Genetic Program

Build Alpha is a genetic program that will search hundreds of thousands of possible entry signal combinations, exit criteria, and much more to form the best systematic trading strategies based on a user selected fitness functions (Sharpe Ratio, Net Profit, etc.) and test criteria. Everything is point-and-click.

Another unique feature is the ability to compare signals and strategies vs. random signals and strategies. This provides the trader/money manager the ability to lower the probabilities that strategies discovered are possibly curve-fit and actually possess an edge more than simply random signals could have generated. In other words, the edge/strategy discovered has some predictive value that could not have been found by random chance. Build Alpha creates a random mined baseline each and every simulation – this serves as the threshold to beat (along with Buy and Hold return plots for every market).

Originally Posted: https://buildalpha1.wordpress.com/2019/02/25/genetic-program/