stocktrader_clojure
A Clojure backtesting framework from my master's thesis, exploring trading strategies and genetic parameter search.
Technologies: Clojure, Backtesting, Genetic algorithms
A research question, made executable
stocktrader_clojure is a Clojure implementation of a stock trading strategy backtesting tool I wrote for my master’s thesis.
The research explored Bollinger Bands, MACD, buy-and-hold, and a strategy I devised using knowledge of Bollinger Bands.
Searching for useful parameters
The objective was to identify good strategy parameters using a genetic algorithm to search candidate parameter sets. Historical price files supplied the input for the backtests.
This brought together data processing, simulation, and optimization in a single research tool.
What this project explores
- Historical evaluation of multiple trading strategies.
- Genetic algorithms for parameter search.
- Functional programming and data processing in Clojure.
- Building software to support an academic research question.