Abstract: Disclosed herein are methods and systems for computing optimized trading instructions, comprising applying a plurality of prediction models to compute trading instructions predicted to produce optimal outcomes based on received trading observations. Each prediction model is optimized, using a Monte Carlo algorithm, to predict optimal outcomes for a respective trading pattern based on a respective Data Generating Processes (DGPs). Weights are assigned to the prediction models according to probability scores computed for them according to mapping of the received trading observations to the DGPs associated with the prediction models and aggregated trading instructions are computed by aggregating, based on the weights, the trading instructions computed by the prediction models.