01
Feb
2008
Stock NeuroMaster BUY/SELL Signals III
Posted by Tom as ETF's, Neural Nets, Stocks
Yesterday was a classic whammy day, gap lower on the open and finish strong at the end of the day. The markets have been chaotic and I purposely trained my Stock NeuroMaster neural net models to compensate for this volatile behavior.
iShares MSCI Brazil Index (EWZ): BUY signal on 1/22/08, entered 1/23/08 @ $66.11, [...]
06
Jan
2008
Volatility begets more volatiliy and it looks like every time the annualized volatility number crosses the 13 DMA of volatility, the QQQQ prices become very volatile. Right now the Q’s are in a relatively low state of volatility but we all know that low volatility begets higher volatility and vice versa. I’m looking for more [...]
15
Nov
2007
The Brazil ETF (EWZ) is having a tremendous run that’s spanning several years now. Its rather amazing when you look at the chart and yes I missed this one along with the other RIC (Russia, India, and China) countries of the BRIC consortium.
The cynic in me can’t help but wonder when this BRIC cycle [...]
16
May
2007
Build an ETF Trend System in Excel
Posted by Tom as Algorithmic Trading System, Excel, Tutorials
Today I wanted to share with you a part of the algorithmic back end to my ETF Trend System. Note, I said “part“, I’m not giving away all my secrets. It’s written completely in Excel, incredibly simple, and is a macro that you can import. The system works by using something called linear [...]
