Monthly Archives: April 2008

Apple Inc, (AAPL) Neural Net Model

I built a quick neural net model for Apple Inc (AAPL) and found it to be a pretty good at predicting price direction. Reserving 15 days for testing, and testing the signals for the past 30 days, the model had a 22.47% rate of return (gross).

Right now the model has issued a SELL signal for last Friday’s open and remains short.

I hope that my readers have downloaded the 14 day trail version of this software and are testing it out for themselves. Check out my videos on how to use this program and create your very own stock neural net models in minutes.

Busy Being An Entrepreneur

I’ve been super busy being an Entrepreneur and I’m loving it but my blog is suffering. I guess once I’m super rich I can blog from my villa in Costa Rica but in the meantime I have to sneak away and post when I can. I started on my ATS pseudocode but its slow going as I expected. Its been difficult to write it down in a way that I think the developers would understand it and accurately code it. I’m trying my hardest to get it finished by our initial May 3rd deadline but it might not be ready. The way I figure it, you have one shot to get it right so if it takes a few more days than I’ll have to miss the deadline.

ATS Development Starts!

I had a great meeting last night with my ATS team! We’re all on board and we’re all roaring to go! The next step is for me to write down my trading strategy into something called “pseudocode.” Essentially is a simple outline of statements that the developers will use to code the ATS. This will require some thinking on my part because a lot my trading strategy is in my head and transforming those “organic thoughts” into hard code will be challenging for me.

We do have some housekeeping things to take care of like signing a Nondisclosure Agreement in case the team falls apart. Although I doubt that will happen, you still have to be business smart and protect your hard work (not just mine but the teams).

Despite that, I’m very excited that the ATS is moving into production. The team is really motivated since they have no understanding of how the markets work and they want to learn how to better make money in the markets; geed is an wonderful motivator!

Happy Birthday Neural Market Trends!

I just past my 1st Blogiversary!  Neural Market Trends turned 1 yesterday (April 22) and since that time its seen a steady growth in readership and notoriety, of course all my free Rapidminer lessons don’t hurt either! :)

Thanks to all my readers for coming along for the ride, its been awesome and I look forward to turning 2!

ATS Development Meeting This Week!

It seems that every year in April and May I get extremely busy with work and my professional socieites! I guess everyone wants to get as much done before the summer break and the same goes for me!

This coming Thursday I’m having my second meeting with the ATS team to see 1) who’s on board, 2) what the end game is for the ATS, 3) answer any questions they have, and 4) come up with with a project plan with milestones. My main goal is to have to have prototype ATS up and running by end of summer that focuses on Stocks first. If its successful then we’ll be adding in a Forex option, Genetic Algorithms, and Neural Nets.

I ask my readers to please be patient as I expect posting to become intermittent as the ATS project kicks off. I suspect it will take up a lot of my free time as I make my dream become a reality.  The best way to be alerted to any new posts when I do check in is to subscribe to my RSS feed and/or follow my Twitter postings.

I will keep everyone apprised of its progress and if the team is willing, share a few “sneak peaks” on how its shaping up!

Oh, I’ll be hosting the next Rapidminer Meetup this June and if no one shows up this time, I’ll drop it completely! That will be your loss, not mine!

links for 2008-04-20