Neural Market Trends

Using Rapidminer to model trends in the financial markets

Entries for the ‘Products’ Category

Achieving Financial Critical Mass (FCM)

I left work late on Friday because I got distracted running Monte Carlo simulations on our 401k accounts. I’m on a quest to refine my retirement plan of achieving Financial Critical Mass, something I heard about from Bob Brinker many years ago.

Financial Critical Mass is defined as the capital you need in your retirement [...]

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Economics For Real People

I finished reading Gene Callahan’s, Economics for Real People, a while ago but never had the chance to write a blog post about it. I can sum up the book in three words, I loved it!
This book lays out the basic building blocks, in layman’s terms, to what Austrian school of economics is [...]

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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 [...]

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Time To Buy The Malaysia iShares?

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 [...]

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Update on the ExxonMobil Model

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 [...]

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Compatibility Issues Between YALE 3.4 and RapidMiner 4.0

I’ve mentioned this before but there are some compatibility issues between YALE 3.4 and RapidMiner 4.0. You can’t load YALE 3.4 files into RapidMiner 4.0 directly and have it work correctly. As such, the downloads that are a part of my tutorials won’t work in RapidMiner unless you build them from scratch in [...]

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VIX Buy/Sell Signals For Option Traders

Ah, the almighty ^VIX, everyone’s favorite indicator and the one index that a lot of option traders watch with bated breath.  What if I were to tell you that you can use Stock Neuromaster to generate BUY/SELL signals for the ^VIX?  Would you be interested?
I’m sure that option traders and writers would be keenly interested [...]

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