Mix Oracle(OLAP, Data Mining-SVM) and Ruby With ETF Price Data
Date: Sun, 14 Jun 2009 15:39:26 -0700 (PDT)
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.
--Dan Received on Sun Jun 14 2009 - 17:39:26 CDT