Mix Oracle(OLAP, Data Mining-SVM) and Ruby With ETF Price Data

From: <dan.bikle_at_gmail.com>
Date: Sun, 14 Jun 2009 15:39:26 -0700 (PDT)
Message-ID: <ef2da753-715a-4cf9-a72f-becb31562f9d_at_p21g2000prn.googlegroups.com>

I just wrote up some notes about my efforts to use Data Mining-SVM to pick optimal times for an ETF trader to act in the market.


The only attributes I fed to SVM were slopes of moving averages of ETF prices.

Result: SVM did not find slopes of moving averages of ETF prices to be very predictive.

What I might study next are the relationships between Asian markets and US markets.

This is based on my inspection of this google search:


It boils down to this, "What's the dog and what's the tail?"

It seems plausible that the trend of the Nikkei might be somewhat correlated with the trend of the S and P 500. Perhaps the same is true for the dollar value of the Yen.

Comments anyone?
--Dan Received on Sun Jun 14 2009 - 17:39:26 CDT

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