Fast Foruier Transformation and Market Cycles With Rapidminer
For what its worth, there’s an interesting post on Fast Foruier Transformation and how to build a Rapidminer model to find stock market cycles in the forums going on. Members Ronmac and AWC have been kind enough to share the Rapidminer XML code and data file for it. I fooled around with it and discovered some interesting patterns in the markets, especially using S&P500 data.
It would appear that there is a turning point in the market every 12 days or so. Very interesting and this model definitely requires more analysis by yours truly…Don't forget to sign up for our monthly newsletter on Data Science and RapidMiner here!