tag:blogger.com,1999:blog-6667314236919359315.post6310407810521263176..comments2023-10-03T04:31:13.539+13:00Comments on Ingenuity Space: RevelationsRocko Chenhttp://www.blogger.com/profile/15393857769315571774noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-6667314236919359315.post-27014171553814655052008-10-08T07:11:00.000+13:002008-10-08T07:11:00.000+13:00Interesting link, thanks!Yes, their current S&...Interesting link, thanks!<BR/><BR/>Yes, their current <A HREF="http://forecasts.org/stpoor.htm" REL="nofollow">S&P 500 forecast</A> was way off in Sep and likely to be in Oct. I guess that is a nice example of such models do not work good when markets are in transition...alexandroidhttps://www.blogger.com/profile/03560738222428779114noreply@blogger.comtag:blogger.com,1999:blog-6667314236919359315.post-20171804981755989632008-10-08T06:22:00.000+13:002008-10-08T06:22:00.000+13:00By the way, www.marketvector.com posts free 4-day ...By the way, www.marketvector.com posts free 4-day forecasts off NN based analysis. <BR/><BR/>www.forecasts.org also do the same for slightly longer time frame. <BR/><BR/>Just places to reference, and I'm still a bit skeptical due to their pure quantitative nature, and they most likely used only historical prices as input.Rocko Chenhttps://www.blogger.com/profile/15393857769315571774noreply@blogger.comtag:blogger.com,1999:blog-6667314236919359315.post-86329969805440548772008-10-08T06:20:00.000+13:002008-10-08T06:20:00.000+13:00Thank you very much for reading, that makes my day...Thank you very much for reading, that makes my day. <BR/><BR/>As for the NN, I try to keep all inputs as independent from the actual predicted variables (indexes). These include sentiment values (ISE, Investors' Intelligence Reports), implied volatilities (VIX, VXO), liquidity (CoT), and economic indicators like rate of inflation. Trying to pull it off in Matlab, but it hasn't been all that "successful".<BR/><BR/>Cutting to the chase, I find it easier and more "reliable" to just analyze the above variables manually and make decisions with my own brain. haha.Rocko Chenhttps://www.blogger.com/profile/15393857769315571774noreply@blogger.comtag:blogger.com,1999:blog-6667314236919359315.post-61602322562552841322008-10-08T04:06:00.000+13:002008-10-08T04:06:00.000+13:00I am glad to be your reader. =) Hope I am not the...I am glad to be your reader. =) Hope I am not the only one. =)<BR/><BR/>What inputs are you using for NN? Is it pure OHLC prices + volume or smth else? And what time scale you are working in?<BR/><BR/>I tried reading "<A HREF="http://www.amazon.com/Intelligent-Systems-Financial-Forecasting-Kingdon/dp/3540760989" REL="nofollow">Intelligent Systems and Financial Forecasting</A>" but did not finish it yet since I've met notions of the facts that the most simple models work the best. Still, I did not find my good enough model yet. =)alexandroidhttps://www.blogger.com/profile/03560738222428779114noreply@blogger.com