Fabian Kostadinov

Evolving Trading Strategies With Genetic Programming - GP Parameters and Operators

Part 4

Genetic Programming at its core uses a set of operators (selection, mutation, crossover, elitism etc.) and parameters (number of generations, population size etc.). As there is a vast literature on this subject, I will skip the basics and assume that the reader is already familiar with the topic.

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Significance Testing of Pearson Correlations in Excel

Yesterday, I wanted to calculate the significance of Pearson correlation coefficients between two series of data. I knew that I could use a Student’s t-test for this purpose, but I did not know how to do this in Excel 2013. And, to be honest, I did not really understand the documentation of Excel’s T.TEST formula. So, here is what I did.

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Validation in JSONForm

Recently, I had created a user form with JSONForm. However, the form was embedded in another site with its own save button. JSONForm usually adds its own submit button to the site, but you easily can remove it. One of the problems left was how to trigger validation for the form manually once the site’s save button was clicked. Be aware that this implies triggering validation from outside the HTML form element. Whereas JSONForm’s submit button resides inside the form element as an <input type="button">, my site’s save button does not. Unfortunately, the description in the JSONForm’s Wiki pages was not really understandable to me. It took me a long time but I finally succeeded to trigger JSONForm validation manually. Here’s what I did.

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Evolving Trading Strategies With Genetic Programming - Data

Part 3

Genetic programming (GP) heavily relies on existing time series data. In this post I am going to look into different requirements and problems related to data.

First, we need to get the data from somewhere. There are different commercial or free data providers. Here is a list of free data providers.

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Wordcloud of G. Deleuze's and F. Guattari's "A Thousand Plateaus"

This is a wordcloud of G. Deleuze’s and F. Guattari’s A Thousand Plateaus: Capitalism and Schizophrenia created with this nice tool. I removed all words with less than a hundred occurrences, some abbreviations and otherwise not very expressive words such as also, thus, and etc. This is where I borrowed the term rhizome from. Enjoy!

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