mintegration.eu
Differential Evolution | mintegration blog
https://mintegration.eu/category/differential-evolution
Category Archives: Differential Evolution. Risk Budgeted Portfolios with an Evolutionary Algorithm. September 14, 2015. In my previous post. I demonstrated how a risk parity portfolio could be calculated numerically using a Newton method. However, the more common problem is to be able to set risk budget constraints. As opposed to having equal risk. We can do this with PCTR constrained optimization. By setting PCTR inequality constraints. Is one such solution. Operations of crossover, mutation, and select...
mintegration.eu
Asset Allocation | mintegration blog
https://mintegration.eu/category/asset-allocation
Category Archives: Asset Allocation. Strategy Replication – Evolutionary Optimization based on Financial Sentiment Data. September 27, 2015. Wow, I enjoyed replicating this neatly written paper by Ronald Hochreiter. Is an Assistant Professor at the Vienna University of Economics and Business (Institute for Statistics and Mathematics). In his paper he applies evolutionary optimization. Techniques to compute optimal rule-based trading strategies. Based on financial sentiment data. Encodes a solution (.
risktracker.blogspot.com
Risk Tracker: Sygnał 24.02.2015
http://risktracker.blogspot.com/2015/02/sygna-24022015.html
Blog opisujący mechaniczny system do przewidywania apetytu na ryzyko na globalnych rynkach finansowych. Środa, 25 lutego 2015. Sygnał 24.02.2015. Po wczorajszej sesji został wygenerowany sygnał Risk On. Więc pewnie wkrótce lokalny szczyt ;]. W portfelu globalnym zostaną otwarte długie pozycje. Udostępnij w usłudze Twitter. Udostępnij w usłudze Facebook. Udostępnij w serwisie Pinterest. 8 marca 2015 23:17. Analiza dla DAX i SP500:. Subskrybuj: Komentarze do posta (Atom). Sygnał 24.02.2015.
tradesimtech.blogspot.com
Trading Simulation Technologies: Elementary trend following trading system
http://tradesimtech.blogspot.com/2012/09/elementary-trend-following-trading.html
Forex, Futures - Financial Engineering, Computational Intelligence. Friday, September 14, 2012. Elementary trend following trading system. The system is simple, almost trivial, so it is certainly not intended to be a real game, but that's not the purpose of his presentation. It has to explain the idea of the design and development of systems - from elementary to the most complex. Here are the assumptions:. Decisions are made solely on the basis of the OHLC quotations within fixed intervals,. Minimum st...
tradesimtech.blogspot.com
Trading Simulation Technologies: November 2012
http://tradesimtech.blogspot.com/2012_11_01_archive.html
Forex, Futures - Financial Engineering, Computational Intelligence. Thursday, November 22, 2012. Does CAPM model make sense for trading systems in the Forex market? Ie Capital Asset Pricing Model. The model mentioned here was originally formulated for equity portfolios, and naturally is followed by the idea - good or bad - to transplant its prey on the ground of derivative instruments, including Forex. Subscribe to: Posts (Atom). RSS Neural Networks for Trading. Dating for nerds chicago. Ehlers’s A...
tradesimtech.blogspot.com
Trading Simulation Technologies: Formulas for inverting the position in trend following strategy
http://tradesimtech.blogspot.com/2012/09/formulas-for-inverting-position-in.html
Forex, Futures - Financial Engineering, Computational Intelligence. Monday, September 17, 2012. Formulas for inverting the position in trend following strategy. The system discussed in the previous post. Can be easily tested using the simulation method of its operation. The input record format will be an Open-High-Low-Close, and I plan to implement the engine of the system. Using C compiler together with the R environment. Subscribe to: Post Comments (Atom). RSS Neural Networks for Trading. Next Generati...
tradesimtech.blogspot.com
Trading Simulation Technologies: Formulas for gains and losses in trend following strategy
http://tradesimtech.blogspot.com/2012/09/formulas-for-gains-and-losses-in-trend.html
Forex, Futures - Financial Engineering, Computational Intelligence. Saturday, September 29, 2012. Formulas for gains and losses in trend following strategy. In the previous post. Formulas are expressed by differences between corresponding values of opening and closing rates as well as the values of the levels of reverse in cases where the reversal took place. This is precisely the concept of the system I will present in the next post. Subscribe to: Post Comments (Atom). RSS Neural Networks for Trading.
tradesimtech.blogspot.com
Trading Simulation Technologies: Playing against the trend - assumptions for the transaction system
http://tradesimtech.blogspot.com/2012/10/playing-against-trend-assumptions-for.html
Forex, Futures - Financial Engineering, Computational Intelligence. Friday, October 5, 2012. Playing against the trend - assumptions for the transaction system. So much for the reminder of basic aims of my descriptions that I put here. Today I present the assumptions of the second elementary component of my design - simple contrarian system. The concept of the system is virtually a mirror image of the trend follower system, which I described here. Thus, below I put them in a similar order as before.
tradesimtech.blogspot.com
Trading Simulation Technologies: September 2012
http://tradesimtech.blogspot.com/2012_09_01_archive.html
Forex, Futures - Financial Engineering, Computational Intelligence. Saturday, September 29, 2012. Formulas for gains and losses in trend following strategy. In the previous post. Monday, September 17, 2012. Formulas for inverting the position in trend following strategy. The system discussed in the previous post. Can be easily tested using the simulation method of its operation. The input record format will be an Open-High-Low-Close, and I plan to implement the engine of the system . I want to go as soo...
tradesimtech.blogspot.com
Trading Simulation Technologies: Formulas for inverting the position in trend contrarian strategy
http://tradesimtech.blogspot.com/2012/10/formulas-for-inverting-position-in.html
Forex, Futures - Financial Engineering, Computational Intelligence. Tuesday, October 9, 2012. Formulas for inverting the position in trend contrarian strategy. In the current section I suggest another portion of mathematical formulas. Earlier models were discussed, which define the conditions of a strategy to reverse the position of the player who is following the trend and remains constantly in the market. Currently I present similar formulas for anti-trend strategy, sometimes called contrary. Just like...
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