 | Hello! My name is Austin and I’m software engineer and soloprenuer passionate about Artificial Intelligence and Finance. I implemented an algorithm that’s capable of generating a population of algorithmic trading strategies that are “better” than the original strategies in backtests. Sounds crazy right? It’s not. To showcase it, here’s an example of the code that I used to generate these strategies.
The link above shows the implementation of single-objective optimization, meaning it can optimize for one thing at a time. In trading, this can be your percent change, max drawdown, sortino ratio, or other metrics. The algorithm I implemented more recently is even more powerful. It’s based on multi-objective optimization. This algorithm allows you to improve multiple variables simultaneously. These features have been implemented for a while but haven’t really been used due to poor user experience. To combat this, I recently significantly improved the UI/UX for my optimizer. I wanted to share my changes with the community as well as solicit feedback on what you think I could improve. Thanks in advance! [link] [comments] |
Predictive technology: computational social science