Evolutionary computation and trade execution

Although there is a plentiful literature on the use of evolutionary methodologies for the trading of Financial assets, little attention has been paid to the issue of efficient trade execution. Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. This chapter introduces the concept of trade execution and outlines the limited prior
work applying evolutionary computing methods for this task. Furthermore, we build
an Agent-based Artificial Stock Market and apply a Genetic Algorithm to evolve an
efficient trade execution strategy. Finally, we suggest a number of opportunities for
future research.