Monthly Archives: March 2008

links for 2008-03-30

I Want To Get To Know You!

I was inspired by Trisha, who was inspired by another blog, to make this type of post. I’m creeping up on my one year blog anniversary with Neural Market Trends and I’ve had lots of comments for many people since then. I’m happy to say that my blog is seeing steady increase in readership (thank you) and I’m looking to learn more about my readers and their tastes!

The short of it, I want to get to know you! Everyone knows a bit about me from my About (just updated) section, but what about you? What brought you to my blog? Is it because of my RapidMiner Tutorials? Are you currency, stock, or option trader? What do you like, love, hate about this site? What can I do better?

Please leave me a comment here so we can get a good discussion going! Thanks so much!

Its Sure Looking Like A Bottom, Maybe

SP500 Volatility Chart 032808I was checking my volatility chart this morning and noticed a massive volatility spike on 3/18, two days after my timing model issued a BUY signal. The BUY signal flashed on 3/14, I moved money around on 3/17 and the volatility spike happened the following day. This is sure beginning to look like a bottom, something that I posted about in my “Has The Market Bottomed?” post earlier this week.

Still though, a lot depends on how the subprime mess continues to devolve and how the general market handles it, but the sentiment seems to be firming and I’m seeing a lot of contrarian indicators pointing to higher markets in the future. This could, of course, be a big head fake and we could easily go down from here. However I plan to rotate money out of my bond holdings over the next few weeks and slowly move money back in, assuming we don’t break the recent S&P500 low of 1276!

Disclosure: Still 40% in cash and bonds.

links for 2008-03-28

Stock NeuroMaster Video Tutorial 2

In my Stock NeuroMaster Video Tutorial 2 I show my readers how to update new data for the Exxon Mobil (XOM) neural net model we built in the first Stock NeuroMaster Video Tutorial. Sound problems have been fixed!

You can download the Stock NeuroMaster program here to play along with these tutorials and sign up for my RSS feed! You can subscribe either in a feed reader or get my posts by email!

Stock NeuroMaster Video Tutorial 1

I’m uploading my first Stock NeuroMaster Video Tutorial using Wink, which works pretty well. The sound is OK but could be better and I’m beginning to think that my sound problem has to do with my sound card.

I guess its time to buy a new laptop and not a DELL!

Update: I reloaded a newer version of the tutorial with better sound!  I figured it out, I have record my audio per frame and it work out wonderfully!

If you want to play along, here’s the direct download link for Stock NeuroMaster program and here’s a PDF of the Stock NeuroMaster tutorial (without sound) for your reference.

Neural Market Trends Top 10 Posts

I really like WordPress’s popular post plugin. Without it I couldn’t showcase my updated Top 10 posts!  Without further ado, here they are:

  1. Calculating Historical Volatility 
  2. Building an AI financial market model – Lesson I
  3. Build an ETF Trend System in Excel
  4. Building an AI financial market model – Lesson III
  5. Building an AI financial market model – Lesson II
  6. Understanding Fuzzy Trend Following in Excel
  7. Building an AI financial market model – Lesson V (updated!)
  8. Building an AI financial market model – Lesson IV
  9. Using Genetic and Evolutionary Algorithms to Build a Trading Model
  10. Monte Carlo Simulations For S&P500 Volatility Timing Model

If you scan the list real close you’ll noticed that list number 7 is actually updated!!! I updated Lesson V with new Rapidminer compatible templates and model files! Go check it out!

If you’re a new reader, why don’t you consider signing up for my RSS feed? You can do it in your feedreader or get a daily email with my posts!

Exxon Mobil Gives A Buy Signal

Exxon Mobil Corporation (XOM) has been thrashing around for the past few weeks on some high volatility. One moment the price of oil is at $90, the next its at $111, and now its around $100. Although XOM is mostly a refiner, the price of oil affects its profit margins and in turn the expectations of investors/traders.

SNM-XOM-032508Loading up my Exxon Mobil neural net model this morning I find that its giving us a BUY signal for this morning’s open. This neural net model has been pretty profitable over the last 60 bars, its up over 11% (not including commissions/fees).

I’ve been using Stock NeuroMaster since the beginning of the year and have been very happy with it.  I owe my readers a tips and tricks post on how I use it generate these BUY and SELL signals.  If I have time I’ll write up the post over lunch!

GE Finally Moves

GE-032408I’ve been riding General Electric (GE) up and down for the past year and it looks like it might finally be heading back up. My GE neural net model gave a solid BUY signal on 3/17/08 for the following open and a HOLD signal at yesterday’s close. This will work out nicely if a market bottom was put in place on 3/17. If.

Now I have to check my EME, C, XOM, and NE models!

links for 2008-03-24

Has The Market Bottomed?

SP500 Volatility Indicator 032008I’m not sure yet but its beginning to look that way for now. On 3/17/08 my market timing model indicators registered the highest reading since I started running it. The next three days the indicator collapsed as quickly as it shot up. My twitter followers would’ve known that I started buying funds in my 401k accounts that day and I’m sitting on small gains right now.

I remain extremely cautious and still hold about 40% cash and bonds but if the low on 3/17 holds (1276) then we have a good chance to see the markets recover.