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

From: John Hurley <johnbhurley_at_sbcglobal.net>
Date: Sun, 14 Jun 2009 15:44:13 -0700 (PDT)
Message-ID: <a2dcefbc-9017-4955-9168-255e1f80cd55_at_x3g2000yqa.googlegroups.com>

On Jun 14, 6:39 pm, "dan.bi..._at_gmail.com" <dan.bi..._at_gmail.com> wrote:
> 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

Garbage in garbage out? Received on Sun Jun 14 2009 - 17:44:13 CDT