Using Neural Nets and AI to model trends in the markets.
24
Nov
2007
Yesterday, on Black Friday, we saw a nice relief rally in the markets but the cynic in me says it won’t last. The markets have room to go lower and everybody’s wondering if Santa Claus will skip Wall Street this year. The initial results from my S&P500 Volatility model is showing elevated volatility still [...]
15
Nov
2007
In a few previous posts I explored how percent gain and loss distributions for indices tend to follow a power law distribution instead of the widely accepted Gaussian distribution (bell curve). I tried to show that “way out there” events, both positive and negative, tend to occur more frequently in real life than under the [...]
