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Quantization strategy generation system based on genetic programming

A technology for genetic planning and generation systems, applied in the fields of genetic laws, genetic models, instruments, etc., can solve the problems of inability to improve the effect of strategies through optimization, and the complexity of strategy generation methods, and achieve good returns, easy operation, and strong scalability. Effect

Inactive Publication Date: 2017-09-05
武汉优品鼎盛科技服务有限公司
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AI Technical Summary

Problems solved by technology

[0004] The purpose of the present invention is to solve the problem that the current strategy generation method is complicated and the strategy effect cannot be improved through tuning, and to design a system that allows users to select strategy parameters and tuning targets, directly generate strategies and view backtest results

Method used

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  • Quantization strategy generation system based on genetic programming
  • Quantization strategy generation system based on genetic programming
  • Quantization strategy generation system based on genetic programming

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Embodiment Construction

[0020] The preferred embodiments of the present invention will be described in detail below with reference to the accompanying drawings, so that the advantages and features of the present invention can be more easily understood by those skilled in the art, and the protection scope of the present invention can be more clearly defined.

[0021] figure 1 It is the basic structure diagram of the present invention.

[0022] Module 101 is a web client. The user sets the parameters of the generation strategy on the client and communicates with the server. The specific steps are as follows: figure 2 explained in.

[0023] The module 102 is a logic processing module of the server, including a policy execution module, an order management module and an account management module.

[0024] Module 103 is a data module on the server side, including static data, market data, and quantitative factor data. Details are described in modules 104-106.

[0025] Module 104 is a strategy executio...

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Abstract

The invention discloses a quantitative strategy generation system based on genetic programming, and relates to the field of information processing related to online quantitative investment. The present invention adopts the B / S architecture, and sets a strategy generating system on the client side to allow users to set relevant parameters of the strategy to run and view the result of the strategy operation, receive the strategy parameters at the server end, run the strategy and execute the strategy based on genetic programming Tune to make the strategy more effective. Through the above method, the present invention can reduce the use threshold of strategy generation, only need to set parameters to generate and execute strategies, and view strategy results. In addition, genetic programming is also used to target projects that investors are concerned about, such as the rate of return and Sharpe ratio, to seek better execution logic for the user's quantitative strategy and make the strategy more effective.

Description

technical field [0001] The invention relates to the field of computer software, in particular to an information processing usage scenario related to the generation of an online quantitative investment strategy. Background technique [0002] With the development of information technology, securities investment methods have become more and more sophisticated, and quantitative transactions that use quantitative methods and computer programs to issue trading instructions in order to obtain stable returns are becoming more and more popular. Quantitative strategy is the way to realize quantitative trading, that is, the investor's investment ideas are regularized and variable, and transformed into executable programs that can be recognized by computers. The quantitative strategy generation system can generate quantitative strategies, and can use historical data for backtesting to verify the effectiveness of the strategies. [0003] At present, most of the quantitative strategy gen...

Claims

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Application Information

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IPC IPC(8): G06Q40/06G06N3/12
CPCG06Q40/06G06N3/126
Inventor 王馨曼田当余雪飞
Owner 武汉优品鼎盛科技服务有限公司
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