Commit 8c80053b authored by Imanol Pérez's avatar Imanol Pérez Committed by GitHub
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parent dc2e33b8
......@@ -47,3 +47,8 @@ When running the trading strategy with out-of-sample data, the return of the str
The beta of the strategy for the out-of-sample data is 0.01, so it has the advantage of being market-neutral.
## Conclusions
The objective of this experiment is to see how one could use genetic algorithms to find trading strategies. A lot of improvement can be done, of course. For example, more complex strategies can be used, in order to obtain a richer final algorithm. Moreover, the fitness function could be improved as well, to include features you want the algorithm to have.
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