Evolving Neural Networks through Augmenting Topologies – Part 4 of 4 – Trading Strategy

This post explores applying NEAT to trading the S&P. The learned strategy significantly out performs buying and holding both in and out of sample. Features: A key part of any machine learning problem is defining the features and ensuring that … Continue reading Evolving Neural Networks through Augmenting Topologies – Part 4 of 4 – Trading Strategy