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Monthly Archives: June 2007
Zune Stinks, iPod Rules
It doesn’t take a Neural Net model to tell you that the Apple’s iPod is running laps around Microsoft’s Zune. I even found a blogger, Ms. Danielle, is giving away her Zune after she won it on another blog contest! … Continue reading
Posted in Random, Stocks, Trends
2 Comments
Euro Currency Neural Net Model
It looks like my Euro Currency Model is being vindicated for the long term trend. It wasn’t sensitive enough to pick up this 1-1/2 month intra-trend correction in the EURUSD pair. Luckily I hung in there during the downturn and … Continue reading
Posted in Forex, Neural Nets
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Monte Carlo Simulations For S&P500 Volatility Timing Model
I bought a Monte Carlo Simulation for Excel this week and started to play around with it for my S&P500 Volatility Timing Model. Boy am I having fun! I ran the probability of a Financial Asteroid (FA) event happening in … Continue reading
Volatility for the Nasdaq 100 Trust Shares – (QQQQ)
The Nasdaq 100 Trust shares (QQQQ) has been doing pretty well since July of last year but the question is, will this trend continue? That’s an interesting question because I really don’t know. From the candlestick chart it looks like … Continue reading
Posted in ETF's, Trends
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Backtesting the S&P500 Volatility Timing Model
I’m still back-testing my S&P500 Volatility Timing Model and have come across some interesting results that I’d like to share. I back tested the model to the beginning of 2000 and let the model generate “buy” signals. I tabulated them … Continue reading
Taking Care of Business
Blogging and posting will probably be light to non-existent next week as I’ll be traveling for work and running into several schedule conflicts. In the meantime, please feel free to visit my now 100+ posts in the archives, I probably … Continue reading
Posted in Random
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Currency Trends
This week’s trends for the major currency pairs based on last Friday’s closing data. Notable changes, AUD flipped to RANGE. AUD – RANGE GBP – RANGE USD – STRONG DOWN EUR – STRONG UP JPY – DOWN CHF – RANGE … Continue reading
Posted in Forex, Neural Nets, Trends
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Fundamental Data Neural Net Model
I’ve been reading Gauging Corporate Financial Results for a while now and really enjoy the site. I mentioned them in my Random Thoughts post on Friday as a further inspiration for my Fundamental Data Neural Net Model. Well inspiration did … Continue reading
Posted in Data Mining, Neural Nets
2 Comments
Random Thoughts
Good Morning! I’m really glad it’s Friday and I’m looking forward to a good weekend cleaning out my garage and working in the garden. To close out this week, I’m writing a linkfest! Congratulations to Ugly and Sara on their … Continue reading
Amgen Inc – (AMGN) & Volatility Clusters
Amgen Inc (AMGN) is probably one of those “Black Swan Postive” type of companies that Nassim Taleb speaks about and supposedly writes about in his Black Swan book (I haven’t read it yet). He says in his interviews that you … Continue reading
Posted in Neural Nets, Stocks, Trends
2 Comments
iShares MSCI Brazil Index – (EWZ)
If you look at the monthly chart of the iShares MSCI Brazil Index (EWZ), you’ll see a strong trend up starting around late 2002. A lot of other foreign ETF’s, funds, and stocks seemed to have started their trends UP … Continue reading
Posted in ETF's, Trends
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Volatility Comes In Clusters
Mandelbrot had it right when he said, “large changes tend to be followed by large changes, of either sign, and small changes tend to be followed by small changes.†Don’t believe him? Well its true! To illustrate this point, I’m … Continue reading
Posted in Excel, Neural Nets, Trends
7 Comments