Stock Trading with Genetic Algorithm - - - Switching from One Stock to Another Tomio Kurokawa
نویسنده
چکیده
-It has been a stock trader’s dream to do stock trading by switching from one stock to another while buying at bottoms and selling at tops. This paper investigates the effectiveness and the practicability of such a trading model. For a learning system, nothing is more influential than the data to learn. Any data, whether it is in-sample or out-of-sample, is intrinsically particular. It is typically true if the training data are small. Take some past one year stock data of a single stock name for instance. It is only a small segment of data patterns if it is compared with the unseen out-of-sample data of potentially numerous patterns. Naturally any technical system trained with some limited in-sample data are more or less particular, therefore overfitted. Therefore data of large size are desired for training a trading system and concurrently monitoring stocks of many names in practical trading. Trying to take advantages of large size data, this study examines the trading system trained with such data and with the model of switching one stock to another using genetic algorithm.
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تاریخ انتشار 2009