Hi,
Does anybody out there know of or even better have experience using stochastic, non-deterministic trading algorithms?
So just to be very clear about what I am looking for:
A trading strategy that implements an element of probability/chance. So such a trading strategy if backtested on the same historical data over and over would yield different results every time.
I know they exist but don't know how widespread their use is in the real world. I don't really care about how successful they might or might not be when run on actual markets.
_
I would be really grateful for any knowledge of such trading algorithms._
_
Thanks in advance._
Does anybody out there know of or even better have experience using stochastic, non-deterministic trading algorithms?
So just to be very clear about what I am looking for:
A trading strategy that implements an element of probability/chance. So such a trading strategy if backtested on the same historical data over and over would yield different results every time.
I know they exist but don't know how widespread their use is in the real world. I don't really care about how successful they might or might not be when run on actual markets.
_
I would be really grateful for any knowledge of such trading algorithms._
_
Thanks in advance._