I think that should do it.

Thank you!

From:

[hidden email] [mailto:

[hidden email]] On Behalf Of Ulrich Staudinger

Sent: Wednesday, September 12, 2012 1:51 AM

To: Dave

Cc:

[hidden email]
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 <

[hidden email]> wrote:

Did not find anything involving parameter optimization.

From:

[hidden email] [mailto:

[hidden email]] On Behalf Of Ulrich Staudinger

Sent: Wednesday, September 12, 2012 1:09 AM

To: Dave

Cc:

[hidden email]
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 <

[hidden email]> 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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