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Article information
2008 , Volume 13, ¹ 5, p.51-60
Monakhov O.A., Monakhova E.A.
Optimization of trading algorithms based on evolutionary computation
This work describes an approach for optimization of trading strategies (algorithms) based on indicators of financial markets and evolutionary computation. The presented genetic algorithm was applied for an automatic search of the optimal parameters in the trading strategies for profit maximization.
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Keywords: trading strategies, optimization, genetic algorithm, financial indicators, evolutionary computation
Author(s):
Monakhov OlegA.
PhD. , Senior Scientist
Position: Leading research officer
Address: 630090, Russia, Novosibirsk
Phone Office: (383) 330 60 66
E-mail: monakhov@rav.sscc.ru
Monakhova EmiliaA.
PhD. , Associate Professor
Position: Senior Research Scientist
Address: 630090, Russia, Novosibirsk
Phone Office: (383) 330 60 66
E-mail: emilia@rav.sscc.ru
Bibliography link:
Monakhov O.A., Monakhova E.A. Optimization of trading algorithms based on evolutionary computation // Computational technologies. 2008. V. 13. ¹ 5. P. 51-60
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