I think that should do it.
Thank you!
From: ustaudinger@gmail.com [mailto:ustaudinger@gmail.com] On Behalf Of Ulrich Staudinger
Sent: Wednesday, September 12, 2012 1:51 AM
To: Dave
Cc: r-sig-finance@r-project.org
Subject: Re: [R-SIG-Finance] Example using Galgo to Optimize Parameters
what about section 7.4 in the Galgo tutorial?
http://bioinformatica.mty.itesm.mx/sites/default/files/Tutorial.pdf
Does a simple regression optimization, shows the fitness function and that's about all there is to it.
In analogy to this, the sharpe, max pnl, pnl per trade or whatever can be implemented.
On Wed, Sep 12, 2012 at 7:40 AM, Dave wrote:
Did not find anything involving parameter optimization.
From: ustaudinger@gmail.com [mailto:ustaudinger@gmail.com] On Behalf Of Ulrich Staudinger
Sent: Wednesday, September 12, 2012 1:09 AM
To: Dave
Cc: r-sig-finance@r-project.org
Subject: Re: [R-SIG-Finance] Example using Galgo to Optimize Parameters
Dear Dave.
You didn't even try googling for "galgo R example", did you?
Kind regards,
Ulrich
On Tue, Sep 11, 2012 at 10:07 PM, Dave wrote:
Hello all,
Would it be possible for someone to post a simple code example using Galgo.
Optimization could be based on Sharpe Ratio or another one of your choice.
Just some simple code on how one might set this up.
Thanks!
Dave
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