Recent content by Danny De Keuleneire

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    Does SVM work? Pointers to SVM trading systems examples?

    I don't know how most of you are testing but after 2 days of fine tuning LIBSVM for stocks I am getting 75-80% correct directions of the next open price and with today's very low commission rate (IB) the magnitude don't impact your P&L so much. I am have now 2 stocks I am doing with this toolbox...
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