Tag Archives: Neural Nets

Breakdown of the EURUSD Pair

Well all the news about the PIIGS taking wing in Europe have rattled the EURUSD pair.  I think it might be heading down to test the $1.25 level and I'll be keeping a close eye on it, since I'm about … Continue reading

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S&P500 Option Volatility Scorecard

For the last two predictions the model made, I had one correct and one wrong. Continue reading

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S&P500 Option Volatility Scorecard

The results are in this morning and sure enough the prediction was correct! Continue reading

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S&P500 Option Volatility Report

For the week ending 7/17/09, a historical volatility (HV) predicted close for the S&P500 is 0.2736, UP from last week’s close of 0.2183. Continue reading

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Actual vs Predicted Spreads NFL Football Neural Net Model

As you can see, the model is pretty good at determining if the home or visiting team will win (a negative sign means the home team wins) but the predicted spreads are way off relative to actual spreads. Continue reading

Posted in Gambling, Neural Nets, NFL, Sports | Tagged , , , | 6 Comments

Predicting Winners in Football

Now that I understand various data relationships and can determine the winners relatively well, the next step, and perhaps the hardest now, is determining the ranking system. Continue reading

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The Race To The Bottom Begins – Part III

I believe that we are fast approaching a bottom based on my market timing model and simulations.  I know I’ve said that before but these levels of panic can’t sustain themselves for long without some sort of capitulation.  Below is … Continue reading

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Modeling Gold Trends

I’ve been busy rebuilding my Gold neural net model over the past few days with new data and inputs using the new version of Rapidminer.  It’s the same model I used to write my published Futures Magazine article and tinkering with … Continue reading

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Genetic Modeling The Stock Market

The one nice thing about Genetic Algorithmic stock market models is that they evolve with new market data. The bad thing about them is that they’re a pain in the ass to create.  My current GA model is surprisingly simple … Continue reading

Posted in Economy, Genetic Algorithms, Neural Nets, Trends | Tagged , , | 5 Comments

Forex Scorecard

I went long the AUDUSD pair last night with the same intent to build a longer term position in it. My belief is that this pair will go to parity with the USD this year or early 2009. I’m still … Continue reading

Posted in Forex, Neural Nets | Tagged , , , | 1 Comment

My Forex and Gold Article Has Been Republished

Trolling through the Internet last night I discovered that my Futures Magazine article from last year, Forex and Treasuries Provide Clue for Gold, has been republished over at Traderslog. Make sure you read it quick before it gets taken down! … Continue reading

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Oil at $139? DOW down 300 Points? Screw That! Today Was A BUY!

My market timing model was in full swing today and it flashed a BUY. Today was a lot of carnage and I suspect that we could go even lower from here. I hope everyone has their stops in place, :). … Continue reading

Posted in Economy, Neural Nets, Stocks, Trends | Tagged , , , | 6 Comments