Good or bad, neural nets have been receiving plenty of attention as traders look to ever-more sophisticated tools in the search for the elusive 'Holy-Grail' trading system. Although some would argue that a computer could never predict the markets, many traders have managed to develop systems that give them a consitent edge over more traditional TA trading systems.
What I would like to do in this forum is create an open dialog regarding the development, testing and real-world usage of neural net based trading systems.
Subjects that I would like to touch on include pre- and post-processing techniques, network types, using Genetic Algorithms for optimization, etc.
I have invested in a package from Ward Systems Inc (www.wardsystems.com) called Neuroshell Trader. I hope to use it to create a net optimized for short-term (3-5 days) predictions. I will keep people posted as to my progress and would welcome any suggestions . |
