Author:
Bauer Richard J.,Gregory Fitz‐Gerald F.
Abstract
Lists eight criteria for designing a general trading system for investment, explains how the five steps of genetic (computer) programming work in practice and shows how they can be applied to identify trading rules for a particular stock and stock screening rules for portfolio formation. Warns of some potential problems but believes the system described meets the eight criteria set and is easy to implement.
Subject
Business, Management and Accounting (miscellaneous),Finance
Cited by
1 articles.
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