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Evolving Trading Strategies

Posted: August 19, 2007

Statistical models used to trade in financial markets breakdown and need to be retooled as markets invariably behave differently over time. Who's trading, what their long term and short term forecasts are, what patterns they trust, and how much money they each have all influence the ultimate ebb and flow of the market. Profitable strategies that detect patterns in market data and enter/exit trades accordingly always exist, but they change as the market changes. These detect-and-trade strategies are usually made up of the same basic building blocks but specific strategies stop being profitable over time. Genetic programming can be used to build detect-and-trade strategies that live, reproduce, and die every hour of every day based on their profitability in the current market conditions.

RallyFlag Trading

Of all the ideas here on petergroves.com, I've decided to start my first company based on this premise. By the end of 2007, I hope to be incorporated and trading algorithmically under the name RallyFlag Trading using the genetic programming software I'm developing. In no particular order, here are my reasons:

So that's it. Wish me luck.

Copyright 2007 Peter Groves. This text may be reproduced only in it's entirety in any medium without royalty provided this copyright notice is included.