Monthly Archives: March 2010

Rapidminer 5.0 Video Tutorial #9 – Financial Time Series Modeling Part 1

In this video we start building a financial time series model, using S&P500 daily OHLCV data, and the windowing, sliding validation, and forecasting performance operator.  This Part 1.

[flashvideo file=wp-content/uploads/2010/03/Rapidminer5-Vid9.mp4 /]

This video can be viewed in HQ by clicking this link here.  Please make sure you have Quicktime or another MP4 capable reader installed in your browser.

Here is the XLS training files.

  1. S&P500 Training XLS

PS: Check out my forums!

Rapidminer 5.0 Video Tutorial #8 – Financial Time Series Data Discovery

In this video we review data discovery techniques for Financial Time Series data by calculating a Simple Moving Average (SMA), creating a non-linear trend line using a Neural Net operator, and creating a time series prediction line using a Neural Net operator.

[flashvideo file=wp-content/uploads/2010/03/Rapidminer5-Vid8.mp4 /]

This video can be viewed in HQ by clicking this link here.  Please make sure you have Quicktime or another MP4 capable reader installed in your browser.

Here is the XLS training files.

  1. S&P500 Training XLS

Get Dropbox and Give More Space!

Good Morning!  I've been using Dropbox as a way to share Rapidminer Experiments and Data with readers.  It's vastly better at sharing large data files than my forums and I might completely abandon my forums (for now) in favor of consulting with Dropbox.

If you haven't used Dropbox before, I suggest you get it.  Trader W0NK0 was the guy that clued me into it last year and since then we've been sharing market data, python files, and silly stuff.  Make sure to signup using my referral link so I can get more free space with every signup.

Subscribe Now

I'll be recording the first of three Time Series Rapidminer Video Tutorials next week and its probably a good idea to subscribe to my RSS feed now.  This way you'll be alerted when the video is posted.

High Quality Rapidminer 5.0 Video Tutorials

I just wanted to let my readers know that you can view my video tutorials in high quality (HQ) right here on Neural Market Trends. Just click on the "Video download link (HQ)" link below the You Tube video player and a clear, high quality video, will load in.  Believe me, it doesn't look anything like that You Tube video compression crap.  

My Time Series and Forecasting video tutorials (#8 through #10) will be presented only on Neural Market Trends, not on You Tube.

A 100 Year Old 1000 Reichsbanknote

I felt like a kid in a candy store tonight when I picked up the daily mail.  I got my first shipment of old German money notes in the today, the ones I won on Ebay for about $1.75.  Below is a photograph of an almost 100 year old 1000 Reichsbanknote.  It will be 100 years old on April 21st of this year.  Its in really good condition and beautifully decorated.  Even if its fake, you can't go wrong for $1.75!

(Front – note the date below the 1000)

(Reverse)

Its hard to believe but the German people, just a mere 100 years ago, probably never fathomed that their Reichsnotes would never lose value and be sold on Ebay for a fraction of its original value.

Rapidminer 5.0 Video Tutorial #6 – Creating a Decision Tree with Rapidminer 5.0

Calling all marketers!  In this video we discuss how we can use Rapidminer to create a decision tree to help us find "sweet spots" in a particular market segment.  This video tutorial uses the Rapidminer direct mail marketing data generator and a split validation operator to build the decision tree.  

Video download link (HQ): Rapidminer 5.0 Video Tutorial #6

Working On A Time Series Tutorial

Its hard to believe but I'm already 50% done with my first batch of Rapidminer 5.0 Video Tutorials.  So far, the reception has been positive and I thank everyone who emailed me, IM'd me, or commented on these tutorials.  I made a promise to myself to make a batch of 10 video tutorials first before I re-engineer this website further.

So far so good and I'm on target to record a new video tutorial tonight or tomorrow morning.  Video #6 will be about creating decision trees in Rapidminer  for a direct mail marketing example.  For video #7, I'll probably focus on an evolutionary weighting example, and then close out the remaining 3 tutorials with financial time series examples.

Below is an screenshot of one of the time series examples I'm working on. This is a time series chart of the S&P500 with a neural net generated trend line.  Neat, huh?

Rapidminer 5.0 Video Tutorial #5 – Genetic Algorithmic Data Preprocessing Part 2

In this video we continue where we left off in Video Tutorial #4.  We discuss some of the parameters that are available in the Genetic Algorithm data transformers to select the best attributes in the data set.  We also replace the first operator with another Genetic Algorithm data transformer that allows us to manipulate population size, mutation rate, and change the selection schemes (tournament, roulette, etc).

Video download link (HQ): Rapidminer 5.0 Video Tutorial #5