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Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
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💡[FEATURE]:Optimizing Dividend Capture Strategies #566

Open ashis2004 opened 1 month ago

ashis2004 commented 1 month ago

Is your feature request related to a problem? Please describe. Optimize the parameters of dividend capture strategies to maximize returns and minimize risks.

Describe the solution you'd like This project employs Genetic Algorithms (GA) to determine the optimal parameters for dividend capture strategies, such as entry and exit points, holding periods, and stock selection criteria. Dividend capture strategies involve buying a stock just before its ex-dividend date and selling it shortly after to capture the dividend payment.

Describe alternatives you've considered

Steps

  1. Define the Parameters for Optimization: Identify key parameters such as entry and exit points, holding periods, and stock selection criteria.
  2. Initialize a Population: Create an initial population of strategies with different combinations of parameters.
  3. Evaluate Fitness: Assess the performance of each strategy based on historical stock price and dividend data.
  4. Selection: Select the best-performing strategies based on their fitness scores.
  5. Crossover and Mutation: Generate new strategies by combining and mutating the selected strategies.
  6. Iteration: Repeat the evaluation, selection, crossover, and mutation steps for a defined number of generations to find the optimal strategy.

Additional context Add any other context or screenshots about the feature request here.

ashis2004 commented 1 month ago

@Akshat111111 assign it me i want to work on it I'm gssoc'24 contributor