The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa

Recently, the use of genetic algorithm for the optimization of technical trading strategies has been receiving a great deal of attention. A technical trading strategy involves the study of past behavior in order to draw conclusions concerning the direction and magnitude of future price movement....

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Main Author:	Musa, Khairunnisa
Format:	Thesis
Language:	English
Published:	2006
Subjects:	Electronic computers. Computer science T Technology (General)
Online Access:	http://ir.uitm.edu.my/id/eprint/1520/ http://ir.uitm.edu.my/id/eprint/1520/1/TD_KHAIRUNNISA%20MUSA%20CS%2006_5%20P01.pdf

id	uitm-1520
recordtype	eprints
spelling	uitm-15202019-11-13T08:14:11Z http://ir.uitm.edu.my/id/eprint/1520/ The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa Musa, Khairunnisa Electronic computers. Computer science T Technology (General) Recently, the use of genetic algorithm for the optimization of technical trading strategies has been receiving a great deal of attention. A technical trading strategy involves the study of past behavior in order to draw conclusions concerning the direction and magnitude of future price movement. Technical models are designed to keep investor trading with the trend. Understanding the best trend could produce a promising lucrative investment. This research is about an application of technical trading strategy to foreign exchange market by using Standard Genetic Algorithm (STDGA). Genetic algorithm is used as a tool to efficiently search for the most attractive solution as a suggestion for the trader to trade in foreign currencies. Results from the function optimization shows that STDGA is effective and efficient in locating the optimal solution (the maximum value of the Sharpe Ratio). COPYRIGHT © 2006 Thesis NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/1520/1/TD_KHAIRUNNISA%20MUSA%20CS%2006_5%20P01.pdf Musa, Khairunnisa (2006) The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa. Degree thesis, Universiti Teknologi MARA.
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	Electronic computers. Computer science T Technology (General)
spellingShingle	Electronic computers. Computer science T Technology (General) Musa, Khairunnisa The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
description	Recently, the use of genetic algorithm for the optimization of technical trading strategies has been receiving a great deal of attention. A technical trading strategy involves the study of past behavior in order to draw conclusions concerning the direction and magnitude of future price movement. Technical models are designed to keep investor trading with the trend. Understanding the best trend could produce a promising lucrative investment. This research is about an application of technical trading strategy to foreign exchange market by using Standard Genetic Algorithm (STDGA). Genetic algorithm is used as a tool to efficiently search for the most attractive solution as a suggestion for the trader to trade in foreign currencies. Results from the function optimization shows that STDGA is effective and efficient in locating the optimal solution (the maximum value of the Sharpe Ratio). COPYRIGHT ©
format	Thesis
author	Musa, Khairunnisa
author_facet	Musa, Khairunnisa
author_sort	Musa, Khairunnisa
title	The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
title_short	The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
title_full	The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
title_fullStr	The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
title_full_unstemmed	The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa
title_sort	optimization of technical trading strategy using genetic algorithm approach / khairunnisa musa
publishDate	2006
url	http://ir.uitm.edu.my/id/eprint/1520/ http://ir.uitm.edu.my/id/eprint/1520/1/TD_KHAIRUNNISA%20MUSA%20CS%2006_5%20P01.pdf
first_indexed	2023-09-18T22:45:59Z
last_indexed	2023-09-18T22:45:59Z
_version_	1777417227203510272

The optimization of technical trading strategy using genetic algorithm approach / Khairunnisa Musa

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