The Real and The Imagined #idea
The most fascinating thing about counting and the markets is the difference between the real and the imagined. –h
Category: Ideas
Machine Learning with R #ideas
Machine Learning with R Every time I’ve applied Machine Learning, I end up curve fitting but I keep soldiering on expecting that sooner or later something will click. I loved Machine Learning with R which is full of examples and has a nice overview of the field. The snippet on comparing two variables using CrossTable() Read more about Machine Learning with R #ideas[…]
Are Two Edges Better Than One? #idea
Are Two (Uncorrelated) Edges Better Than One?* Our results pre- and post- Market Stress, our second edge: All Market Stress Change Avg 67.61 93.04 38% Std dev 1042.9 299.79 -71% llt (8640.00) (1000.00) -88% w/l ratio 0.83 0.65 -21% win pct 60% 78% 31% f 0.11 0.45 303% f$ 76591 2200 -97% z 2.32 2.22 Read more about Are Two Edges Better Than One? #idea[…]
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[…]
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