Proposal and Analysis of Stock Trading System Using Genetic Algorithm and Stock Back Test System
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چکیده
In recent years, many brokerage firms and hedge funds use a trading system based on financial engineering and many algorithms. On the other hand, many personal investors judge their trade by their intuition or advices from stock analysts. Therefore, there are a big gap of a trading method between the institutional investors and the personal investors. The objective of this paper is to propose a new stock trading system using a genetic algorithm and a stock back test system. Using the proposed system, we aim to analyze stock trading strategies and the performance.
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تاریخ انتشار 2007