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  1. dtrader98

    Profit model correlation

    here is the excel file. Note, you will need to change all the RM entries that reference the excel file to your own local directory/location you store it to. You also need to redirect the model file the 1st sim outputs to your local directory. I look forward to seeing replication and...
  2. dtrader98

    Profit model correlation

    The files included should be: 1) qqqq_run1.xml Load and run to create the nn. 2) qqqq_nn.mod (not neccessary, as the 1st creates it, but here for comparison). 3) qqqq_wrapper1.xml run this file separately from the 1st after it is completed. This file is your comparison file that...
  3. dtrader98

    Profit model correlation

    alright. So, I will work on the zipping it up (haven't zipped in awhile, but I think I have pkzip somewhere). Good news is I figured out why I wasn't getting the output file. I needed to add a model applier instance to the final output file. Success. Now the bad/debug... Results were...
  4. dtrader98

    Profit model correlation

    ok, so here is a basic RM methodology I attempted to create a NN using the following as inputs. 1) 533 days worth of closing data of QQQQ (I know it's small, but we're learning and testing tool methodology here) stored in .xls file. It also has 5 (days-n) delayed versions in 5 columns-- these...
  5. dtrader98

    Profit model correlation

    Thanks for the reply Jerry. Couple of points... The software I was referring to is called stockneuromaster, and they seem to be hawking it all over a site that (If I recall correctly) is one of the ones you referenced earlier, or at least it is on a major site that advocates rapidminer...
  6. dtrader98

    Profit model correlation

    hey all, is this thread doa? I have been playing with rapidminer a bit, and had some issues. For one, it seems to hog my computer and crash often (one downside to the nice gui based platform). I was thinking maybe we could pick a simple experiment, like a neural net with an agreed upon...
  7. dtrader98

    How do hedge funds hide order execution?

    Google dark pools ,algorithmic trading, and or third party exchanges.
  8. dtrader98

    Excell

    no problem TC. Thanks for the words of appreciation. It's good to hear feedback once in a while.:) Anytime you want to add something to a symbol from a column, simply go to another column and enter an equation as follows: =A1&"-TC" Where the 1st cell from the column you want to apply...
  9. dtrader98

    Where is the recession? Show me ?

    No one said a recession was "officially" called. Try to go back and read the posts a little bit (with a little emphasis on comprehension) before commenting.
  10. dtrader98

    QQQQ and QID

    Good point. Although QQQQ tracks nasdaq100, so the relationships should be very close.
  11. dtrader98

    QQQQ and QID

    QID does not move twice as fast as QQQQ, it moves twice the inverse of the daily range (magnitude not time). If you plot QID vs. QQQQ for each day, it does very close to what it advertises. That is to say, at any point in time, change in QID will be approximately -2X the change of QQQQ...
  12. dtrader98

    Where is the recession? Show me ?

    I don't think you even understand what you wrote. NBER has been around a lot longer than 40 yrs. And they are not fortune tellers. I'm not even sure if you are referring to NBER's methodology when you say, "that definition (there is no explicit definition, it is a methodology)..." Are you...
  13. dtrader98

    Where is the recession? Show me ?

    "For a bear market SPX had to close below 1250 and for a recession to be declared you need 2 quarters of negative GDP" NBER has not used that definition for a very long time. They are considered by most economists to be the defacto statistic on recessions. However, the only problem is they...
  14. dtrader98

    Excell

    There are a few ways to do this (some more simple than others). This is a fast and simple approach. You lose a bit of the middle strings (like corp.), but I figured most of what you need is here. Also, you can get the strings back with a little ingenuity, if you absolutely need them.
  15. dtrader98

    Excel help needed

    probelm solved! (If you have esignal/sigtools that is:p ). Maybe you guys can try to start a thread showing daily correlations (along with backward evidence of course), to see how effective they are.
  16. dtrader98

    Profit model correlation

    Don't forget the 50 that pop in and try to shred your ideas, but never back it up nor add anything useful to the discussion. :p I like the way you think. Might be worthwhile to pursue, but you'd have to find someone to moderate the 'private' logistics. Regarding examples, there was a...
  17. dtrader98

    Excel help needed

    Glad to help. It is definitely doable, although I don't think I'm going to spend much time on it. I suggest learning vba to do that part (particularly the query function). Also, if you are going the cheap route, try looking up the research tool for msn quotes, its free from microsoft and...
  18. dtrader98

    Profit model correlation

    Are you referring to the pardo book? I skimmed though it and didn't find it worth buying IMO. P.S. Jerry, that rapid miner program looks pretty cool. Thanks for mentioning. Are you fluent in it? Do you know of any good system examples somewhere to play with (aside from the main site...
  19. dtrader98

    Social Security: How can it ever get exhausted??

    yawn. First of all, SS is not a percentage of ALL your income. "What amazes me is how many people in this thread are completely clueless about what SS is and how it works." --QED
  20. dtrader98

    Social Security: How can it ever get exhausted??

    No point in going deeper here (as I'm not here to argue politics). This is not about hand outs AT ALL. Re-read the post. It is about fairness and levelness. Heck if I had my way, it would be tax both zero and drop subsidies, but since that's not the case, then they should at least be taxed...
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