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>

Hello,
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.

http://bikle.com/protected/mix_oracle_ruby_etf

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:

http://www.google.com/search?q=nikkei+225+index+s+and+p+500+svm

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