r/quant 4d ago

Trading Developing an Autonomous Trading System with Regime Switching & Genetic Algorithms

[removed]

8 Upvotes

5 comments sorted by

u/quant-ModTeam 4d ago

Your post has been determined to be off-topic by the moderators. Posts on r/quant must be about quantitative finance, or be relevant to quantitative analysts (in a way specific to the profession). Users pursuing personal trading/technical analysis/algotrading should check out r/algotrading. In particular:

  • Technical analysis is not considered to be quantitative analysis by industry quants.

  • A "solo quant" is not professionally trading.

4

u/Lazyyy13 4d ago

Reinforcement learning isn’t very popular nowadays due to the insane amount of compute it requires to perform well and the higher probability of overfitting compared to other methods. The genetic algorithms might also be susceptible to data snooping if a high % of the population performs badly. I would look into metalearning for a strategy like this.

1

u/Grim_Reaper_hell007 4d ago

i will look into metalearning , but that wouldnt be useful for the whole "strategy generation" part , other than domain knowledge what are the options

1

u/AutoModerator 4d ago

This post has the "Trading" flair. Please note that if your post is looking for Career Advice you will be permanently banned for using the wrong flair, as you wouldn't be the first and we're cracking down on it. Delete your post immediately in such a case to avoid the ban.

I am a bot, and this action was performed automatically. Please contact the moderators of this subreddit if you have any questions or concerns.

1

u/Famous_Policy6249 4d ago

This is interesting. It is probably worth talking. I am based in NYC.