Adaptive Strategies

Deeply concerned with this structural investment challenge for liquid market investing, led by Dr. David Fogel, Park Vale has designed an investment strategy to provide low volatility and low correlation performance from the liquid financial markets. Over the last 9 years, the principals of the Adaptive Strategies team have developed and managed a series of liquid trading investment strategies applying machine learning in the form of evolutionary technology and adaptive quantitative modelling to invest in a variety of highly liquid financial markets with varying risk/return parameters.

Evolutionary computation is the technique of modelling the natural process of constant evolution in computers to solve highly complex real-world problems in useful time-frames. Behaviours in the financial markets are complex and constantly changing and are therefore ideal to apply this deeply analytical and complex learning process automatically adapting to changing conditions – using an evolutionary approach, parameters of rule-based systems develop in response to the market environment in an automated way, removes the risk of arbitrary human interference.