This article is cited in 2 papers

A parallel genetic algorithm for optimization of trading strategies

O. G. Monakhov

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences

Abstract: An approach for optimization of trading strategies (algorithms) based on indicators of financial markets and evolutionary computation is described. A parallel version of the genetic algorithm for the search of optimal parameters of trading strategies for maximization of a trading profit is presented.

Key words: trading strategy, parallel genetic algorithm, technical analysis, financial indicator, template, evolutionary computation.

UDC: 681.324+519.17

Received: 10.01.2008

 English version: Numerical Analysis and Applications, 2008, 1:4, 347–354