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Looking for an article, please help

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  • me_like_tacos
    Hello group, I m looking for an article to send to a wall street trader regarding evolutionary algorithms. Specifically, how they may be less likely to fall
    Message 1 of 2 , Aug 3, 2009
      Hello group,

      I'm looking for an article to send to a wall street trader regarding evolutionary algorithms. Specifically, how they may be less likely to fall victim to the pitfalls of other optimization techniques as applied to systematic trading.

      Can anybody recall such an article? My audience is OK with advanced math, but I would like an article that I can share with a broad audience.

      Thanks in advance.
    • Pablo Ruggia
      I have not found any serious article or paper that says what you want, but the chapter on genetic algorithms on this book is very good:
      Message 2 of 2 , Aug 3, 2009
        I have not found any serious article or paper that says what you want, but
        the chapter on genetic algorithms on this book is very good:
        http://www.amazon.com/Encyclopedia-Trading-Strategies-Jeffrey-Katz/dp/0070580995/ref=sr_1_1?ie=UTF8&s=books&qid=1249358192&sr=8-1
        The systems generated with GA are the only ones that meet the criteria that
        the author define for good trading systems.
        If you are looking for papers or books, you can search the Genetic
        Programming Bibliography (
        http://liinwww.ira.uka.de/bibliography/Ai/genetic.programming.html). I've
        found a couple of interesting papers on trading there.
        I still did not find the Holy Grail, but trying ...
        Good luck !

        On Mon, Aug 3, 2009 at 12:23 PM, me_like_tacos <kevinsteger@...>wrote:

        >
        >
        > Hello group,
        >
        > I'm looking for an article to send to a wall street trader regarding
        > evolutionary algorithms. Specifically, how they may be less likely to fall
        > victim to the pitfalls of other optimization techniques as applied to
        > systematic trading.
        >
        > Can anybody recall such an article? My audience is OK with advanced math,
        > but I would like an article that I can share with a broad audience.
        >
        > Thanks in advance.
        >
        >
        >


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