TRO more than TRO needs TS forums
by eudamonia
Thu Jun 15, 2006 10:37 pm
Forum: genetic optimization
Topic: regression fitness function - smoothing out the equity curve
Replies: 26
Views: 26024
Gender: Male

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...

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