This is a summary of links featured on Quantocracy on Sunday, 01/01/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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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 2016/06/15, so almost 10 years. Genetic algorithms Genetic algorithms simulate the evolution of a