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[Philipz學習日誌] Trading System - Philipz學習日誌: * Use dual or quad core during optimization for 2 X or 4 X speed. * Genetic Algorithm optimization included.

[Aussie Stock Forums] Tradecision - Aussie Stock Forums: Tradecision is not mentioned often in share trading forums and this may be because of the cost and small number of users. Words such as neural networks, genetic algorithms and artificial intelligence is what caught my attention as this could be the system testing edge that typical system testers lack.

[Max Dama on Automated Trading] Max Dama on Automated Trading: Genetic Programming Example: after a couple of months of struggle, I'm starting to come up with strategies that are generally profitable i.e. show profits on data they haven't been trained on.

[Jobs for Physical Sciences / Math PhDs near Boston, MA, US] High Frequency Trading ”” Find great jobs at jobs.PhDs.org: Systematic Trading, Algorithmic Trading, Black Box, Quantitative Analysis, Stochastic Calculus High/Mid Frequency Trading, Proprietary Trading, Quantitative Trading, Volatility Trading, Program Trading, Automated Market Making, Statistical Arbitrage Quantitative Development, C, C++, C#, Java, Matlab, SQL, R, S-Plus, KDB+, Q, Infrastructure Architecture, Multithreading, DMA, FIX, Machine Learning, Data Mining, Artificial Intelligence, Genetic Programming, Low Latency,

[Automated Trader Magazine Bootstrap Articles RSS News Feed] Online Exclusive Articles | Pretests for genetic-programming ...: In actual fact, in the literature, the results of applying GP for market-timing decisions are typically not very convincing, but the investigators always suggest the possibility of further improvements.If the investigators can first convince that there is something to learn and that GP is suitable for that task, then their conclusion would be less vague and uncertain. We propose here a series of pretests, where GP is tested against a random behav­ior (lottery trading) and against strategies created at random (zero-intelligence strategies), that aim to answer these two crucial questions.

[Jobs for Physical Sciences / Math PhDs containing "physics"] Quantitative Analyst/Algorithmic Trading ”” Find great jobs at jobs ...: involve researching of market structure/executions and market microstructure modeling and developing automatic pricing and trading strategies. In addition, the work will involve mining intra day data on prices, volatility and liquidity to model and predict short-term market behavior/opportunities and transaction cost minimization.

[Automated Trader Magazine Articles] Strategies | Strategies: Optimisation Algorithms for Automated ...: VWAP, TWAP, Implementation Shortfall algorithms and their brethren have become ubiquitous techniques for executing trades. It is inevitable that algorithms will become componentised elements in other parts of the automated trading landscape in much the same way as these execution algorithms have modelled the execution aspects.

[Recent plicks from myplick.com] 5 Sw Ncct Java Project Titles 2009 2010 Incl Ieee Latest, New ...: Shared context services will be standardized in the future through shared context standards that will be included with J2EE. Traditional 'thick' clients such as applets or applications connect directly to the EJB layer through the Internet Inter-ORB Protocol (IIOP) rather than web services, since generally the thick clients are written by the same organization that authored J2EE application, and therefore there is no need for XML-based web service collaboration.

[Locklin on science] a bestiary of algorithmic trading strategies « Locklin on science: I was confronted with such a problem, and read about it’s NP-hardness in some paper with a Genetic Algo solution (couldn’t find the specific paper easily, sorry). I kind of freaked out, until I realized that just buying by sector was a pretty good answer, and what the boss wanted anyway.

[Milk Trader] Milk Trader: Evaluating the Fitness of a Fitness Function: Please list the number of permutations that are being tested. Once you get into four parameters, the number of permutations can be astounding for an optimization run, so brute force is typically abandoned in favor of more complex search methods such as genetic algorithms, particle swarm and simulated anealing.

[Quant Strategy for Trading] Quant Strategy for Trading: Trading Rules and Return Volatility(to ...: From Allen and Karjalainen [1999]:"constructing a portfolio of trading rules appears to diversify risk in much the same way as adding companies to a stock portfolio."

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