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Anything that supports nonlinear model I'm considering. Also I will be using WEKA and/or R. So yeah nonlinear additive, nonlinear PCA, other suggestions welcome... Search for non-linear dimensionality reduction: http://www.google.com/search?hl=en&q=non-linear+dimensionality+reduction

Thanks for the responses! So far "dimensionality reduction" and "minimum statistical sample size" have yielded decent google results. Here are some online calculators similar to what I thought I was looking for: http://www.raosoft.com/samplesize.html http://www.wessa.net/rwasp_sample.wasp...

Hi all, Seemingly simple question. For multivariate (3+) inputs, how many samples are required? According to one source, if 9 samples (observations) are required with one variable (parameter), 9^2 (81) are required with two variables and 9^3 (729) with three variables. So. How does one...

Question. Is there more than one way to calculate accumulation/distribution, or is this pretty much the standard? ( ( (C - L) - (H - C) ) / (H - L) ) = CLV The CLV is then multiplied by the corresponding period's volume, and the cumulative total forms the Accumulation/Distribution Line...

What software have you used to calculate predictive coefficients? Is there a name for this calculation or is it an umbrella term for regression, forecasting, classification, etc, combined with cross-validation? Data mining software poll...

Screening ETF's by fundamentals such as Price/Earnings, Price/Sales, Price/Cashflow, Price/Book. You can also look at performance, volume, beta, etc. http://finance.yahoo.com/etf/browser/hl?c=0&k=6&f=0&o=a

Closest thing I could find (C++). Unscented kalman filter + particle filter: http://www.indii.org/software/dysii You know you can call C++ functions from most other languages, right?

- What software are you using? Those forums would be the place to ask. I have been looking into MatLab, WEKA, and R for similar analysis. - From what I've read recently, ensemble methods are getting more popular. - In the classic sense of mixture, where one combines multiple gaussian...

There are quite a few papers on effectiveness of technical analysis. "The Profitability of Technical Analysis: A Review" says there are over 130, and that was in 2004. There are many arguments both for and against. At least one has to consider that shorter timeframes might be more influenced...

Excellent thread on Slashdot: http://news.slashdot.org/article.pl?sid=09/04/25/1858223

Citi raised estimates for AAP, in the same sector. I'd either wait for a breakdown, or do some kindof pairs trading with AZO and some other stock in the sector (AAP, ORLY, PBY, PRTS). http://finance.yahoo.com/news/Advance-Auto-should-see-sales-apf-14410164.html

I hate to disappoint but, other than Zacks' idea mentioned above, that kind of information isn't free. It took me 4+ years of backtesting and forward walking different systems to figure out. And still I'm probably only about halfway there to developing a tradeable system. I will say however that...

- Yes it is OK to mix TA and FA. As long as you're cognizant of which indicators are lagging and which indicators are more predictive. - As an example of when fundamental info is not included in the price, Zacks believes that raised EPS estimates for next calendar year aren't factored into...

http://www.finviz.com/screener.ashx?v=210&s=ta_p_channel

You're looking for index ETF's Dow http://finance.yahoo.com/q/pr?s=DIA S&P 500 http://finance.yahoo.com/q/pr?s=SPY Nasdaq http://finance.yahoo.com/q/pr?s=QQQQ

There are books written about this stuff. Read a book. Read several books. Then realize that, yeah, no one's going to give away the holy grail of a perfect trading system for the lowly price of a book. Still it's a start. Search for "trading systems" on Amazon...

Interesting article overall but China is currently down 55% and has been down as much as 60%. http://finance.yahoo.com/q/bc?s=%5EHSI&t=1y

Yahoo or one of the data suppliers might be doing some sortof data update. Hopefully this isn't permanent. All the debt/equity ratios I'm getting back from Yahoo are "N/A". PM me if you want some horrid, horrid Java spaghetti code that somehow manages to work for Yahoo and MSN. Something like...

The SEC has reports going back to 1994. For example GE has reports on pages 9 - 32 of the search results for "General Electric Co". http://www.sec.gov/cgi-bin/srch-edgar?text=%22General%20Electric%20Co%22&start=2481&count=80&first=1994&last=2009

http://vixandmore.blogspot.com/2009/03/three-fear-indicators-orthe-three.html