Utilization of genetic programming to evolve thousands of candidate strategies simultaneously.
Software engineers patch code. Quants patch egos. strategy quant patched
"Was it the right thing to do? That code... it's unstable. It creates volatility just to profit from it." Utilization of genetic programming to evolve thousands of
After the 2013 patch of simple volatility arbitrage, quants developed volatility-of-volatility strategies. After the 2016 FX fix patch, quants moved to order flow imbalance models. After the 2020 negative oil patch, quants built storage curve models. quants built storage curve models.