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A GeneticBased Approach for the Derivation of Trading Strategies on the German Stock Market

by: A. Frick, R. Herrmann, M. Kreidler, A. Narr, D. Seese
(1996)

X Abstract

We investigate price-based heuristic trading rules for buying and selling shares. This is accomplished by transforming time series of share prices from the Frankfurt Stock Exchange (FSE) using Point & Figure (P&F) Chart Analysis. This yields formations which are evaluated and transformed into a binary example set. For the above evaluation we used two different methods: First, by comparing the returns of any considered trading strategy with the corresponding riskless interest rate and the...

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