Comments for Neural Market Trends http://www.neuralmarkettrends.com Using Rapidminer to model trends in the financial markets Wed, 03 Dec 2008 23:40:29 +0000 http://wordpress.org/?v=2.6.2 Comment on We Are In The Accumulation Zone by Yeganeh http://www.neuralmarkettrends.com/2008/11/20/we-are-in-the-accumulation-zone/#comment-2474 Yeganeh Sun, 30 Nov 2008 04:59:44 +0000 http://www.neuralmarkettrends.com/?p=1413#comment-2474 Happy Birthday, :) ... as soon as i saw your site, i realized you must have born in November... mine was yesterday on 29th.... Happy Birthday, :) … as soon as i saw your site, i realized you must have born in November… mine was yesterday on 29th….

]]> Comment on Building an AI financial market model - Lesson V by Tom http://www.neuralmarkettrends.com/2007/05/19/building-an-ai-financial-model-lesson-v/#comment-2473 Tom Sat, 29 Nov 2008 11:52:39 +0000 http://www.neuralmarkettrends.com/2007/05/19/building-an-ai-financial-model-lesson-v/#comment-2473 Benito: This tutorial was merely an example to show how RM users can build classification model. I transform raw data all the time before I load it into a model and use for trading. Benito: This tutorial was merely an example to show how RM users can build classification model. I transform raw data all the time before I load it into a model and use for trading.

]]> Comment on Building an AI financial market model - Lesson V by Benito Soarez http://www.neuralmarkettrends.com/2007/05/19/building-an-ai-financial-model-lesson-v/#comment-2472 Benito Soarez Fri, 28 Nov 2008 21:28:57 +0000 http://www.neuralmarkettrends.com/2007/05/19/building-an-ai-financial-model-lesson-v/#comment-2472 Hmmmmm, I've got an unpleasant feeling about predictions using the raw prices. Have you considered calculating the daily returns or a similar normalization? If prices change (because of the usual inflation or - recently - deflation) or the relation between two assets changes, the system leaves the "operating point" and the neural model won't give you any signal anymore. Even if known patterns occur, just at another level. Hmmmmm,
I’ve got an unpleasant feeling about predictions using the raw prices.
Have you considered calculating the daily returns or a similar normalization?
If prices change (because of the usual inflation or - recently - deflation) or the relation between two assets changes, the system leaves the “operating point” and the neural model won’t give you any signal anymore. Even if known patterns occur, just at another level.

]]> Comment on Tutorials by RapidMiner 4.3 Released http://www.neuralmarkettrends.com/tutorials/#comment-2471 RapidMiner 4.3 Released Fri, 28 Nov 2008 04:20:16 +0000 http://www.neuralmarkettrends.com/?page_id=62#comment-2471 [...] time on this if you are interested in learning RapidMiner.  I would also recommend a series of RapidMiner video turtorials over at Neural Markets Trends that are worth checking out [...] [...] time on this if you are interested in learning RapidMiner.  I would also recommend a series of RapidMiner video turtorials over at Neural Markets Trends that are worth checking out [...]

]]> Comment on I’m Going Shooting by Frank K http://www.neuralmarkettrends.com/2008/11/03/im-going-shooting/#comment-2470 Frank K Thu, 27 Nov 2008 01:22:10 +0000 http://www.neuralmarkettrends.com/?p=1410#comment-2470 Long time since I've visited, I like the new look. You definitely have photographic talent. Great pics. I'll be visiting more often. By the way, the guys at www.thinkorswim.com of whom I am only a customer, no affiliation or agenda, are adding a neuralnet/AI type of feature in their next release. Good stuff Thomas and happy thanksgiving to you and your family. Frank the options trader in NYC Long time since I’ve visited, I like the new look.

You definitely have photographic talent. Great pics.

I’ll be visiting more often.

By the way, the guys at http://www.thinkorswim.com of whom I am only a customer, no affiliation or agenda, are adding a neuralnet/AI type of feature in their next release. Good stuff Thomas and happy thanksgiving to you and your family.

Frank the options trader in NYC

]]> Comment on We Are In The Accumulation Zone by Tom http://www.neuralmarkettrends.com/2008/11/20/we-are-in-the-accumulation-zone/#comment-2469 Tom Mon, 24 Nov 2008 11:14:50 +0000 http://www.neuralmarkettrends.com/?p=1413#comment-2469 @ Max, DD, and Sherry: Thanks! @ Max, DD, and Sherry: Thanks!

]]> Comment on Rapidminer Video Tutorial - Genetic Feature Selection by Tom http://www.neuralmarkettrends.com/2008/06/08/rapidminer-video-tutorial-genetic-feature-selection/#comment-2468 Tom Mon, 24 Nov 2008 11:13:59 +0000 http://www.neuralmarkettrends.com/?p=1027#comment-2468 Edouard: I'm glad you like them. RM has a set of time series operators that allows you to do the classic trend analysis, I do things a bit differently. That's what I was referring too in the video. Most of the operators were built from Weka operators. Which are open source. You can find information on the RM operators at the RM website. Edouard: I’m glad you like them. RM has a set of time series operators that allows you to do the classic trend analysis, I do things a bit differently. That’s what I was referring too in the video.

Most of the operators were built from Weka operators. Which are open source. You can find information on the RM operators at the RM website.

]]> Comment on Rapidminer Video Tutorial - Genetic Feature Selection by Édouard http://www.neuralmarkettrends.com/2008/06/08/rapidminer-video-tutorial-genetic-feature-selection/#comment-2467 Édouard Sun, 23 Nov 2008 15:15:32 +0000 http://www.neuralmarkettrends.com/?p=1027#comment-2467 Hi Tom. Thanks for the material you provide on your blog ... despite few problems (not yet issued videos, sound cuttings ... ). ;-) Somewhere along this video ("Rapidminer Video Tutorial - Genetic Feature Selection"), you point out that your genetic feature selection model in RapidMiner is quite different from 'classic' time-series (econometric) modelling. Can you tell a little but more on that ??? Where online can I find the calculations behind the operators in RapidMiners (the learners, the preprocessing- and postprocessing-operators, ...) ???? Thanks. Édouard, France Hi Tom.

Thanks for the material you provide on your blog … despite few problems (not yet issued videos, sound cuttings … ). ;-)

Somewhere along this video (”Rapidminer Video Tutorial - Genetic Feature Selection”), you point out that your genetic feature selection model in RapidMiner is quite different from ‘classic’ time-series (econometric) modelling. Can you tell a little but more on that ???

Where online can I find the calculations behind the operators in RapidMiners (the learners, the preprocessing- and postprocessing-operators, …) ????

Thanks.
Édouard, France

]]> Comment on We Are In The Accumulation Zone by Sherry http://www.neuralmarkettrends.com/2008/11/20/we-are-in-the-accumulation-zone/#comment-2465 Sherry Sat, 22 Nov 2008 21:12:12 +0000 http://www.neuralmarkettrends.com/?p=1413#comment-2465 Happy burpday Tom, this is such an exciting time to be alive Happy burpday Tom, this is such an exciting time to be alive

]]> Comment on We Are In The Accumulation Zone by Digital Dude http://www.neuralmarkettrends.com/2008/11/20/we-are-in-the-accumulation-zone/#comment-2464 Digital Dude Fri, 21 Nov 2008 23:13:04 +0000 http://www.neuralmarkettrends.com/?p=1413#comment-2464 Hey Tom, Happy Birthday!!! -Digital Dude- May you stay forever young. -Bob Dylan- Hey Tom,

Happy Birthday!!!

-Digital Dude-

May you stay forever young. -Bob Dylan-

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