I after talking to a research fellow, researched about
trading rules from automated search.
I found in the book Finding Alphas by Tulchinsky a general chapter, which shows the idea in theory.
From an academic standpoint I only found general approaches in trading rule optimization f.ex.: Optimization of the Trading Rule in Foreign Exchange using Genetic Algorithm
Hence, I would like to ask you if you could share your experience regarding automated search methods for trading rules. Which methodologies are working the best? Any examples?
Furthermore, I highly appreciate every resource or paper on this topic!
I appreciate your replies!