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Trading and hedging in S&P spot and futures markets using genetic programming

Authors :
Wang, Jun
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