A comparison of adaptive and static agents in equity market trading

This paper aims to determine whether an adaptive agent population performs better than a static population. A static population is evolved on historical equity market data from the DAX-30, split into training and testing segments. An adaptive population is retrained continuously over the most recent available data that becomes available with each passing day. For comparison their performance over the out-of-sample test data is measured. Results obtained indicate a clear superiority of the adaptive over the static approach.