Timeline for How useful is the genetic algorithm for financial market forecasting?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Jun 15, 2015 at 5:49 | comment | added | Greg Thatcher | Hi Bob Jansen, I added a link to https://www.portfoliovisualizer.com for each generated portfolio, so now you can backtest each portfolio yourself. I believe the backtests validate the GA results. In any case, thanks much for the tip. | |
| Jun 10, 2015 at 20:04 | comment | added | Greg Thatcher | I have not yet back-tested this, but I plan to after I fix a few small bugs and add some more features. I am using the same data for both the GA calculation and also the graphs I display; I'm guessing that means I'm "in sample" (I'm still trying to get up to speed on all your nomenclature). If anyone has ideas for other features or other GA applications, please let me know. | |
| Jun 9, 2015 at 9:16 | comment | added | Felix | The GA calculator looks interesting. Is the portfolio performance you show in-sample or out of sample - i.e. is there an overlap in the data you use for GA and the performance calculation? | |
| Jun 9, 2015 at 8:28 | comment | added | Bob Jansen♦ | Hi Greg Thatcher, welcome to Quant.SE! This sounds very promising, but did you backtest your strategy? | |
| Jun 9, 2015 at 5:45 | review | Late answers | |||
| Jun 9, 2015 at 8:28 | |||||
| Jun 9, 2015 at 5:30 | review | First posts | |||
| Jun 9, 2015 at 8:27 | |||||
| Jun 9, 2015 at 5:26 | history | answered | Greg Thatcher | CC BY-SA 3.0 |