Stock Exchange Trading Using Grid Pattern Optimized by a Genetic Algorithm with Speciation: The Case of S&p 500

by Tiago Martins and Rui Neves

This book presents a genetic algorithm that optimizes a grid template pattern detector to find the best point to trade in the SP 500. The pattern detector is based on a template using a grid of weights with a fixed size. The template takes in consideration not only the closing price but also the open, high, and low values of the price during the period under testing in contrast to the traditional methods of analysing only the closing price. Each...

• Format: Paperback
• Language: English
• ISBN: 3030766799
• ISBN13: 9783030766795
• Release Date: July 2021
• Publisher: Springer
• Length: 68 Pages
• Weight: 0.29 lbs.
• Dimensions: 0.2" x 6.1" x 9.2"