Operations Research, Systems Engineering and Industrial Engineering Commons^™

Optimizing Macd Parameters Via Genetic Algorithms For Soybean Futures, Phoebe S. Wiles, David Lee Enke

Engineering Management and Systems Engineering Faculty Research & Creative Works

To create profits, traders must time the market correctly and enter and exit positions at ideal times. Finding the optimal time to enter the market can be quite daunting. The soybean market can be volatile and complex. Weather, sentiment, supply, and demand can all affect the price of soybeans. Traders typically use either fundamental analysis or technical analysis to predict the market for soybean futures' contracts. Every agricultural future's contract or security contract is different in its nature, volatility, and structure. Therefore, the purpose of this research is to optimize the moving average convergence divergence parameter values from traditionally used …