stock trading systems

  • Chapter 08 – Perils and Promise of Evolutionary Computation on Wall Street
  • Using Genetic Algorithms, Optimization Models, and Evolutionary Computation on Wall Street “Be careful what you ask for — you might get it.” My enthusiasm for machine learning, described at the end of the previous chapter, led me to kiss many artificial intelligence ( AI ) frogs. This included many flavors of inductive and explanation – […]

  • Chapter 07 – A Little Artificial Intelligence Goes a Long Way on Wall Street
  • A Little AI Goes a Long Way on Wall Street: Artificial Intelligence and Securities Trading “If you give someone a program, you will frustrate them for a day; if you teach them how to program, you will frustrate them for a lifetime.” This is a history and technical overview of one of the earliest artificial […]

  • Chapter 03 – Algorithm Wars
  • Algorithmic Trading Strategies and Automated Stock Trading “How about a nice game of chess?” — WOPR computer in “War Games” There used to be two market structures for U.S. equity traders to contend with: the NYSE (for listed stocks) and NASDAQ. Recent counts put the number at roughly 40. Many are sources of dark liquidity, […]

  • Chapter 02 – Greatest Hits of Computation in Finance
  • Computational Finance, Stock Market Analysis, and Investment Trading “A computer does not substitute for judgment any more than a pencil substitutes for literacy. But writing without a pencil is no particular advantage.” – Robert McNamara The Journal of Portfolio Management (JPM*) is one of the more upscale investment management publications around. For $500 a year, […]