Recent content by Jayram

FWIW, i have found that the best use for NNs is to filter a basket of shares to x% of those shares, and continually adjust (every 3 months or so) teh shares invested... e.g. for FTSE 100, aim at predicting which 50 will do best in the next 3 months and invest and hold those 50. then reallocate...

Predicting a moving average in the future is easy - but pretty worthless. Unless you are predicting a moving average in the future that does not rely on existing known price data. I used a simple MLP neural network and got similar accuracy results to VP. Note that their accuracy figures are...

Here's a a few tips when using neural networks. 1) standardise the inputs by using the natural log of lagged returns (eg take the log of the difference in closing prices over x bars) 2) look for correlations between a target variable of AT LEAST 50 bars in the future, and inputs using lagged...

Here's a a few tips when using neural networks. 1) standardise the inputs by using the natural log of lagged returns (eg take the log of the difference in closing prices over x bars) 2) look for correlations between a target variable of AT LEAST 50 bars in the future, and inputs using lagged...

Very helpful....thanks