I was inspired to write a short post about trimming outliers in RapidMiner after a comment from dc yesterday. Although I’ve never used these particular set of data pre-processing operators (I always inspect my data visually), I find them to interesting and worth a look.
If you right click and select “New Operator”, you’ll find [...]
A few years ago I got fascinated with Monte Carlo simulations after this application appeared in my 401k plan. At the time they had this “what if” calculator where you enter your age and then the amount you plan to save yearly in the 401k. You’d have to select how you wanted to invest [...]
It’s no secret that I use TraderXL Pro to download the majority of my Stock, Future, and Forex data that I use for RapidMiner modeling. I use the BulkquotesXL module because it’s able to download daily and weekly data from Yahoo and daily price data from the PiFin data source. Usually it downloads the data [...]
Early last year I worked hard on building an Excel based Algorithmic Trading System (ATS) and I made considerable headway using TraderXL Pro and Yahoo real time quotes before I got distracted by the birth of my son. It’s since been ignored and sitting in a directory on my computer but I’m considering continuing its [...]
Long time readers will have noticed a new set of links in the left column called “Software I use.” I’m starting to list the software I use after several readers kept asking me how I do all my data modeling and with what software.
I primarily use the TraderXL Pro package to download my stock, futures, [...]
Follow this link for the Introduction to RapidMiner Video Tutorial - Part 1.
Note, its SWF file and best viewed on Internet Explorer and there is some audio distortion toward the end. Please leave me any comments or questions!
I recieved my audio equipment in the mail last night and I’m looking forward to setting it up and working on my first video tutorial. To prepare for the first video, I whipped up a VIX volatility model that tries to predict weekly volatility (I’m sure Bill would be interested in this video). [...]
