Evolutionary Computation for Rule Discovery in Algorithmic Stock Trading
Harrington, Peter Boyd
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CitationHarrington, Peter Boyd. 2019. Evolutionary Computation for Rule Discovery in Algorithmic Stock Trading. Master's thesis, Harvard Extension School.
AbstractThe main objective of this project is to demonstrate the construction of a institutional-scale long-short equity strategy. These strategies trade hundreds of highly scrutinized securities. Sorting and keeping track of hundreds of securities involves a large amount of software, and trading in a competitive environment re- quires a large amount of data analysis. This thesis has two components: a software engineering and one financial data analysis.
Citable link to this pagehttps://nrs.harvard.edu/URN-3:HUL.INSTREPOS:37365093