Neural Nets - A tool for the 90's Message Board

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Strategies & Market Trends : Neural Nets - A tool for the 90's

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To: Optim who wrote (650)	9/1/1999 4:36:00 PM
From: LastShadow	Read Replies (1) of 871

Years ago I had a lot of success with fourier analysis, but since I mostly concentrate on tech stocks, that hasn't proved too useful in the last 30 months. Tuning wavelets tends to end up being stock specific, and a whole lot of retuning has to occur to be cnsistently profitable. But it isn't necessarily trial and error as you can usually overlay the major cycles and look for patterns from that point down. I do apply some technical indicators after smoothing data, but they are generally vvery short cycle indicators rather than 7 or more days - the reason is that smoothing will desentize your data to important reversal days and make them late in showing up on your screens - adding a nother filter on to p of that, such as a MACD or Stochastic or whatever, adds another smoothing factor and more importantly another delaying factor. you can't use the lead/lag relationship (as that gives an after the fact "enter yesterday..." signal), but you can use the close lag relationships with the wavelets and no other smoothing or technical indicators longer than 3 to 5 periods

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