Advanced search
Quantiacs
Quantiacs > In-sample testing rules. View modes: 
BLONDE - 5/2/2016 5:57:46 AM
   
In-sample testing rules.
Hi! I would like to use artificial intelligence and simple genetics in my trading sistem. The question is: "How the rule "Return the same result if it is run twice" works in this case"? It knowns that this type off algorithmes can choose different ways to run from one testing to another.

Martin - 5/2/2016 1:49:01 PM
   
RE:In-sample testing rules.
Hi BLONDE,

Welcome to Quantiacs. Please use a static radom seed to make your results reproducable.

We also market stochastic trading algorithms (i.e. different results if run twice) to investors, but usually they prefer deterministic models. That's why only deterministic models are eligible in our competitions.

Cheers,

Martin 

1