mmercadillo/intelligent-algorithmic-trading

Automatic stock trading using technical analysis, artificial neural networks and genetic algorithms.

Intelligent Algorithmic Trading Using Neural Networks and Genetic Algorithms

The aim of this project was to create an autonomous system for automatic stock trading. The first approach was that of using traditional time series analysis techniques, in the form of technical indicators, to monitor the market index. The second approach used machine learning in the form of an Artificial Neural Network. The two approaches were then combined into a hybrid trading system, and the results compared to other systems that attempt to predict stock market price fluctuations or systems that attempt to use algorithmic trading techniques. Finally, the hybrid system was optimized using Genetic Algorithms.