Article Archive For Keyword: Optimization

Download
Article

• Forcing Optimization by Vincenzo Sciarretta

  ARTICLE SYNOPSIS...Forcing Optimization by Vincenzo Sciarretta Sooner or later, most system-oriented traders backtest a mechanical system and get a positive result - and then have it perform poorly in real-life situations. What gives? Sooner or later, most system-orient

AUTHOR: Vincenzo SciarrettaDATE: FEB 2000

Download
Article

• Maximum Entropy Optimization by Anthony W. Warren, Ph.D. and Jack K. Hutson

  ARTICLE SYNOPSIS...Maximum Entropy Optimization by Anthony W. Warren, Ph.D. and Jack K. Hutson The Maximum Entropy Method (MEM) is a promising new system for short-term Spectrum Analysis and trend forecasting. In this article we discuss the process of obtaining an optimal

AUTHOR: Anthony W. Warren, Ph.D. and Jack HutsonDATE: JUL 1984

Download
Article

• Momentum Trading Using Fourier/WAMI Optimization by Anthony W. Warren, Ph.D.

  ARTICLE SYNOPSIS...Momentum Trading Using Fourier/Wami Optimization by Anthony W. Warren, Ph.D. Technical analysis and the use of indicators may lend itself to well-defined rules for trading, but most traders develop their methods into more of an art form. Here, a longtim

AUTHOR: Anthony W. Warren, Ph.D.DATE: SEP 1994

Download
Article

• Neural Net Input Optimization by Kyle M. Druey

  ARTICLE SYNOPSIS...Neural Net Input Optimization by Kyle M. Druey Here's an article based on the author's own research of neural networks and personal experience developing neural net trading models. These findings are more from the practical/user-oriented framework rathe

AUTHOR: Kyle M. DrueyDATE: DEC 1995

Download
Article

• Optimization - Getting It Right

  ARTICLE SYNOPSIS...Creating a trading system is hard work and we want our system to work well. Oftentimes, we get carried away by trying to tweak it so it works the way we want it to. But that can lead to unrealistic results. Here's one way to set realistic expectations wh

AUTHOR: Perry J. KaufmanDATE: SEP 2017

Download
Article

• Parameter Optimization by Roger Altman, Ph.D.

  ARTICLE SYNOPSIS...Parameter Optimization by Roger Altman, Ph.D. Optimizing the parameters of mechanical trading systems to improve performance is a common technique, but does such a procedure improve system profitability? Is there evidence that optimization will lead us

AUTHOR: Roger Altman, Ph.D.DATE: DEC 1990

Download
Article

• SIDEBAR: More on optimization

  ARTICLE SYNOPSIS...More on optimization It may seem a daunting prospect to find the optimal combination of 10 trading parameters over an eight-year quote file on a personal computer, but it's not as bad as it sounds. What Strategist does is to start with an initial strat

AUTHOR: Technical Analysis, Inc.DATE: JUL 1988

Download
Article

• System Optimization And Money Management by L. Zamansky, Ph.D., and M. Stolz

  ARTICLE SYNOPSIS...System Optimization And Money Management Most traders focus on optimizing the trading system rules and ignore money management rules until after the system rules have been established. Here's why you should test both sets of rules simultaneously. Moder

AUTHOR: L. Zamansky, Ph.D., and M. StolzDATE: AUG 1999

Download
Article

• System Optimization Techniques by David S. Nicol

  ARTICLE SYNOPSIS...System Optimization Techniques by David S. Nicol What is system optimization and is it good or bad? It's a little of both, system designers will tell you. David Nicol explains the whys and wherefores. System optimization is a controversial subject amon

AUTHOR: David S. NicolDATE: JUL 1992

Download
Article

• The optimization of a trading program by Robert C. Pelletier

  ARTICLE SYNOPSIS...The optimization of a trading program by Robert C. Pelletier Many people have purchased software which gives the opportunity to test various parameter combinations to achieve the maximum profit results. For example, a system which may use three moving a

AUTHOR: Robert PelletierDATE: JUN 1986

Download
Article

• The value of optimization by Louis P. Lukac and B. Wade Brorsen

  ARTICLE SYNOPSIS...The value of optimization by Louis P. Lukac and B. Wade Brorsen Optimization based on historical data is used widely in the futures industry to determine the most profitable parameter sets for a trading system. The underlying premise is that if some par

AUTHOR: Louis P. Lukac and B. Wade BrorsenDATE: JUL 1988