And in trading applications (as with many other domains), GAs can lead to fitting if the quant isn't careful. What looks like a great strategy in a back-test su

And in trading applications (as with many other domains), GAs can lead to fitting if the quant isn't careful. What looks like a great strategy in a back-test suddenly blows-up in production. I worked at one hedge fund whose safe-guard against GAs was to make traders submit their algos a month before production so they could be tested again out-of-sample.