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Strategies & Market Trends : Moomin Valley (formerly Troll-free Zone) -- Ignore unavailable to you. Want to Upgrade?


To: At_The_Ask who wrote (407)2/6/2002 8:29:06 AM
From: Moominoid  Read Replies (1) | Respond to of 2852
 
I have spent today developing a stock-market forecasting model. It is scaringly accurate in one day ahead forecasts for the NDX since October (the only trial I have run so far). Today's forecast is for a 3% gain. I just checked the net and the futures are up. When I remember I will post my forecasts here and lets see how I go. I don't have a weekly model yet or I could use it to compete in Bill's competition :)

It is so good I am thinking I must have done something wrong... :)

The correlation between the predicted % change each day and actual is 97% over the trial period. Maybe just a lucky period.

It is a linear regression model but incorporates some strange synthetic variables which themselves are linear functions of a type.... It also has hundreds of variables in the regression....

Anat is reminiscent of Kali I think. Female warrior goddesses... Anat is a popular girl's name in Israel but I don't think most people know where it comes from.

David