Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Genetic programming (GP) is increasingly popular as a research tool for applications in finance and economics. One thread in this area is the use of GP to discover effective technical trading rules. In a seminal article, Allen & Karjalainen (1999) used GP to find rules that re profitable, but re nevertheless outperformed by the simple “buy and hold” trading strategy. Many succeeding attempts have reported similar findings. There are a small handful of cases in which such work has managed to find rules that outperform buy-and-hold, but these have tended to be difficult to replicate. Recently, hover, Lohpetch & Corne (2009) investigated work by Becker & Seshadri (2003), which shod outperformance of buy-and-hold. In turn, Becker & Seshadri's work had made several modifications to Allen & Karjalainen's work, including the adoption of monthly rather than daily trading. Lohpetch et al (2009) provided a replicable account of this, and also shod how further modifications enabled fairly reliable outperformance of buy-and-hold. It remained unclear, hover, whether adoption of monthly trading is necessary to achieve robust outperformance of buy-and-hold. Here  investigate and compare each of daily, ekly and monthly trading;  find that outperformance of buy-and-hold can be achieved even for daily trading, but as  move from monthly to daily trading the performance of evolved rules becomes increasingly dependent on prevailing market conditions.
['Dome Lohpetch', 'David Corne']
I am writing a research paper on a idea Outperforming buy-and-hold with evolved technical trading rules: daily, weekly and monthly trading
[{"from": "human", "value": "I am writing a research paper on a idea Outperforming buy-and-hold with evolved technical trading rules: daily, weekly and monthly trading"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Genetic programming (GP) is increasingly popular as a research tool for applications in finance and economics. One thread in this area is the use of GP to discover effective technical trading rules. In a seminal article, Allen & Karjalainen (1999) used GP to find rules that re profitable, but re nevertheless outperformed by the simple \u201cbuy and hold\u201d trading strategy. Many succeeding attempts have reported similar findings. There are a small handful of cases in which such work has managed to find rules that outperform buy-and-hold, but these have tended to be difficult to replicate. Recently, hover, Lohpetch & Corne (2009) investigated work by Becker & Seshadri (2003), which shod outperformance of buy-and-hold. In turn, Becker & Seshadri's work had made several modifications to Allen & Karjalainen's work, including the adoption of monthly rather than daily trading. Lohpetch et al (2009) provided a replicable account of this, and also shod how further modifications enabled fairly reliable outperformance of buy-and-hold. It remained unclear, hover, whether adoption of monthly trading is necessary to achieve robust outperformance of buy-and-hold. Here  investigate and compare each of daily, ekly and monthly trading;  find that outperformance of buy-and-hold can be achieved even for daily trading, but as  move from monthly to daily trading the performance of evolved rules becomes increasingly dependent on prevailing market conditions."}]