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Neurogenetic Trading Strategies
Neurogenetic Trading Strategies. The evolving power of mind over money. Advanced trading strategies require detection and recognition of non-linear, multi-variate price patterns
not easily discovered using conventional back-testing and optimization applications. Neural networks provide the opportunity to develop quantitatively-derived trading strategies that, unlike other programming
techniques, do not require lucky guesswork as to the time intervals, correlations and other predictive factors to be relied
upon. Instead, the strategist need only identify the various inputs that might have predictive quality, and then leave to the software the task of sorting out their relative merit. Neural
networks are ideally suited to analyzing the movement through time of prices, volumes, bid-ask spreads, and other reported
variables of electronically traded financial instruments. They are especially adept at detecting previously unidentified -- and even unsuspected --
patterns in the relationships among such variables. For this reason neural nets provide a powerful quantitative tool for well-capitalized investment firms, banks and
private investors in the analysis and trading of futures contracts, stocks, exchange traded funds, bonds and indices.
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