Machine Learning Reference List
Machine Learning Reference List with prerequisites.
Author: hcarstens
Innovations and October P&L
Vertical Solutions Forecast – Innovations and October P&L A summary of innovations (Market Stress, Trend Day/Range Day forecasting) and the October and cumulative P&Ls, –h Henry Carstens Vertical Solutions cell: 503-701-5741 mail to: carstens@verticalsolutions.com www.verticalsolutions.com ———- Innovations Expect more trades that exit based on Market Stress retracements from overbought/sold back to neutral (+/-1) Expect more Read more about Innovations and October P&L[…]
Predicting Tomorrow’s Close #idea
Natural Language Processing. Predicting the next word, phrase and sentence. Here is a project using the NuPic AI engine from Numenta that demonstrates. Change the inputs from words, phrases and sentences to market data and…
What’s Missing – the Error Term #idea
What’s missing? [t+1] = how I forecast what comes next What’s missing is the error term – [t+1] = how I forecast what comes next + (error) The error term is what completes the performance triad: Visualize, Execute, Analyze Learning, continuous improvement and perhaps even ideas and serendipity happen faster with the explicit use and Read more about What’s Missing – the Error Term #idea[…]
Strategies #idea
Strategies Attacking Strategies: Entries Defending Strategies: Exits Risk Strategies: Position Sizing –h
New Information Rate is 15% #idea
“A good 15% of the search questions it [Google] sees every day are new – queries it has never answered before.” <http://www.bbc.co.uk/news/technology-23866614> If 15% new information is coming into search each day, then there should be a similar percentage of new information coming into the markets – an absolutely huge number of underlying change which Read more about New Information Rate is 15% #idea[…]
Market Stress – Post FOMC
Post-FOMC long term market stress. Markets with high stress levels tend to reverse but timing is hard. The main idea behind Market Stress is that in market with high stress levels, there is more risk in the current direction of the trend and more opportunity in the opposite direction. In the chart below, the stress Read more about Market Stress – Post FOMC[…]
Interest Rates 1871-2013 #idea
Interest rates 1871 – 2013. 2 generations of families, businesses, corporations and governments (state, local, federal) have known nothing but falling interest rates. Rising rates where bills go up every month and credit is tighter will be a new experience…
Contingency Forecasting #idea
Contingency Forecasting – a way of forcing myself to think ahead. Similar to having 200 words for snow. Begets nuance and feel. –h
Labs: Market Stress Sept 13, 2013
Near Term Market Stress as of close Sept 13, 2013. High Stress (potential turning points) in: US, ES, Stoxx, Russell