Random Generation or Genetic Evolution? Your experience?
8 replies
Edinho
8 years ago #114155
Hi all
I would like to hear your opinion and your experience which option to use.
Also how long you you let yours PCs to run?
munchie
8 years ago #132439
I run random generation on one instance and genetic on another. I run both 24hours a day, 5 days a week. I then gather all strategies together into the third instance and do the filtering and analysis on them. My experience so far is that genetic seems to produce better starting pool of strategies whereas random seems slower at producing profitable OOS>$500 strategies.
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Edinho
8 years ago #132449
So you leave it to run about 120hrs before proceeding to filtering.
munchie
8 years ago #132471
Yes basically I leave it to run continuously for 5 days a week and start the filtering. In this way I’m tending to find more strategies of decent quality than I have time to test so have got to be super tight and selective with the strategies to put through to the next stage
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Matusiak Adrian
8 years ago #132480
kzfx
8 years ago #132481
Wow! I create strategies for 1 timeframe around 1 week on 32 threads of proccessor. 🙂
Wow, 32 threads! What’s your CPU?
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Matusiak Adrian
8 years ago #132486
Wow, 32 threads! What’s your CPU?
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Actually, thats a dual proccessors. Each octo-core.
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Rom
8 years ago #132487
Adrian
Is it a Strategy Quant dedicated machine? What OS do you use? How much RAM? Do you experience any crashes?
Matusiak Adrian
8 years ago #132488
Adrian
Is it a Strategy Quant dedicated machine? What OS do you use? How much RAM? Do you experience any crashes?
Hey Rom!
Yes, its dedicated specially for SQ. 64GB of Ram.
Crashes? Yes, but not so often.
Os: Linux + VirtualMachine for SQ
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