Back to Search
Start Over
Trading and hedging in S&P spot and futures markets using genetic programming
- Source :
- Journal of Futures Markets. Nov, 2000, Vol. 20 Issue 10, p911, 32 p.
- Publication Year :
- 2000
-
Abstract
- Futures and index market trading of the Standard and Poor 500 index was analyzed using genetic algorithms to maximize returns. Comparison showed that genetic programming did not consistently compare favorably with the strategy of buy-and-hold.
Details
- ISSN :
- 02707314
- Volume :
- 20
- Issue :
- 10
- Database :
- Gale General OneFile
- Journal :
- Journal of Futures Markets
- Publication Type :
- Periodical
- Accession number :
- edsgcl.76416143