Data Mining The Market

Quote from ucf_student:

3 part series. Very Interesting and Informative. Gives a nice broad overview of data mining the markets and in part 3 talks about his experience w/ the T Bond mkt.

http://www.b-eye-network.com/view/6386

Enjoy! :cool:

Good article but quite general, with statements like: "My data mining efforts use neural networks and chaos theory extensively." It does not disclose any specific methods or techniques to do data mining.

Here is a program that actually does algorithmic data mining and it's also a "white-box":

http://www.tradingpatterns.com/

This next one does data mining using genetic programming, also a "white-box" but it's kind of expensive for retail traders:

http://www.tradingsystemlab.com/home.aspx

Bill
 
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