April 2008 Archives
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.
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.
-
Nice start for Ugly's ATS, hope mine will do as well!
-
I don;t know what to think of this
-
I need a list that will let me store things that I need to buy at stores so I can get everything I need when I go there.
-
This is what I'm looking for
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!
-
some of these are good!
-
You go Ron!!!
-
We are absolutely disgusted by government fiscal policy which provides cheap money to investment banks. Right on Joe! Right on!
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!
-
A room full of Macs and this guy brings a pen and paper, hilarious!
-
Via Maoxian - Graphic images but the message hits home like a smart bomb
-
Foud Bei Bei via my frield Barb's myspace musicincider.com site.
-
Eyewitness Sylvester Greene described how he helped bury a young Inuit boy at the United Church's Edmonton residential school in 1953. - WHAT the hell happened here? This is the first time I heard about this!
-
"When you make a child smile," she said, "it's awesome." - There still is hope for mankind!
-
Expelled is a crock of shit!
-
The next day, a photo appeared on an Internet forum for Chinese students with a photo of Ms. Wang and the words “traitor to your country†emblazoned in Chinese across her forehead. - They still have a long way to go
-
The GIMP is a fantastic free alternative to the Photoshop. The best part? Its easy to use!
-
Via Maoxian but I've been reading about this on Pharyngula.com
-
The breeding ground for new influenza strains is centered in East and Southeast Asia, new research suggests. The virus bounces around countries in the region before emerging worldwide to cause seasonal epidemics.
-
I'm actively report RSS stealing splogs now. I have to protect my RSS feed!
-
Winning since 33AD
Actually its a time to SELL any positions you have in the Malaysia iShares (EWM). My neural net model issued a SELL signal for today's open. Your estimated gross return for the most recent position is about 1.6% (not incl fees and commissions) based on yesterday's close.
I really like EWM and have traded her several times in the past and I'm looking for the next BUY signal from the neural net model to go long. The trick I learned to trading EWM successfully is to always use stops and trailing stops, because EWM can change in an instant!
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.
-
Some great podcasts. I really dig lens work.
-
Haha! Finally got the bastard!
-
Do not seek to follow in the footsteps of the men of old; seek what they sought.
-
He’s also sometimes referred to as a “user anthropologist.†To an outsider, the job can seem decidedly oblique.
-
There's a reason I'm long XOM for many years already. They make boatloads of money and oil will run out one day (maybe in a million years from now)
-
You should see how many small mom and pop stores are closing down along the stretch of highway I drive everyday. Pretty scary!
Yesterday my model flashed a signal but I couldn't discern right away if it was a solid BUY or SELL but its actually beginning to look like a very weak BUY signal. The S&P500 has hit a lot of resistance and support lately so its interesting to note that the markets can go either way here.
The best thing to do, in my opinion, is to wait to see which way she breaks and then get in on that side (long for up, short for down).
(Note the resistance between the 1310 to 1325 level)
-
“He used to do bad things to me, and I had no idea as to what a marriage is. I would run from one room to another in order to escape, but in the end he would catch me and beat me and then continued to do what he wanted. WHAT'S WRONG WITH PEOPLE?
Late last week I was working on a Genetic Algorithmic model and analyzed the current state of the market with it. I wasn't surprised at all when I found that Gold, not necessarily oil, is the major driving force of the sentiment of the market right now. It doesn't matter how steep or flat the bond yield curve goes, the higher the price of Gold goes, the lower the markets go.
Eventually Gold will run its course and the markets will recover but the key price level right now for Gold and the markets is $900/oz. The markets will tread higher for any price (and dropping) lower than $900/oz.
I sat down with the proposed ATS development team yesterday as an initial meet and greet and gave them a very rudimentary overview of trading and what an ATS can do. I think my presentation was a success because the developers started asking me all kinds of architecture and data acqusition questions.
I was excited about the reaction because it made me believe that a connection was made between what we can accomplish with this project if we combine our skills.
The next step is for the members of team to come up with questions (scope, scale, requirements, etc) for me to answer and then meet within 2 weeks, we then sign NDA's, and start development of a prototype. If all goes well, the prototype ATS will go into test mode sometime at the end of the summer.
-
Nightime exposure calculation
-
"The U.S. bubble was close to median world experience, and the evidence that monetary policy added to the bubble is statistically very fragile," CMON Greenie, you knew we were cruising for a brusing when you raised rates! You're still a scumbag
My Exxon Mobil neural net model went long on 3/24/08 and finally gave a SELL signal on 4/4/08. That move would've netted you over +3.5% (not incl fees and omissions). Subsequently, it gave another BUY signal on 4/7/08 and closed that position on the morning of 4/10/08 (SELL signal on 4/9/08) for a small gain.
Today its giving us another BUY signal to go long at the open today! 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.
-
Tibetan spiritual leader the Dalai Lama said he supports China's hosting of the Summer Olympics, but insisted Thursday nobody had the right to tell protesters demanding freedom for Tibet ''to shut up.''
-
But Yahoo, which announced earlier on Wednesday it plans to test Google search ads alongside Yahoo Web search services, is closing in on a deal with Time Warner Inc
with its AOL unit, several sources told Reuters. - YAHELL! -
Thousands of farmers are taking their fields out of the government’s biggest conservation program, which pays them not to cultivate. - GET rid of the subsidies first, let farming regain its foothold, and then you'll see conservation!
I'm always thinking of Plan B's for every project because I know that things don't always go as planned. So after not hearing from the Developers about setting Saturday's meeting I figured that I need to line up some possibly another set of developers completely.
I'm thinking of reaching out to my Alma Mater's (NJIT) Computer Science Department or just posting some flyers around campus. Who knows, maybe some entrepreneurial C# coding student would be willing to put in the hours for a future share in the ATS's returns?
-
Mike has proven that TA does work and the EMH is a joke.
-
via WallstreetFigher. Wow, this is amazing! Goodby Ma Bell and you fucking phone company thieves! Long live competition and innovation!
-
Zone metering system. very simple and easy to use than the EV system.
-
The woman, a successful executive, has joined a growing number of professional women in Japan in forking out from $1,000 to $50,000 a night for male companionship. LOL! I wonder if Sex is involved?
-
Interesting, good time to be a Civil Engineer!
I've talked to half of the people that I polled previously for my Engineering and Economy Poll and I'm seeing some positive changes. I've been crushed recently with new work and we're even talking of hiring people. My California buddy says work has been steady to UP (a change from Neutral) and my NJ buddy #1 has been very busy (a change from Neutral), I remain UP.
If the market has indeed bottomed and we're seeing quite a bit of Engineering work, then I'll take a risk and say that things will get better toward the end of this year and 2009 will be a lot better. You know what else this means? The Real Estate market is bottoming too.
Note to self: call your other buddies to confirm this!
-
Oh my!
-
Another facet of my ATS that I'll add later.
-
EA Psuedo Code!
-
Thrift is a great thing.
-
As gold prices skyrocket, heirlooms find their way to the melting pot - International Herald TribuneBehind every 18-karat gold herringbone necklace and 12-karat toggle bracelet is the story of bad breakup or a late great aunt.
-
I shoot landscapes
-
I love the Star Wars Glasses on the shelf. I still have a few at my mom's house from Burger King.
I send out a few messages on Twitter everyday, which readers can read on my sidebar when they visit. I usually like to spit out any BUY/SELL signals on my Market Timing Model or make some brief commentary on what's going on in the market. Sometimes its just random thoughts in my head or new ideas.
Anyway, you can sign up at NeuralMarket to follow my ramblings if you like. I promise to keep the IM's short and to the point!
This is good news, my Timing Model volatility indicator is actually dropping. It peaked at 2.9 on 3/17 and has steadily dropped to 1.79 as of yesterday's close. This confirms my cautious belief that the market has bottomed but we're not out of the woods yet. Everything hinges on what Gold prices do in the next few weeks.
Right now the market is driven by what the Fed is doing and will do. The best indicator to watch on how people react to the Fed's policies and decisions is Gold's price. Gold prices and the S&P500 are almost an inverse relationship and the higher the price of Gold, the weaker the S&P500 is.
-
I used to do this by cramming tons of mail into the envelope but never a brick!
I had a great meeting with my IT contact today. He's sold on the idea and has two developers interested to work on the ATS project. I'm really excited that my vision of an ATS is becoming reality!
Man do I have some wild ideas for the ATS using GA's and Neural Nets but we're first going to build a simple prototype to see if it works. We'll probably focus on stocks for now but ultimately I'd like to enter the currency markets as well.
The next step for me is to write a presentation and technical requirements, have a meeting, and get everyone to sign a confidentiality agreement.
The markets will recoil in horror the day my ATS goes live, or maybe it wouldn't give a shit. :)
-
I often think about this because the neighbor's kids are locked away to be kept safe.
-
If he had a digital camera, ''I'd keep wishing I had the newer one,'' he said. ''It would always be eating away at me.'' - Me too, still sticking with film!
I've just gotten insanely busy but thats a good thing. Here are some quick notes:
1. I'm sitting down with a C# developer tomorrow to discuss building a Trade Bot (ATS) which will be better than Ugly's ATS. I expect sooner or later our ATS's will duel with electronic Samurai swords.
2. Unless I'm being completely faked out, I think the bottom is in.
3. I rotated out of Bonds yesterday.
4. My volatility indicator is collapsing after peaking at 2.9, its now at 1.7. That's Bullish!
In case my readers are wondering, my neural net model for Exxon Mobil Corporation is still flashing a long HOLD. The position is showing a loss right now and so far I have not seeing any changes in the signal alerts.
I was reading Christian's blog yesterday when he gave the Euro a target of $1.76. Wow, that would be like Financial Armageddon for the USD! You don't need a neural net to tell you that the trend for the Euro is UP and I'm waiting for a pullback to go long. My short term target is $1.60 and it looks like I'll be able to get long around $1.565 if this retracement keeps going this morning! I do have to run a new monte carlo analysis for my stop placement because volatility has been so crazy of late!
