Replies to post #509 on Advanced Automatic Investor

[aptus]

Hi again Jack,

FYI, I've implemented a genetic algorithm in Automatic Investor 2.0 that finds the best (well, almost best) set of AIM parameters. I've added it to the brute-force algorithm that finds the *best* set of parameters (however it can take an unreasonably long time to do so).

This sounds similar to your evolutionary programming technique (although it's not identical).

I've also used a genetic algorithm to implement an MPT-based portfolio optimizer (based on work by Markowitz and Sharpe).

Seems to work very well.

[Conrad]

Hello Jack,

Thanks for replying!

Yes, I am still around! See this site as to what my program has evolved into:

http://home.hccnet.nl/c.kruidenier/vortexus/vortex.html#Translation.


From my previous post you know more or less what I am doing. I know the idea of your optimization concept, but not the details. I do that Manually on the Excel spread sheet but it takes forever. Mark Hing says it takes only 3 billion years to do it properly!

In the Windows Vortex Program I do not have simulator build in. If I am going to do optimization then I need to build a simulator to run the historical prices through it and then couple an optimizer to it. The actual programming for this boggles my mind( I am not a programmer). If a package would be available I might add it on some how, but first I need to solve the marketing problem to get enough sales. It is not sure if we(I and my programmer) will have the steam to do all this.

Keep me up to date please on anything specific your might be doing in this direction.

Thanks again.