Monthly Archives: July 2007

Currency Trends

Posted on July 31, 2007 by Tom

I’m in the process of updating my currency models and I’ve only finished one so far, the Euro model. As part of this new iteration of model building, I’m adding more sensitivity to it so I won’t be caught in … Continue reading →

Posted in Forex, Neural Nets, Trends | 2 Comments

USDJPY Carry Trade Update

Posted on July 30, 2007 by Tom

Here’s a lovely revised graph of the USDJPY currency pair. I adjusted the prediction set to include the latest CRB index number and a S&P500 price of 1476.00. The curve seems to be growing a hump lately but its awfully … Continue reading →

Posted in Forex, Neural Nets | Tagged | 2 Comments

Yen Is Still In A Downtrend

Posted on July 30, 2007 by Tom

The Yen appreciated in leaps and bounds last week but despite this activity, its still in a downtrend.

Posted in Forex, Trends | Leave a comment

Using Genetic and Evolutionary Algorithms to Build a Trading Model

Posted on July 30, 2007 by Tom

Ugly posted a great article from the New Scientist magazine that discusses how scientists are using Genetic and Evolutionary algorithms to solve all kinds of problems. The article highlights a few uses for these algorithms such as finding the optimal … Continue reading →

Posted in Tutorials | 23 Comments

This Week’s Poll Results

Posted on July 29, 2007 by Tom

A total of nine people participated in our poll last week. Six people voted YES and three voted NO to the following question, “Do you think the Stock Market is in another Bubble? This week’s poll question is, “How do … Continue reading →

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S&P500 Historical Perspective

Posted on July 27, 2007 by Tom

Could a similar volatility pattern be emerging before our eyes? From 1991 to 1996, my volatility indicator showed a relatively low reading with a rising S&P500. After the Dot Com bust, my volatility indicator dropped to low readings and the … Continue reading →

Posted in 401K, ATS, Trends | Leave a comment

Today Was A Day To BUY!

Posted on July 26, 2007 by Tom

Today was a doozy of a day and my S&P500 Volatility model flashed a BUY signal right before lunch. I took advantage of it by rotating some idle cash in our 401K accounts into mutual funds. Volatility begets volatility! Who … Continue reading →

Posted in 401K, Mutual Funds, Stocks | Leave a comment

Taking Off!

Posted on July 26, 2007 by Tom

Blogging will probably be non-existent for today and tomorrow as I’m taking some time off to focus on a few loose ends.

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S&P500 Volatility Perspective

Posted on July 25, 2007 by Tom

I created a chart of the S&P500 daily % changes, squared them, and put them into an Excel chart. An interesting perspective was charted relative to the daily volatility and its spikes over the past 14 years. Most notable is … Continue reading →

Posted in 401K, Data Mining, Excel | Leave a comment

USDJPY Carry Trade Update

Posted on July 25, 2007 by Tom

The Yen is strengthening relative to the USD today and I was curious to see how close my Gaussian USDJPY Neural Net prediction model is. I pulled up the prediction set using the S&P500 and CR’s close for yesterday, and … Continue reading →

Posted in Forex, Neural Nets | Leave a comment

Was It A Buy Yesterday?

Posted on July 25, 2007 by Tom

My proprietary S&P500 volatility indicator didn’t issue a BUY signal yesterday. It came awfully close, but the one of the key thresholds wasn’t reached. I suspect that if the market sells off today again, which is likely, we could see … Continue reading →

Posted in ATS, Neural Nets | 2 Comments

iShares MSCI Emerging Markets Index (EEM)

Posted on July 24, 2007 by Tom

I decided to feature the iShares MSCI Emerging Markets Index (EEM) ETF since Maoxian featured the Vanguard Emerging Markets (VWO) ETF. The emerging markets have been on fire and I suspect they’ll remain this way until they stop. I do … Continue reading →

Posted in ETF's | Leave a comment