We are building a trading brain that will 'learn' by use of Evolutionary Algorithms (EA). Skeleton strategies will be traded both with real money and hypothetically, and then put through a process of 'evolution' which can happen rapidly (thousands of cycles per minute) resulting in mutated, child strategies which are 1 in 1 Million. This process will be repeated in real time, ensuring that it is constantly adapting, constantly evolving. Trades will be executed automatically on client accounts starting at Bittrex which is our testing ground. At first we will use Crypto majors on single pairs and eventually a multi-dimensional strategy will be built. The beauty of using EA is that we can disclose this methodology to you because if you copy it, the results you get would certainly be different, because you would be using a different pool of base strategies, different GA methodology, different data, and other factors. That means this is non-competitive we could all be profitable using intelligent trading systems. And also for this reason, there is a compelling reason for open-source style collaboration, not to divulge our code, but to share in results of what methods work and what don't. For this reason we are being open about how we are developing this brain, and are open to feedback and suggestions from fellow quants.
Machine Learning with Genetic Algorithms
Core concepts: Artificial Intelligence, Machine Learning, Genetic Algorithms, Infinity and Limits, Combinatorics, Quantitative Finance
Goal: To develop an intelligent trading system for the crypto currency markets based on Machine Learning. Our target method is Genetic Algorithms, if this proves unworkable we will also explore Neural Networks and Fuzzy Systems.