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Forums>StrategyQuant>General Discussion>Random Generation or Genetic Evolution? Your experience?

  • #114155 |
    Customer
    25 Posts

    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?

    #132439
    Customer
    60 Posts

    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.

    Sent from my iPhone using Tapatalk

    #132449
    Customer
    25 Posts

    So you leave it  to run about 120hrs before proceeding to filtering. 

    #132471
    Customer
    60 Posts

    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

    Sent from my iPhone using Tapatalk

    #132480
    Customer
    168 Posts

    Wow! I create strategies for 1 timeframe around 1 week on 32 threads of proccessor. :)

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    #132481
    kzfx
    Customer
    18 Posts

    Wow! I create strategies for 1 timeframe around 1 week on 32 threads of proccessor. :)

    Wow, 32 threads! What’s your CPU?

    Sent from my SHL25 using Tapatalk

    #132486
    Customer
    168 Posts

    Wow, 32 threads! What’s your CPU?

    Tapatalk を使用ãâ€”て私の SHL25 ãâ€¹Ã£â€šâ€°Ã©â‚¬Ã¤¿¡

    Actually, thats a dual proccessors. Each octo-core.

    Sent form Tapatalk using BlackBerry Passport

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    #132487
    Customer
    26 Posts

    Adrian

     

    Is it a Strategy Quant dedicated machine?  What OS do you use?  How much RAM?  Do you experience any crashes?  

    #132488
    Customer
    168 Posts

    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

    Sent form Tapatalk using BlackBerry Passport

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