28
Apr
2008
Posted by Tom as Neural Nets, Products, Stocks
I built a quick neural net model for Apple Inc (AAPL) and found it to be a pretty good at predicting price direction. Reserving 15 days for testing, and testing the signals for the past 30 days, the model had a 22.47% rate of return (gross).
Right now the model has issued a SELL signal [...]
17
Mar
2008
I’ve mentioned this before but there are some compatibility issues between YALE 3.4 and RapidMiner 4.0. You can’t load YALE 3.4 files into RapidMiner 4.0 directly and have it work correctly. As such, the downloads that are a part of my tutorials won’t work in RapidMiner unless you build them from scratch in [...]
29
Jan
2008
Posted by Tom as ETF's, Neural Nets, Products, Wallstrip
Just for fun and to test out the robustness of the Stock Neuromaster system, I’ve decided to create a small selective portfolio of stocks and ETFs, generate BUY and SELL signals, and follow along in this blog to see what happens. To kick this off, and in honor of Wallstrip’s new host Julie Alexandria, [...]
26
Jan
2008
Posted by Tom as Products
About a week ago I stumbled across a neat little stock neural net program called, interestingly enough, Stock NeuroMaster. I downloaded it and played around with it during its 14 day trail evaluation and was surprised by how easy it is to use.
Although I’m a heavy duty RapidMiner modeler, and I build intricate custom neural [...]