Session:

GEWS - Grammatical Evolution

Title:

Live Trading with Grammatical Evolution

Authors:

Ian Dempsey
Michael O'Neill
Anthony Brabazon

Abstract:

This study reports work in progress on the development of an on-line evolutionar y automatic programming methodology for uncovering technical trading rules for t he S&P 500 index. The system adopts a variable sized investment strategy based o n the strengspace into a smaller number of equivalence classes. This reduction allows easier computation of fixed points. The effect of model fixed points that are outside of the population space, but near enough to influence behavior of the Simple GA will be examined. This analysis will be applied to several fitness functions of unitation.