Quant Mashup - Imanol Perez

Genetic algorithm for trading in Cpp [Imanol Perez]

This code tries to show how to use genetic algorithms to create a simple trading strategy. It is intended as a proof of concept, rather than trying to provide a ready-to-use strategy. The historical data used is the following: SP500.dat. It is the closing prices of S&P 500 from 2006/12/18 to(...)