15
Apr
2008
Market Timing Signal - Was It A Buy?
Posted by Tom as Economy, Neural Nets, Trends
Yesterday my model flashed a signal but I couldn’t discern right away if it was a solid BUY or SELL but its actually beginning to look like a very weak BUY signal. The S&P500 has hit a lot of resistance and support lately so its interesting to note that the markets can go either way [...]
11
Apr
2008
My Exxon Mobil neural net model went long on 3/24/08 and finally gave a SELL signal on 4/4/08. That move would’ve netted you over +3.5% (not incl fees and omissions). Subsequently, it gave another BUY signal on 4/7/08 and closed that position on the morning of 4/10/08 (SELL signal on 4/9/08) for a [...]
08
Mar
2008
Creating Buy/Sell Signals for Gold Futures
Posted by Tom as Futures, Neural Nets, Products, Stocks
I wrote in my Stock Signal Reviews - Boeing and The S&P500 post yesterday that you can use Stock Neuromaster to create buy and sell signals for Futures data as well. If you can download your quote data into a CSV format (or at least transform it to CSV), then you can import that [...]
06
Mar
2008
A Top Down and Bottoms Up Approach to Neural Net Models
Posted by Tom as Data Mining, Neural Nets, Random
I was inspired to write this post after I read Foquant’s (formerly CPP Trader) post on Inductive versus Deductive Algorithms. He hits the nail on the head when he ends his article with:
Personally, I have used deductive reasoning to develop frameworks for money management methods, and then tested data in a similar, inductive method, [...]
04
Mar
2008
S&P500 Trend Snapshot
Posted by Tom as 401K, Neural Nets, Trends
This is just a quick snapshot to see where the S&P500 is going. My long term S&P500 neural net model initiated a SELL signal on 2/28/08 (for 2/29 open) and maintains the short position for today’s open. I guess my Monte Carlo simulation, with its bias to the downside, is being proven correct. [...]
