Harrington, Peter Boyd2020-09-142019-052020-03-032019Harrington, Peter Boyd. 2019. Evolutionary Computation for Rule Discovery in Algorithmic Stock Trading. Master's thesis, Harvard Extension School.https://nrs.harvard.edu/URN-3:HUL.INSTREPOS:37365093The 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.application/pdfevolutionary computingtradingequitiesThesis or Dissertation2020-09-14