Neural Market Trends

Using Rapidminer to model trends in the financial markets

Entries for the ‘Tutorials’ Category

New RapidMiner Tutorials Coming

Yes you read that right, I’m working on a new set of RapidMiner tutorial posts (I’m bagging the videos for now). I hope to share with my readers two new tutorials over the coming weeks/months and I expect to post the first installment this week.
The first tutorial will be about using RapidMiner’s Evolutionary [...]

Comments (9)

Build an ETF Trend System in Excel – Part 2

The spreadsheet I’m about to share with you was the basic backend ETF trend system I developed for live trading. I used the RTQuotesXL and AnalyzerXL modules from TraderXL Pro to download the data in real time and create momentum signals on the fly.

I spent countless of hours building this spreadsheet (ETF_Trend_System_020808.xls) but [...]

Leave a Comment

Trimming Outliers In Rapidminer

I was inspired to write a short post about trimming outliers in RapidMiner after a comment from dc yesterday. Although I’ve never used these particular set of data pre-processing operators (I always inspect my data visually), I find them to interesting and worth a look.
If you right click and select “New Operator”, you’ll find [...]

Leave a Comment

Why I Use RiskAMP

A few years ago I got fascinated with Monte Carlo simulations after this application appeared in my 401k plan. At the time they had this “what if” calculator where you enter your age and then the amount you plan to save yearly in the 401k. You’d have to select how you wanted to invest [...]

Leave a Comment

Using TraderXL Pro to Download Data for RapidMiner Modeling

It’s no secret that I use TraderXL Pro to download the majority of my Stock, Future, and Forex data that I use for RapidMiner modeling. I use the BulkquotesXL module because it’s able to download daily and weekly data from Yahoo and daily price data from the PiFin data source. Usually it downloads the data [...]

Leave a Comment

Using TraderXL Pro to Build an Algorithmic Trading System (ATS)

Early last year I worked hard on building an Excel based Algorithmic Trading System (ATS) and I made considerable headway using TraderXL Pro and Yahoo real time quotes before I got distracted by the birth of my son. It’s since been ignored and sitting in a directory on my computer but I’m considering continuing its [...]

Comments (2)

Why I use TraderXL Pro

Long time readers will have noticed a new set of links in the left column called “Software I use.” I’m starting to list the software I use after several readers kept asking me how I do all my data modeling and with what software.
I primarily use the TraderXL Pro package to download my stock, futures, [...]

Leave a Comment

  • Twitter

    Twitter Updates

      follow me on Twitter
    • Sponsors

    • Archives

    • Categories

    • Blogroll

    • Sponsors