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Coevolution of Technical Trading Rules for High Frequency Trading

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Table 2: Grammar for mapping SiL, and SiS. φ is the setof non terminals, r are the rules for mapping the non-terminal φ, and n is the number of rules for mapping thenon-terminal φ
Table 7: Sign test for the null hypothesis that the mediansof random strategies is same as the median of strategiesproduced using CGE, and for the null hypothesis that themedian of random strategies is the same as the expectedutility of the TTS
Figure 1: Trading frontier of CGE strategies for differentpreferences.deviation of return, μr is the mean return, σr is the standard αr is the skewness of return, γr isthe kurtosis of return

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