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Thanks for the link! Seems to be quite a bit of information there...I'll have to dig into it :)

OddTrader, Not to worry. The project is nearly complete, I'm just wrapping things up. At the beginning of the semester my project supervisor and I looked through numerous papers - and like you mentioned in your post, you've read about a project similar to mine. This has been the case...

bubba7, Yes, doing this stuff is really fun. What I'm presenting in this post is just the 'tip of the iceburg' so to speak. I've taken into consideration other factors as well, such as -percent return per transaction -percent return (only when correct) -percent return (only when...

You're right. Traditionally, you would have a control group and an experimental group. Unfortunatley, it has been painfully difficult to find research papers with the results I'm looking for. Mind you, in the research context of my project I'm not interested in whether algorithm XYZ...

"Suggest you read up on money management and if possible backtest the system." That's actually going to be my main focus in my thesis in the Fall :) Brandon

Hi All, I'm a Computer Science major, and have been focusing my research efforts on linear time-series analysis to try and make short term (3-5 day) predictions in the stock market. I've implemented four (4) different algorithms, appropriated from technical analysis techniques. I'll...