Tag Archives: forecasting

Don’t get left behind in your learning marketing forecasting using classic quant methods like GARCH

HI there
I have started demonstrating to my QuantLabs.net Premium Members different ways to predict the stock markets using  popular quant analysis techniques. I have already developed about 15-20 new scripts just from the Matlab Econometric toolbox alone.


–> JOIN NOW TO GET IMMEDIATE ACCESS <–

This includes topics on:

1. When to use which model for certain market conditions
2. Model estimation in volatility conditions using maximum likleihood estimation and regression
3. Using Autoregressive models and Stochastic Differential Equations
This is just getting started so I would encourage anyone who would be interested in join this QuantLabs.Net Premium Membership right away to optimize the learning
–> JOIN NOW TO GET IMMEDIATE ACCESS <–
Dozens of other membership benefits listed here.
Thanks Bryan
 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Note on Futures price forecasting with technical analysis vs fundamentalist

Note on Futures price forecasting with technical analysis vs fundamentalist

This is from my Future and options course. This is a good reason why I prefer fundamentalist where those who forecast on past pricing don’t do well long term

 

This revolves around the role of speculators

 

Fundamental analysis includes:

Supply and demand factors

Intrinsic value

Probability of a price move

 

Technical analysis:

Studies the market itself

Ignore supply and demand

 

Theory of random walk:

Says a price change from day today average zero

Price changes a random so you can’t predict the future from the past

Pt=Pt-1 + et where Pt is today’s price and et is an error term . It also works off of yesterday’s price.

E(et)=0 third term is expected to be unbiased so

E(Pt-Pt-1) = E(et)=0

 

You will not make money long-term as a technician due to the markets are way too efficient

 

Random walk Theory  says how a stochastic price will move through time. In the markets you cannot predict forthcoming prices on past prices because prices are random.

Is the expected in return is to be zero, expected price of today and yesterday difference should be zero. Essentially the markets are unpredictable.

 

Efficient markets fully reflect all available supply and demand information

In reality market seem to be partially efficient

Markets reflecting perfect information reflect influences other than fundamental information

 

Partially efficient markets

To beat the market a traitor must: use existing information in some way other than the market does

Interpret existing information were actually in the market

To submit changes and non informational aspects of the market

 

Difficulty of fundamental analysis:

What is a fact?

Hog and pig reports

USDA crop forecasts

Orange juice

 

Amount date it is overwhelming

Sucks or soon discounting the price old adage is by the room and so the fact

 

Difficulty of fundamental analysis:

What is fact?

New York oil prices search past $32 little downside seen August 5, 2003

Oil prices move Laura supply concerns Linder August 8, 2003

Rising crude oil futures read the prices at the pump August 10, 2003

Oil futures rises rock Nigeria sparks apply for years August 18, 2003

Oil futures Laura rock shrugged off US crude build I August 20, 2003

 

 

What is a fundamentalist?

Fundamentalist breaks all information into supply and demand

Supply and demand elasticity’s become important. E.g. weather affects on the coffee prices. Four instance, cold weather in Brazil in July and August can demolish the coffee crop in the world’s largest coffee producing nation and demand for coffee is inelastic. If you keep buying the commodity regardless of the price of it.

 

Purchasing power parity

PPP is a long run theory based on law of one price

Hamburger index illustrates this:

US price of big mac equals $2.30

Big Mac is produced and 68 countries

Big mac indexes a guide to whether currencies are at the correct level

Join my FREE newsletter to see why I like to focus on fundamentalist

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

ARIMA math query on forecasting rainfall

ARIMA math query on forecasting rainfall

I got this comment on a video which is below

i have 10 year rainfall data. and have categorized it as high rainfall, low rainfall, av. rainfall. can u tell me how to predict rainfall for next year or next few year

Answer at my Facebook groups:

https://www.facebook.com/groups/quantlabsnet/

or

https://www.facebook.com/quantlabsnet

Join my FREE newsletter group to get math questions answered like this 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Help classifiy what kind of stock market sectors for cyclical vs defensive for forecasting purposes

Help classifiy what kind of stock  market sectors for cyclical vs defensive for forecasting purposes

This would really hellp by commenting.

Download the spreadsheet here sector with cycilical vs defesnive

Join my FREE newsletter to learn if this helps out

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Demo overall automated reports of European Sentiment Indicator reports for trading forecasting

Demo overall automated reports of European Sentiment Indicator reports for trading forecasting

Our first series of reports for the entire EUropean markets sectors. This is from the European Sentiment Indicators.

Join my FREE newsletter to learn more about our anlaytical reports

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

These are the best individual guruinvestor forecasting stock market track records? Not that impressive

These are the best individual guruinvestor forecasting stock market track records? Not that impressive

Persoanly I thought it would have been much higher.

Guru Grades

Thanks to the NYC Contact for sending

Join my FREE newsletter to learn how to possible be even better at it

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

From Paul Cottrell: Poseidon AI proof for trading forecasting

Download Excel from:

Poseidon AI

From Paul Cottrell: Poseidon AI proof for trading forecasting

From Paull himself:

Bryan,  please post that Poseidon has learned and has stored that knowledge association into an atom space.  
See proof of knowledge.  Going dark now for awhile. 


Let me know what you think

Join my FREE Newsletter to see what comes of Paul in the future 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Download my charts to see how my automated scripts can generate a real world snapshot of the American economy for trading forecasting

Download my charts to see how my automated scripts can generate a real world snapshot of the American economy for trading forecasting

This is in relation to my trading scripts which generate these charts

https://quantlabs.net/blog/2014/10/automated-charts-show-the-true-economic-idea-long-short-pairs-potential-for-idea-in-spread-trading/

Download my scripts hereAmericanCharts

Join my FREE Newsletter to learn more about my automated trading systsem to generate items like this

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Here are more of CNBC Jim Cramet top picks for forecasting in trading: $AAPL $DPS $DIS

Here are more of CNBC Jim Cramet top picks for forecasting in trading: $AAPL $DPS $DIS

God bless Jim Cramer as I do enjoy the animated character http://www.thestreet.com/story/12879495/2/jim-cramers-top-stock-picks-aapl-dps-dis.html
join my FREE newsletter to learn how we forecast

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Which technical indicator are best for forecasting with MATLAB

Which technical indicator are best for forecasting with MATLAB

There are are so many option so take your picl, watch the video to see which ones I like:

http://www.mathworks.com/matlabcentral/fileexchange/10573-technical-analysis-tool

http://www.mathworks.com/help/finance/pvtrend.html

http://www.mathworks.com/help/finance/macd.html

http://www.mathworks.com/help/matlab/data_analysis/descriptive-statistics.html

Is the CCI worth it? I still prefer a simple trend so see below how I gnerate that (not so simple)

 

http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:commodity_channel_index_cci

http://www.investopedia.com/terms/c/commoditychannelindex.asp

Get the MS Chart Controls here:

http://www.microsoft.com/en-us/download/confirmation.aspx?id=14422

Plotting trend lines:

http://www.mathworks.com/help/nnet/ref/plotregression.html

http://stackoverflow.com/questions/18770166/matlab-plot-regression-function

My trendline Matlab code is a form of this:

%http://ideone.com/Zz5JcL

Join my FREE newsletter to learn more about MY technical analysis

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!