I am continuously amazed by MSFTs tools.
I have a model that I have developed that auto trades equities. I am in the process of writing out relevant statistics of performance etc to a database.
It didn't take long to notice that certain equities are modeled better than others under certain circumstances, and that performance changes in complex ways from day to day, even intraday. What I do know to filter my universe of equities for that day is I use the neural net in my head to pick the equities that the model will be trading that day based on my experience with the model. However, I would like to make the selection completely scientific and automated.
MSFT SQL Server has new algorithms to support this kind of data mining:
http://msdn.microsoft.com/msdnmag/issues/04/09/AnalysisServices2005/default.aspx?loc=&side=true#a
Nice! Does anyone have any experience with the data mining features of SQL server?
nitro
I have a model that I have developed that auto trades equities. I am in the process of writing out relevant statistics of performance etc to a database.
It didn't take long to notice that certain equities are modeled better than others under certain circumstances, and that performance changes in complex ways from day to day, even intraday. What I do know to filter my universe of equities for that day is I use the neural net in my head to pick the equities that the model will be trading that day based on my experience with the model. However, I would like to make the selection completely scientific and automated.
MSFT SQL Server has new algorithms to support this kind of data mining:
http://msdn.microsoft.com/msdnmag/issues/04/09/AnalysisServices2005/default.aspx?loc=&side=true#a
Nice! Does anyone have any experience with the data mining features of SQL server?
nitro
