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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: Mary A Young who wrote (39910)	11/10/1999 2:07:00 AM
From: F Robert Simms	Respond to of 44573

<I look for your posts each evening to see what your nets are directing. I find it intriguing.> Thanks:) <Are you signals such that sometimes they don't come to fruition on the exact day that is given? I ask that because I am a user of AIQ and it also has an artificial intelligence module built in that gives market sigals and stock signals as well in the form of Expert Ratings. I find that these signals are sometimes a day early.> I don't know about AIQ, however, I expect that it is quite a bit different from what I do. I have a neural net program called Profit. Neural net programs take a function, in the future, and trys to fit inputs so they have a predictive relationship to the desired function. The function that I try to predict is the momentum one day in the future. As you probably know that sometimes bonds and the market go up and down together and sometimes they are opposite each other. I take inputs and manipulate them to sometimes have a correlation with this future momentum curve. I use OEX put/call ratio, VIX, NY advances and declines, Japan and German exchange rates, interest rates, and others. My neural net program searches my inputs and finds some that are currently in phase. I make several models so when each one goes out of phase I have some that are still in phase. I also keep making fresh nets that are optimized to current conditions to replace the ones that go out of phase. My nets, when they are going well, are very sensitive. It is best to wait until you have two days in a row to make sure that they are not whipsawing. When the market goes sideways they will whipsaw a lot. They often will whipsaw a little bit when a trend is going on. My nets are usually good for about three months or so. My nets are chosen because they have been doing well the last few months so they are getting old by the time Profit selects them. <Im interested in learning more about this.> I hope the above helped satisfy your interest. <Thank you so much for sharing.> It is my pleasure. Best Wishes, Bob